检索结果-内蒙古大学图书馆

AN EFFICIENT ALGORITHM TO SOLVE INTEGER-programming PROBLEMS ARISING IN SYSTEM-RELIABILITY DESIGN

IEEE TRANSACTIONS ON RELIABILITY 1991年第1期40卷 81-91页

作者： MISRA, KB SHARMA, U Indian Institute of Technology Kharagpur India

A simple and efficient technique for solving integer-programming problems that normally arise in system-reliability design, is introduced. The algorithm is based on functional evaluations and a limited search close to the boundary of resources. Our experience shows that it is fast to solve even a very large system problem. We believe that it can be effectively used with other general integer programming or Zero-One programming problems from the operations research area.

关键词： MIXED-REDUNDANCY RELIABILITY OPTIMIZATION INTEGER programming MIXED-INTEGER programming parametric programming MULTICRITERIA OPTIMIZATION ZERO-ONE programming

来源：评论

学校读者我要写书评

暂无评论

Enumerating the set of non-dominated vectors in multiple objective integer linear programming

引用

RAIRO-OPERATIONS RESEARCH 2008年第3期42卷 371-387页

作者： Sylva, John Crema, Alejandro Cent Univ Venezuela Fac Ingn Dept Matemat Aplicada Caracas Venezuela Cent Univ Venezuela Fac Ciencias Escuela Comp Caracas 1041A Venezuela

An algorithm for enumerating all nondominated vectors of multiple objective integer linear programs is presented. The method tests different regions where candidates can be found using an auxiliary binary problem for tracking the regions already explored. An experimental comparision with our previous efforts shows the method has relatively good time performance.

关键词： integer programming Multiple Objective programming parametric programming

来源：评论

学校读者我要写书评

暂无评论

A contraction algorithm for the multiparametric integer linear programming problem

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1997年第1期101卷 130-139页

作者： Crema, A CENT UNIV VENEZUELA FAC CIENCIASESCUELA COMPUTACAPARTADO 47002CARACAS 1041 AVENEZUELA

We designed and implemented an algorithm to solve the continuos right hand side multiparametric Integer Linear programming (ILP) problem, that is to solve a family of ILP problems in which the problems are related by having identical objective and matrix coefficients. Our algorithm works by choosing an appropriate finite sequence of nonparametric Mixed Integer Linear programming (MILP) problems in order to obtain a complete multiparametrical analysis. The algorithm may be implemented by using any software capable of solving MILP problems. (C) 1997 Elsevier Science B.V.

关键词： integer programming parametric programming

来源：评论

学校读者我要写书评

暂无评论

A RECIPE FOR SEMIDEFINITE RELAXATION FOR (0,1)-QUADRATIC programming

引用

JOURNAL OF GLOBAL OPTIMIZATION 1995年第1期7卷 51-73页

作者： POLJAK, S RENDL, F WOLKOWICZ, H UNIV PASSAU FAC MATH & INFORMAT D-94030 PASSAU GERMANY GRAZ TECH UNIV INST MATH A-8010 GRAZ AUSTRIA UNIV WATERLOO DEPT COMBINATOR & OPTIMIZAT WATERLOO ON N2L 3G1 CANADA

We review various relaxations of (0,1)-quadratic programming problems. These include semidefinite programs, parametric trust region problems and concave quadratic maximization. All relaxations that we consider lead to efficiently solvable problems. The main contributions of the paper are the following. Using Lagrangian duality, we prove equivalence of the relaxations in a unified and simple way. Some of these equivalences have been known previously, but our approach leads to short and transparent proofs. Moreover we extend the approach to the case of equality constrained problems by taking the squared linear constraints into the objective function. We show how this technique can be applied to the Quadratic Assignment Problem, the Graph Partition Problem and the Max-Clique Problem. Finally we show our relaxation to be best possible among all quadratic majorants with zero trace.

关键词： QUADRATIC BOOLEAN programming SEMIDEFINITE programming BOUNDS LAGRANGIAN DUALITY parametric programming TRUST REGION SUBPROBLEMS MINMAX EIGENVALUE PROBLEMS QUADRATIC ASSIGNMENT PROBLEM GRAPH PARTITIONING MAX-CLIQUE THETA FUNCTION

来源：评论

学校读者我要写书评

暂无评论

On computing objective function values in multiple objective quadratic-linear programming

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1998年第1期106卷 184-190页

作者： Korhonen, P Yu, GY Helsinki Sch Econ & Business Adm Dept Econ & Management Sci Helsinki 00100 Finland

In this paper, we will consider the computation of objective function values when a nondominated frontier is searched in multiple objective quadratic-linear programming (MOQLP). Reference directions and weighted-sums constitute a methodological basis for the search. This idea leads to a parametric linear complementarity model formulation. A critical task of making a search procedure efficient, is to compute the changes in quadratic and linear objective functions efficiently when a search direction is changed or a basis change is performed, Those changes in objective functions can be computed by a so-called direct or indirect method. The direct method is a straightforward one and based on the use of unit changes in basic decision variables. Instead, the indirect method utilizes some other basic variables of the model. We will introduce the indirect method and make theoretical and empirical comparisons between the methods. Based on the comparisons, we point out that the indirect method is clearly much more efficient than the direct one. (C) 1998 Elsevier Science B.V.

关键词： multiple objective programming nondominated frontier quadratic programming achievement scalarizing function reference direction linear complementarity model parametric programming

来源：评论

学校读者我要写书评

暂无评论

Using mathematical programming to compute singular multivariate normal probabilities

引用

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 2000年第3期67卷 219-253页

作者： Bansal, V Perkins, JD Pistikopoulos, EN Univ London Imperial Coll Sci Technol & Med Dept Chem Engn Ctr Proc Syst Engn London SW7 2BY England

This paper describes two new, mathematical programming-based approaches for evaluating general, one- and two-sided, p-variate normal probabilities where the variance-covariance matrix (of arbitrary structure) is singular with rank r(r < p), and r and p can be of unlimited dimensions. In both cases, principal components are used to transform the original, ill-defined, p-dimensional integral into a well-defined, r-dimensional integral over a convex polyhedron. The first algorithm that is presented uses linear programming coupled with a Gauss-Legendre quadrature scheme to compute this integral, while the second algorithm uses multi-parametric programming techniques in order to significantly reduce the number of optimization problems that need to be solved. The application of the algorithms is demonstrated and aspects of computational performance are discussed through a number of examples, ranging from a practical problem that arises in chemical engineering to larger, numerical examples.

关键词： singular multivariate normal distribution Principal components linear programming parametric programming

来源：评论

学校读者我要写书评

暂无评论

APPLICATION OF A HEURISTIC ALGORITHM TO MIXED-INTEGER BI-LEVEL programming PROBLEMS

引用

INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL 2011年第4期7卷 1819-1829页

作者： Kalashnykova, Nataliya I. Kalashnikov, Vyacheslav V. Dempe, Stephan Franco, Aaron Arevalo Sumy State Univ UA-44007 Sumy Ukraine Tech Univ Bergakad Freiberg Dept Math & Comp Sci Freiberg Germany ITESM Dept Syst Engn Monterrey Nuevo Leon Mexico Russian Acad Sci Cent Econ & Math Inst Moscow 117418 Russia Univ Autonoma Nuevo Leon Dept Math & Phys San Nicolas De Los Garza Nuevo Leon Mexico

In this paper, we consider a mixed-integer bi-level linear programming (or a leader's) problem with one parameter in the right-hand side of the constraints in the lower level (or a follower's) problem. Motivated by the application to a natural yes cash-out problem, we consider a particular case that consists in minimizing the cash-out penalty costs for a natural gas shipping company. The functions are linear at both levels, and the proposed algorithm, is based upon an approximation of the optimal value function using the branch-and-bound method. Therefore, at every node of this branch-and-bound structure, we apply a new branch-and-bound technique to process the integrality condition.

关键词： Gas cash-out problem Integer programming parametric programming Branch-and-bound approach

来源：评论

学校读者我要写书评

暂无评论

Lexicographic perturbation for multiparametric linear programming with applications to control

引用

AUTOMATICA 2007年第10期43卷 1808-1816页

作者： Jones, C. N. Kerrigan, E. C. Maciejowski, J. M. ETH Lab Automat Control Zurich Switzerland Imperial Coll London Dept Elect & Elect Engn Dept Auronaut London SW7 2AZ England Univ Cambridge Dept Engn Cambridge CB2 1PZ England

Optimal control problems for constrained linear systems with a linear cost can be posed as multiparametric linear programs (mpLPs) with a parameter in the cost, or equivalently the right-hand side of the constraints, and solved explicitly offline. Degeneracy occurs when the control input, or optimiser, is non-unique, which can cause chattering of the control input and overlap of the polyhedral regions of the explicit solution. This paper introduces a new and efficient approach to the computation of the solution to a degenerate mpLP with the parameter in the cost. Rather than solve the degenerate problem directly, we solve a lexicographically (symbolically) perturbed version of it that is guaranteed to be non-degenerate. We show that every optimal solution of the perturbed problem is an optimal solution to the original and that the perturbed solution is continuous, unique and defined over a set of non-overlapping polyhedral regions. Furthermore, we introduce a new method for computing the optimal solution in an adjacent region, which is very efficient in all cases and reduces to a single simplex pivot for non-degenerate regions. The proposed algorithm is particularly suited for the calculation of the explicit solution to a class of constrained optimal control problems, since it ensures that the control input is everywhere continuous and unique, thereby removing the danger of chattering in problems with linear costs. The algorithm is compared through example to existing proposals and a significant complexity improvement is demonstrated. (c) 2007 Elsevier Ltd. All rights reserved.

关键词： parametric programming degeneracy parametric optimisation

来源：评论

学校读者我要写书评

暂无评论

An algorithm to perform a complete right-hand-side parametrical analysis for a 0-1-integer linear programming problem

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1999年第3期114卷 569-579页

作者： Crema, A Cent Univ Venezuela Fac Ciencias Escuela Computac Caracas 1041A Venezuela

We designed and implemented an algorithm to solve the continuous right-hand side parametric 0-1-Integer Linear programming (ILP) problem, that is to solve a family of 0-1-ILP problems in which the problems are related by having identical objective and matrix coefficients. Our algorithm works by choosing an appropiate finite sequence of nonparametric 0-1-Mixed Integer Linear programming (MILP) problems in order to obtain a complete parametrical analysis. The algorithm may be implemented by using any software capable of solving MILP problems. (C) 1999 Elsevier Science B.V. All rights reserved.

关键词： integer programming parametric programming

来源：评论

学校读者我要写书评

暂无评论

NONLINEAR INTEGER BILEVEL programming

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1994年第3期72卷 574-587页

作者： JAN, RH CHERN, MS NATL CHIAO TUNG UNIV DEPT COMP & INFORMAT SCIHSINCHU 30050TAIWAN NATL TSING HUA UNIV DEPT IND ENGNHSINCHU 30043TAIWAN

In many decentralized organizations, resource planning with sequential decision making can be formulated as a multi-level programming problem. In such cases, the decision variables are partitioned among the decision makers. Each of the decision makers optimizes his/her own objective function. This paper presents an algorithm using parametric analysis to solve a typical kind of nonlinear integer multilevel programming problems, called separable integer monotone bilevel programming (SIMBP), and then extends the algorithm for solving a parametric SIMBP problem. A numerical example with application of reliability optimization is given to illustrate the solution method.

关键词： MULTILEVEL programming NONLINEAR INTEGER programming parametric programming

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：