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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 32 (1985), S. 249-277 
    ISSN: 1436-4646
    Keywords: Minisum Locations ; Location-Allocation ; Network Location ; Dynamic Location
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper, we consider multiperiod minisum location problems on networks in which demands can occur continuously on links according to a uniform probability density function. In addition, demands may change dynamically over time periods and at most one facility can be located per time period. Two types of networks are considered in conjunction with three behavioral strategies. The first type of network discussed is a chain graph. A myopic strategy and long-range strategy for locatingp-facilities are considered, as is a discounted present worth strategy for locating two facilities. Although these problems are generally nonconvex, effective methods are developed to readily identify all local and global minima. This analysis forms the basis for similar problems on tree graphs. In particular, we construct algorithms for the 3-facility myopic problem and the 2-facility long-range and discounted cost problems on a tree graph. Extensions and suggestions for further research on problems involving more general networks are provided.
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 32 (1985), S. 366-370 
    ISSN: 1436-4646
    Keywords: Cores ; Dual Prices ; Linear Production Games
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Consider a game in which resources may be combined to produce products of known values. For linear production processes, the game may be characterized by a family of linear programs. It is shown that appropriately defined market prices for the resources coincide with the set of optimal dual solutions to one of these linear programs. This result generalizes and unifies the known cases in game theory, in which the core of a game coincides with the set of dual optimal solutions to a corresponding master linear programming problem.
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  • 3
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    Electronic Resource
    Springer
    Mathematical programming 33 (1985), S. 61-67 
    ISSN: 1436-4646
    Keywords: Conjugate Gradient Methods ; Global Convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The paper examines a method of implementing an angle test for determining when to restart conjugate gradient methods in a steepest descent direction. The test is based on guaranteeing that the cosine of the angle between the search direction and the negative gradient is within a constant multiple of the cosine of the angle between the Fletcher-Reeves search direction and the negative gradient. This guarantees convergence, for the Fletcher-Reeves method is known to converge. Numerical results indicate little, if anything, is lost in efficiency, and indicate gains may well be possible for large problems.
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  • 4
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    Electronic Resource
    Springer
    Mathematical programming 33 (1985), S. 120-121 
    ISSN: 1436-4646
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
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  • 5
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    Springer
    Mathematical programming 33 (1985), S. 93-114 
    ISSN: 1436-4646
    Keywords: Nonlinear Optimization ; Pairwise Comparison ; Priority Theory ; Fuzzy Sets ; Triangular Membership Functions ; Performance Evaluation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we extend the deterministic performance evaluation of nonlinear optimization methods: we carry out a pairwise comparison using fuzzy estimates of the performance ratios to obtain fuzzy final scores of the methods under consideration. The key instrument is the concept of fuzzy numbers with triangular membership functions. The algebraic operations on them are simple extensions of the operations on real numbers; they are exact in the parameters (lower, modal, and upper values), not necessarily exact in the shape of the membership function. We illustrate the fuzzy performance evaluation by the ranking and rating of five methods (geometric programming and four general methods) for solving geometric-programming problems, using the results of recent computational studies. Some general methods appear to be leading, an outcome which is not only due to their performance under subjective criteria like domain of applications and conceptual simplicity of use; they also score higher under more objective criteria like robustness and efficiency.
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  • 6
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    Springer
    Mathematical programming 33 (1985), S. 139-145 
    ISSN: 1436-4646
    Keywords: Computational Complexity ; NP-Complete ; Linear Program ; Polyhedron ; Cell
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A nonempty closed convex polyhedronX can be represented either asX = {x: Ax ⩽b}, where (A, b) are given, in which caseX is called anH-cell, or in the formX = {x: x = Uλ + Vμ, Σλ j = 1,λ ⩾ 0,μ ⩾ 0}, where (U, V) are given, in which caseX is called aW-cell. This note discusses the computational complexity of certain set containment problems. The problems of determining if $$X \nsubseteq Y$$ , where (i)X is anH-cell andY is a closed solid ball, (ii)X is anH-cell andY is aW-cell, or (iii)X is a closed solid ball andY is aW-cell, are all shown to be NP-complete, essentially verifying a conjecture of Eaves and Freund. Furthermore, the problem of determining whether there exists an integer point in aW-cell is shown to be NP-complete, demonstrating that regardless of the representation ofX as anH-cell orW-cell, this integer containment problem is NP-complete.
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  • 7
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    Springer
    Mathematical programming 33 (1985), S. 123-138 
    ISSN: 1436-4646
    Keywords: Set Packing ; Integer Programming ; Linear Programming ; Simplex Method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper considers the set packing problem max{wx: Ax ⩽ b, x ⩾ 0 and integral}, whereA is anm × n 0–1 matrix,w is a 1 ×n weight vector of real numbers andb is anm × 1 vector of ones. In equality form, its linear programming relaxation is max{wx: (x, y) ∈P(A)} whereP(A) = {(x, y):Ax +I m y =b, x⩾0,y⩾0}. Letx 1 be any feasible solution to the set packing problem that is not optimal and lety 1 =b − Ax 1; then (x 1,y 1) is an integral extreme point ofP(A). We show that there exists a sequence of simplex pivots from (x 1,y 1) to (x*,y*), wherex* is an optimal solution to the set packing problem andy* =b − Ax*, that satisfies the following properties. Each pivot column has positive reduced weight and each pivot element equals plus one. The number of pivots equals the number of components ofx* that are nonbasic in (x 1,y 1).
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  • 8
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    Springer
    Mathematical programming 33 (1985), S. 1-27 
    ISSN: 1436-4646
    Keywords: Traveling Salesman Problem ; Integer Polyhedron ; Facet ; Graph ; Series-Parallel Graph ; Steiner Tree ; Polynomial Algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Given a graphG = (N, E) and a length functionl: E → ℝ, the Graphical Traveling Salesman Problem is that of finding a minimum length cycle goingat least once through each node ofG. This formulation has advantages over the traditional formulation where each node must be visited exactly once. We give some facet inducing inequalities of the convex hull of the solutions to that problem. In particular, the so-called comb inequalities of Grötschel and Padberg are generalized. Some related integer polyhedra are also investigated. Finally, an efficient algorithm is given whenG is a series-parallel graph.
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  • 9
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    Springer
    Mathematical programming 33 (1985), S. 146-161 
    ISSN: 1436-4646
    Keywords: Infinite Linear Programming ; Ordered Fields ; Extreme Points ; Extreme Directions ; Opposite Sign Property ; Nonlinear Equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper provides a characterization of extreme points and extreme directions of the subsets of the space of generalized finite sequences occurring as the constraint sets of semi-infinite or infinite linear programs. The main result is that these sets are generated by (possibly infinitely many) extreme points and extreme directions. All results are valid over arbitrary ordered fields.
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  • 10
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    Mathematical programming 33 (1985), S. 204-233 
    ISSN: 1436-4646
    Keywords: Linear Programming ; Simplex Methods ; Piecewise-Linear Programming ; Nondifferentiable Optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The simplex method for linear programming can be extended to permit the minimization of any convex separable piecewise-linear objective, subject to linear constraints. This three-part paper develops and analyzes a general, computationally practical simplex algorithm for piecewiselinear programming. Part I derives and justifies the essential steps of the algorithm, by extension from the simplex method for linear programming in bounded variables. The proof employs familiar finite-termination arguments and established piecewise-linear duality theory. Part II considers the relaxation of technical assumptions pertaining to finiteness, feasibility and nondegeneracy of piecewise-linear programs. Degeneracy is found to have broader consequences than in the linear case, and the standard techniques for prevention of cycling are extended accordingly. Part III analyzes the computational requirements of piecewise-linear programming. The direct approach embodied in the piecewise-linear simplex algorithm is shown to be inherently more efficient than indirect approaches that rely on transformation of piecewise-linear programs to equivalent linear programs. A concluding section surveys the many applications of piecewise-linear programming in linear programming,l 1 estimation, goal programming, interval programming, and nonlinear optimization.
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