We assume a monopolistic market for a non-durable non-renewable resource such as crude oil, phosphates or fossil water. Stating the problem of obtaining optimal policies on extraction and pricing of the resource as a ...
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We assume a monopolistic market for a non-durable non-renewable resource such as crude oil, phosphates or fossil water. Stating the problem of obtaining optimal policies on extraction and pricing of the resource as a non-linear program allows general conclusions to be drawn under diverse assumptions about the demand curve, discount rates and length of the planning horizon. We compare the results with some common beliefs about the pace of exhaustion of this kind of resources.
A primal-dual interior point algorithm for solving general nonlinearprogramming problems is presented. The algorithm solves the perturbed optimality conditions by applying a quasi-Newton method, where the Hessian of ...
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A primal-dual interior point algorithm for solving general nonlinearprogramming problems is presented. The algorithm solves the perturbed optimality conditions by applying a quasi-Newton method, where the Hessian of the Lagrangian is replaced by a positive definite approximation. An approximation of Fletcher's exact and differentiable merit function together with line-search procedures are incorporated into the algorithm. The line-search procedures are used to modify the length of the step so that the value of the merit function is always reduced. Different step-sizes are used for the primal and dual variables. The search directions are ensured to be descent for the merit function, which is thus used to guide the algorithm to an optimum solution of the constrained optimisation problem. The monotonic decrease of the merit Function at each iteration, ensures the global convergence of the algorithm. Finally, preliminary numerical results demonstrate the efficient performance of the algorithm for a variety of problems.
We consider a multi-objective linearprogramming problem where some of the right hand side parameters of the constraints are multi-choice in nature. For some right hand side parameters of the constraints, there may ex...
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We consider a multi-objective linearprogramming problem where some of the right hand side parameters of the constraints are multi-choice in nature. For some right hand side parameters of the constraints, there may exist multiple choices, out of which exactly one is to be chosen. The selection from the sets should be in such a manner that the combination of choices for each set should provide best compromise solution. In order to solve the proposed multi-choice multi-objective linearprogramming problem, this paper proposes an equivalent mathematical model, which can be solved with the help of existing non-linear programming method. The proposed model can accommodate a maximum of sixteen choices for a single parameter. An illustrative example is presented in support of the proposed model.
An approach for estimating attribute weight is proposed, which is addressed to the problem inverse to the aggregation assessment based on a hierarchy of attributes. Evidential reasoning framework is employed since the...
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An approach for estimating attribute weight is proposed, which is addressed to the problem inverse to the aggregation assessment based on a hierarchy of attributes. Evidential reasoning framework is employed since the assessment on some basic attributes may be uncertain and incomplete. As a by-product, a simple formula for evidence combination for our special case is obtained. The weights are estimated based on the preference given by the decision-maker, and represented as intervals. The more abundant preference the decision-maker shows, the clearer the relation among the basic attributes.
This study proposes a new mathematical model that ranks the countries according to their investments. The proposed model compares countries based on specified factors and gives a score for each country. To set out the...
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This study proposes a new mathematical model that ranks the countries according to their investments. The proposed model compares countries based on specified factors and gives a score for each country. To set out the factors, after investigating on quite a lot of related studies, several macroeconomic factors are gathered, and the most important ones are selected for further investigation. An important advantage of the proposed model is that it can be solved manually by managers, investors, or researchers without a need for any professional optimization solver software. The key factor in this research is developing a mathematical model that ranks any set of countries rather than rating them. At the end of pair comparison, countries are ranked from higher to lower scores from the economical point of view. In addition, the accuracy of the obtained result is validated by comparing them with Moody's rating system (August 2016) using Jaccard similarity index. The results of the proposed are compared with multiple criteria decision-making techniques as well.
In this paper, the analytical representation of food preference is used in a separable non-linear program to yield the serving frequencies of menu items for a finite time horizon. The frequencies obtained in this way ...
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Recently, significant attention in compressed sensing has been focused on Basis Pursuit, exchanging the cardinality operator with the l(1)-norm, which leads to a linear formulation. Here, we want to look beyond using ...
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ISBN:
(纸本)9781424414833
Recently, significant attention in compressed sensing has been focused on Basis Pursuit, exchanging the cardinality operator with the l(1)-norm, which leads to a linear formulation. Here, we want to look beyond using the l(1)-norm in two ways: investigating non-linear solutions of higher complexity, but closer to the original problem for one, and improving known low complexity solutions based on Matching Pursuit using rollout concepts. Our simulation results concur with previous findings that once x is "sparse enough", many algorithms find the correct solution, but for averagely sparse problems we find that the l(1)-norm often does not converge to the correct solution - in fact being outperformed by Matching Pursuit based algorithms at lower complexity. The non-linear algorithm we suggest has increased complexity, but shows superior performance in this setting.
This paper presents a Goal programming (GP) method to solve a class of Fractional programming (FP) problems which have the characteristics of Dynamic programming (DP) problems. The method is designed to solve the prob...
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As Quantum Computers "ontinu increase in size, throughput has not increased proportionally Ill. Errors in qubit measurement and gate operations continue to increase with circuit width and depth. In order to maxim...
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ISBN:
(纸本)9798350364613;9798350364606
As Quantum Computers "ontinu increase in size, throughput has not increased proportionally Ill. Errors in qubit measurement and gate operations continue to increase with circuit width and depth. In order to maximize machine throughput, researchers have begun exploring ways of parallelizing circuit execution [2]-[9]. Due to the noisyness of quantum computers, this requires new algorithms for efficient resource allocation, qubit mapping, and scheduling. We improve on existing greedy algorithms by formulating the mapping search as a Binary Integer non-linear programming (BENU') problem. We model practical constraints and propose new heuristics for determining the goodness of a mapping. We evaluate our mappings on several sets of benchmark circuits and investigate the usefulness of parallel execution for circuit cutting, QAOAs, and deep circuits. We observe similar fidelity compared to Qiskit's transpiler for circuit cutting and throughput benchmarks. We observe greater fidelity over Qiskit's transpiler for dense QAOA ansatzes. Filially, we find that parallel circuit cutting provides greater fidelity than full-circuit execution.
In this paper, a Multi-Choice Stochastic Bi-Level programming Problem (MCSBLPP) is considered where all the parameters of constraints are followed by normal distribution. The cost coefficients of the objective functio...
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