A branch and bound scheme is described for tackling a linear program under discrete possibilistic data. We grapple also with the continuous case via recent results on inexact and semiinfinite programming. It is shown ...
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A branch and bound scheme is described for tackling a linear program under discrete possibilistic data. We grapple also with the continuous case via recent results on inexact and semiinfinite programming. It is shown that solutions yielded by these techniques are satisfying, i.e. possibly and/or necessarily feasible, and optimal to a great extent. Finally, approaches reported here and elsewhere are appraised in the light of their decision-making philosophies, and some directions for further developments indicated.
The simplex search method is known as one of the most robust and efficient direct search methods of optimizing unconstrained multivariate functions. Here, a one-dimensional simplex search is provided that offers some...
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The simplex search method is known as one of the most robust and efficient direct search methods of optimizing unconstrained multivariate functions. Here, a one-dimensional simplex search is provided that offers some beneficial theoretical and computational properties. For example, the algorithm can start with any 2 points and converges to the optimum of any unimodal function. With appropriate parameters, the algorithm may be made to behave equivalent to some of the most efficient one-dimensional search methods, including the Golden Section method and the binary search method. The simplex search should be quite robust and is an efficient dimensional search algorithm that may be incorporated into a general multidimensional optimization algorithm that calls for such a one-dimensional algorithm whenever the search direction changes.
Most realistic resource allocation problems are such that input, output, and cost coefficients are rarely known with certainty. Therefore, the coefficients must be estimated from available data. The problem of inexa...
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Most realistic resource allocation problems are such that input, output, and cost coefficients are rarely known with certainty. Therefore, the coefficients must be estimated from available data. The problem of inexact linearprogramming in which the objective function coefficients are not fixed is addressed. Theoretical results are presented for the best and worst cases, and simulation is used to examine those in between. A wide range of configurations is examined. It is statistically demonstrated that the variance of objective function values is proportional to the size and shape of some predetermined set. The analysis provides a means of addressing linearprogramming problems with inexact data. Also, the analysis demonstrates how the leverage associated with specific parameters can be identified and exploited to greatest advantage.
In the feasible region of a linearprogramming problem, a number of "desirably good" directions have been defined in connexion with various interior point methods. Each of them determines a contravariant vec...
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In the feasible region of a linearprogramming problem, a number of "desirably good" directions have been defined in connexion with various interior point methods. Each of them determines a contravariant vector field in the region whose only stable critical point is the optimum point. Some interior point methods incorporate a two- or higher-dimensional search, which naturally leads us to the introduction of the corresponding contravariant multivector field. We investigate the integrability of those multivector fields, i.e., whether a contravariant p-vector field is X(p)-forming, is enveloped by a family of X(q)'s (q > p) or envelops a family of X(q)'s (q < p) (in J.A. Schouten's terminology), where X(q) is a q-dimensional manifold. Immediate consequences of known facts are: (1) The directions hitherto proposed are X1-forming with the optimum point of the linearprogramming problem as the stable accumulation point, and (2) there is an X2-forming contravariant bivector field for which the center path is the critical submanifold. Most of the meaningful p-vector fields with p greater-than-or-equal-to 3 are not X(p)-forming in general, though they envelop that bivector field. This observation will add another circumstantial evidence that the bivector field has a kind of invariant significance in the geometry of interior point methods for linearprogramming. For a kind of appendix, it is noted that, if we have several objectives, i.e., in the case of multiobjective linearprogramming extension to higher dimensions is easily obtained.
This article investigates the possibilities of solving certain zero-one integer programming problems on an analogue computer. It is shown that, excepting the cases where the variables with equal weights in the objecti...
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This article investigates the possibilities of solving certain zero-one integer programming problems on an analogue computer. It is shown that, excepting the cases where the variables with equal weights in the objective function are constrained with each other, the gradient search technique with suitable modifications yields unique and straightforward solutions for set covering, set partitioning and weighted matching problems. Experimental results are presented and discussed to illustrate the concepts involved.
This paper investigates a new procedure for solving the general-variable pure integer linearprogramming problem. A simple transformation converts the problem to one of constructing nonnegative integer solutions to a ...
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This paper investigates a new procedure for solving the general-variable pure integer linearprogramming problem. A simple transformation converts the problem to one of constructing nonnegative integer solutions to a system of linear diophantine equations. Rubin's sequential algorithm, an extension of the classic Euclidean algorithm, is used to find an integer solution to this system of equations. Two new theorems are proved on the properties of integer solutions to linear systems. This permits a modified Fourier-Motzkin elimination method to be used to construct a nonnegative integer solution. An experimental computer code was developed for the algorithm to solve some test problems selected from the literature. The computational results, though limited, are encouraging when compared with the R. E. Gomory all-integer algorithm.
Presentation is made of a computer implementation of an effective approach for the solution of nonlinear, nonconvex ratio goals problems. The approach employs Charnes and Cooper's (1977) linearization method of s...
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Presentation is made of a computer implementation of an effective approach for the solution of nonlinear, nonconvex ratio goals problems. The approach employs Charnes and Cooper's (1977) linearization method of solution of ratio goals problems with a sequence of perturbed linearprogramming (LP) problems. For efficient solution, it incorporates the Opposite Sign Algorithm and the Negative Image Method, both of which employ the available information from the most recently solved problem. The efficiency of these algorithms against a new start every time a new LP problem is set up for solution has been confirmed by computational testing on randomly generated problems.
This paper explores the potential role of recurrent neural networks for solving linear programs. The emphases of the paper are on analyzing the asymptotic properties of recurrent neural networks that are relevant to l...
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This paper explores the potential role of recurrent neural networks for solving linear programs. The emphases of the paper are on analyzing the asymptotic properties of recurrent neural networks that are relevant to linearprogramming and on developing general principles for designing such neural networks. A class of recurrent neural networks with monotonically increasing penalty variables is presented for solving linearprogramming problems. The proposed recurrent neural networks are asymptotically stable and able to generate optimal solutions to linearprogramming problems. The asymptotic properties of the proposed recurrent neural networks for linearprogramming are analyzed theoretically, and the design principles for synthesizing the recurrent networks are discussed based on the results of analysis. Some illustrative examples are also presented to demonstrate the performance behavior and operational characteristics of the recurrent neural networks.
The author considers a method for the solution of the linearprogramming problem which chooses, not a single element as in the simplex method, but simultaneously several elements - a whole pivotal vector. The algebrai...
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The author considers a method for the solution of the linearprogramming problem which chooses, not a single element as in the simplex method, but simultaneously several elements - a whole pivotal vector. The algebraic foundation of the proposed method is provided by the generalized elimination procedure which in each iteration eliminates one group of vectors from a pseudobasis of linearly independent vector and substitutes another group of vectors in its place. Geometrically, the method enables one to move toward the optimum over adjacent faces of different dimensionalities which are defined by the constraints of the linearprogramming problem.
This paper discusses a class of linear programs posed in a function space; a member of this class is called a separated continuous linear program (SCLP). Such problems occur, for example, in the planning of production...
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This paper discusses a class of linear programs posed in a function space; a member of this class is called a separated continuous linear program (SCLP). Such problems occur, for example, in the planning of production and inventory. We characterize the $L_\infty $ extreme point solutions of SCLP in a manner analogous to the basic solutions of finite dimensional linearprogramming and give a sufficient condition for there to exist optimal extreme point solutions with finitely many constant-basis intervals. SCLP is to date the most general continuous linear program for which such strong characterizations have been found.
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