The aim of survey design is to obtain optimum precision at minimum cost. Stratification is one of the commonly used methods of survey design. When using stratification one of the main problems to consider is the deter...
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ISBN:
(纸本)9781479919550
The aim of survey design is to obtain optimum precision at minimum cost. Stratification is one of the commonly used methods of survey design. When using stratification one of the main problems to consider is the determination of optimum strata boundaries. This paper will discuss how to determine the optimum strata boundaries when the measurement cost per units varies across the strata. The problem is formulated as a mathematical programming problem and solved to obtain the strata width, which is then used to calculate the optimum strata boundaries. A numerical example using exponential study variables is presented to illustrate computational details of the procedure.
Distribution warehouses are considered in this paper with the aim of scheduling the transportation of pallet and roll pallet loads from the storage area to the gates at which the trucks arrive. Transportation activiti...
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ISBN:
(纸本)9781479948451
Distribution warehouses are considered in this paper with the aim of scheduling the transportation of pallet and roll pallet loads from the storage area to the gates at which the trucks arrive. Transportation activities are carried out by forklift AGVs that can move freely along the warehouse's aisles (guide paths are not considered). In this paper, an optimization procedure is proposed, which is based on three sequential phases. In the first phase, the number of AGVs to be allocated to each arrived truck is determined;in the second phase, an AGV-to-truck assignment problem is solved;in the third phase, the single tasks are assigned to and sequenced on the AGVs. All phases are based on the formalization and solution of a specific mathematical programming problem, and a heuristic procedure is also proposed to solve a part of the third phase.
In most of studies on multiobjective noncooperative games, games are represented in normal form and a solution concept of Pareto equilibrium solutions which is an extension of Nash equilibrium solutions has been focus...
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In most of studies on multiobjective noncooperative games, games are represented in normal form and a solution concept of Pareto equilibrium solutions which is an extension of Nash equilibrium solutions has been focused on. However, for analyzing economic situations and modeling real world applications, we often see cases where the extensive form representation of games is more appropriate than the normal form representation. In this paper, in a multiobjective two-person nonzero-sum game in extensive form, we employ the sequence form of strategy representation to define a nondominated equilibrium solution which is an extension of a Pareto equilibrium solution, and provide a necessary and sufficient condition that a pair of realization plans, which are strategies of players in sequence form, is a nondominated equilibrium solution. Using the necessary and sufficient condition, we formulate a mathematical programming problem yielding nondominated equilibrium solutions. Finally, giving a numerical example, we demonstrate that nondominated equilibrium solutions can be obtained by solving the formulated mathematical programming problem.
Optimization problems for which the objective function and the constraints have locally Lipschitzian derivatives but are not assumed to be twice differentiable are examined. For such problems, analyses of the local co...
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Optimization problems for which the objective function and the constraints have locally Lipschitzian derivatives but are not assumed to be twice differentiable are examined. For such problems, analyses of the local convergence and the convergence rate of the multiplier (or the augmented Lagrangian) method and the linearly constraint Lagrangian method are given. DOI: 10.1134/S0965542512120081
The paper is devoted to the analysis of the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method and the efficiency of various techniques for accelerating the final stage of ...
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The paper is devoted to the analysis of the influence of the critical Lagrange multipliers on the convergence rate of the multiplier method and the efficiency of various techniques for accelerating the final stage of this method. DOI: 10.1134/S0965542512110073
We develop a computational method for solving an optimal control problem governed by a switched impulsive dynamical system with time delay. At each time instant, only one subsystem is active. We propose a computationa...
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We develop a computational method for solving an optimal control problem governed by a switched impulsive dynamical system with time delay. At each time instant, only one subsystem is active. We propose a computational method for solving this optimal control problem where the time spent by the state in each subsystem is treated as a new parameter. These parameters and the jump strengths of the impulses are decision parameters to be optimized. The gradient formula of the cost function is derived in terms of solving a number of delay differential equations forward in time. Based on this, the optimal control problem can be solved as an optimization problem.
For the method of Lagrange multipliers (i.e., augmented Lagrangians), possible and typical scenarios for the asymptotic behavior of dual trajectories are examined in the case where the Lagrange multiplier is nonunique...
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For the method of Lagrange multipliers (i.e., augmented Lagrangians), possible and typical scenarios for the asymptotic behavior of dual trajectories are examined in the case where the Lagrange multiplier is nonunique. The influence of these scenarios on the convergence rate is also investigated.
A well-known difficulty arising in the convergence globalization of Newton-type constrained optimization methods is the Maratos effect, which prevents these methods from achieving a superlinear convergence rate and, i...
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A well-known difficulty arising in the convergence globalization of Newton-type constrained optimization methods is the Maratos effect, which prevents these methods from achieving a superlinear convergence rate and, in many cases, reduces their general efficiency. For the sequential quadratic programming method with linesearch, a new simple and rather promising technique is proposed to avoid the Maratos effect.
The method of choosing the best boundaries that make strata internally homogeneous, given some sample allocation, is known as optimum stratification. In order to make the strata internally homogeneous, the strata are ...
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This paper is devoted to the study of relationships between several kinds of generalized invexity of locally Lipschitz functions and generalized monotonicity of corresponding Clarke's subdifferentials. In particul...
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This paper is devoted to the study of relationships between several kinds of generalized invexity of locally Lipschitz functions and generalized monotonicity of corresponding Clarke's subdifferentials. In particular, some necessary and sufficient conditions of being a locally Lipschitz function invex, quasiinvex or pseudoinvex are given in terms of momotonicity, quasimonotonicity and pseudomonotonicity of its Clarke's subdifferential, respectively. As an application of our results, the existence of the solutions of the variational-like inequality problems as well as the mathematical programming problems (MP) is given. Our results extend and unify the well known earlier works of many authors.
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