This article considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The i...
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This article considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible set makes the dynamics anytime, when viewed as an algorithm, meaning it returns a feasible solution regardless of when it is terminated. Our approach augments the gradient flow of the objective function with inputs defined by the constraint functions, treats the feasible set as a safe set, and synthesizes a safe feedback controller using techniques from the theory of control barrier functions. The resulting closed-loop system, termed safe gradient flow, can be viewed as a primal-dual flow, where the state corresponds to the primal variables and the inputs correspond to the dual ones. We provide a detailed suite of conditions based on constraint qualification under which (both isolated and nonisolated) local minimizers are asymptotically stable with respect to the feasible set and the whole state space. Comparisons with other continuous-time methods for optimization in a simple example illustrate the advantages of the safe gradient flow.
Motivated by the fact that the l 1 -penalty is piecewise linear, we proposed a ramp loss linear programming nonparallel support vector machine (ramp-LPNPSVM), in which the l 1 -penalty is applied for the RNPSVM, for b...
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Motivated by the fact that the l 1 -penalty is piecewise linear, we proposed a ramp loss linear programming nonparallel support vector machine (ramp-LPNPSVM), in which the l 1 -penalty is applied for the RNPSVM, for binary classification. Since the ramp loss has the piecewise linearity as well, ramp- LPNPSVM is a piecewise linear minimization problem and a local minimum can be effectively found by the Concave Convex Procedure and experimental results on benchmark datasets confirm the effectiveness of the proposed algorithm. Moreover, the l 1 -penalty can enhance the sparsity.
Systematic approaches to validation of linear programming models are discussed for prescriptive and predictive applications to economic problems. Specific references are made to a general linear programming formulatio...
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Systematic approaches to validation of linear programming models are discussed for prescriptive and predictive applications to economic problems. Specific references are made to a general linear programming formulation, however, the approaches are applicable to mathematical programming applications in general. Detailed procedures are outlined for validating various aspects of model performance given complete or partial sets of observed, real world values of variables. Alternative evaluation criteria are presented along with procedures for correcting validation problems.
Recently we have proposed anew method combininginterior and exterior approaches to solve linear programming problems. This method uses an interior point, and from there connected to the vertex of the so called station...
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Recently we have proposed anew method combininginterior and exterior approaches to solve linear programming problems. This method uses an interior point, and from there connected to the vertex of the so called station cone which is also a solution of the dual problem. This allows us to determine the entering vector and the new station cone. Here in this paper, we present a new modified algorithm for the case, when at each iteration we determine a new interior point. The new building interior point moves toward the optimal vertex. Thanks to the shortened from both inside and outside, the new version allows to find quicker the optimal solution. The computational experiments show that the number of iterations of the new modified algorithm is significantly smaller than that of the second phase of the dual simplex method.
In this study, Simplex Method, a linear programming technique was used to create a mathematical model that optimized the financial portfolio of Golden Guinea Breweries Plc, Nigeria. This work was motivated by the obse...
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In this study, Simplex Method, a linear programming technique was used to create a mathematical model that optimized the financial portfolio of Golden Guinea Breweries Plc, Nigeria. This work was motivated by the observed and anticipated miscalculations which Golden Guinea Breweries was bound to face if appropriate linear programming techniques were not applied in determining the profit level. This study therefore aims at using Simplex Method to create a Mathematical Model that will optimize the production of brewed drinks for Golden Guinea Breweries Plc. The first methodology involved the collection of sample data from the company, analyzed and the relevant coefficients were deployed for the coding of the model. Secondly, the indices collected from the first method were deployed in the software model called PHP simplex, an online software for solving linear programming Problem to access the profitability of the organization. The study showed that linear programming Model would give a high profit coefficient of N9,190,862,833 when compared with the result obtained from the manual computation which gave a profit coefficient of N7,172,093,375. Also, Bergedoff Lager, Eagle Stout and Bergedoff Malta were found not to contribute to overall profitability of the company and it was therefore recommended that their productions should be discontinued. It also recommends that various quantities of Golden Guinea Lager (1 × 12) and Golden Guinea Lager (1 × 24) should be produced.
A swarm-exploring neurodynamic network (SENN) based on a two-timescale model is proposed in this study for solving nonconvex nonlinear programming problems. First, by using a convergent-differential neural network (CD...
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A swarm-exploring neurodynamic network (SENN) based on a two-timescale model is proposed in this study for solving nonconvex nonlinear programming problems. First, by using a convergent-differential neural network (CDNN) as a local quadratic programming (QP) solver and combining it with a two-timescale model design method, a two-timescale convergent-differential (TTCD) model is exploited, and its stability is analyzed and described in detail. Second, swarm exploration neurodynamics are incorporated into the TTCD model to obtain an SENN with global search capabilities. Finally, the feasibility of the proposed SENN is demonstrated via simulation, and the superiority of the SENN is exhibited through a comparison with existing collaborative neurodynamics methods. The advantage of the SENN is that it only needs a single recurrent neural network (RNN) interact, while the compared collaborative neurodynamic approach (CNA) involves multiple RNN runs.
A linear programming algorithm is used to estimate the parameters of a wheat storage decision model. This approach allows objective functions other than minimization of error squared to be used. It is demonstrated tha...
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A linear programming algorithm is used to estimate the parameters of a wheat storage decision model. This approach allows objective functions other than minimization of error squared to be used. It is demonstrated that by using a profit maximization objective function, an improved wheat storage decision model can be developed.
Poor feeding practices result in inadequate nutrient intakes in young children in developing countries. To improve practices, local food-based complementary feeding recommendations (CFR) are needed. This cross-section...
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Poor feeding practices result in inadequate nutrient intakes in young children in developing countries. To improve practices, local food-based complementary feeding recommendations (CFR) are needed. This cross-sectional survey aimed to describe current food consumption patterns of 12-23-month-old Myanmar children (n 106) from Ayeyarwady region in order to identify nutrient requirements that are difficult to achieve using local foods and to formulate affordable and realistic CFR to improve dietary adequacy. Weekly food consumption patterns were assessed using a 12-h weighed dietary record, single 24-h recall and a 5-d food record. Food costs were estimated by market surveys. CFR were formulated by linear programming analysis using WHO Optifood software and evaluated among mothers (n 20) using trial of improved practices (TIP). Findings showed that Ca, Zn, niacin, folate and Fe were 'problem nutrients': nutrients that did not achieve 100 % recommended nutrient intake even when the diet was optimised. Chicken liver, anchovy and roselle leaves were locally available nutrient-dense foods that would fill these nutrient gaps. The final set of six CFR would ensure dietary adequacy for five of twelve nutrients at a minimal cost of 271 kyats/d (based on the exchange rate of 900 kyats/USD at the time of data collection: 3rd quarter of 2012), but inadequacies remained for niacin, folate, thiamin, Fe, Zn, Ca and vitamin B-6. TIP showed that mothers believed liver and vegetables would cause worms and diarrhoea, but these beliefs could be overcome to successfully promote liver consumption. Therefore, an acceptable set of CFR were developed to improve the dietary practices of 12-23-month-old Myanmar children using locally available foods. Alternative interventions such as fortification, however, are still needed to ensure dietary adequacy of all nutrients.
The production planning is an important problem in most of manufacturing systems in practice. Unlike many researches existing in literature, this problem encounters with great uncertainties in parameters and input dat...
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The production planning is an important problem in most of manufacturing systems in practice. Unlike many researches existing in literature, this problem encounters with great uncertainties in parameters and input data. In this paper, a single machine capacitated production planning problem is considered and a linear programming formulation is presented. The production costs are assumed to be uncertain parameters. To handle the uncertainties in the model, the grey systems theory is employed and the concept of grey numbers is incorporated into an optimization framework. In such systems, the uncertain parameters with unknown distributions can be handled by grey numbers. The grey linear programming (GLP) is a development of the classical linear programming which allows uncertainty to be effectively communicated into the optimization process. Finally, the uncertain problem is transformed into a GLP, and is solved by two linear deterministic sub-models.
Currently, media planners have to face the media resource allocation problem (MRAP) such that the effectiveness of advertisements can be maximized. The MRAP includes independent types of media and different segments o...
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