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  • Artikel  (10)
  • linear programming  (10)
  • 1985-1989  (10)
  • 1970-1974
  • 1950-1954
  • 1945-1949
  • Wirtschaftswissenschaften  (5)
  • Geographie  (5)
  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Stochastic environmental research and risk assessment 3 (1989), S. 17-29 
    ISSN: 1436-3259
    Schlagwort(e): Stochastic optimization ; linear programming ; simplex method ; Karmarkar's method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie
    Notizen: Abstract Optimization of multi-reservoir systems operations is typically a very large scale optimization problem. The following are the three types of optimization problems solved using linear programming (LP): (i) deterministic optimization for multiple periods involving fine stage intervals, for example, from an hour to a week (ii) implicit stochastic optimization using multiple years of inflow data, and (iii) explicit stochastic optimization using probability distributions of inflow data. Until recently, the revised simplex method has been the most efficient solution method available for solving large scale LP problems. In this paper, we show that an implementation of the Karmarkar's interior-point LP algorithm with a newly developed stopping criterion solves optimization problems of large multi-reservoir operations more efficiently than the simplex method. For example, using a Micro VAX II minicomputer, a 40 year, monthly stage, two-reservoir system optimization problem is solved 7.8 times faster than the advanced simplex code in MINOS 5.0. The advantage of this method is expected to be greater as the size of the problem grows from two reservoirs to multiples of reservoirs. This paper presents the details of the implementation and testing and in addition, some other features of the Karmarkar's algorithm which makes it a valuable optimization tool are illuminated.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Computational economics 2 (1989), S. 17-36 
    ISSN: 1572-9974
    Schlagwort(e): Modeling systems ; modeling languages ; linear programming ; production problems ; transportation problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Wirtschaftswissenschaften
    Notizen: Abstract In recent years a number of integrated modeling systems have been developed which combine modeling languages with database capabilities to greatly increase the productivity of linear programming, nonlinear programming, and simultaneous equation model builders (Palmer, 1984, Meeraus, 1983, Geoffrion, 1986). Among these systems is GAMS which was developed at the World Bank by Alexander Meeraus. Alongside the development of these systems Arthur Geoffrion has created a general framework for model development which he calls ‘Structured Modeling’. This paper compares the GAMS system to Geoffrion's framework to show (1) which of the capabilities of GAMS are and are not captured in the structured modeling framework and (2) which of the concepts in the structured modeling framework are and are not included in the GAMS system. Notational comparisons are made using the implementation of Structured Modeling presented in Geoffrion (1986a) and the version of GAMS presented in Brooke, Kendrick and Meeraus (1988). The capabilities of the two systems are compared on the basis of a set of characteristics that are considered essential in a modeling system (Fourer, 1983, Krishnan, 1985, Geoffrion, 1986a, 1986b, 1987). The rest of the paper is organized as follows. The structural elements and the organization of each system are introduced through the use of a simple example. A comparison of the two system is then provided. The paper closes with a discussion of user interfaces which may improve the systems.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 3
    Digitale Medien
    Digitale Medien
    Springer
    Water resources management 3 (1989), S. 129-140 
    ISSN: 1573-1650
    Schlagwort(e): Waste load allocation ; water quality management ; multi-objective analysis ; linear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Architektur, Bauingenieurwesen, Vermessung , Geographie
    Notizen: Abstract In an attempt to improve managing river water quality, this paper presents a model to a three-objective WLA problem using the constraint method in conjunction with the parametric linear programming technique. The three objectives considered are: (1) maximization of total waste load discharge, (2) minimization of the largest difference in equity between dischargers, and (3) maximization of the lowest allowable water quality standard.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 4
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 14 (1988), S. 41-59 
    ISSN: 1572-9338
    Schlagwort(e): Parallel algorithms ; SOR ; gradient projection ; linear programming ; linear complementarity problem
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract A gradient projection successive overrelaxation (GP-SOR) algorithm is proposed for the solution of symmetric linear complementary problems and linear programs. A key distinguishing feature of this algorithm is that when appropriately parallelized, the relaxation factor interval (0, 2) isnot reduced. In a previously proposed parallel SOR scheme, the substantially reduced relaxation interval mandated by the coupling terms of the problem often led to slow convergence. The proposed parallel algorithm solves a general linear program by finding its least 2-norm solution. Efficiency of the algorithm is in the 50 to 100 percent range as demonstrated by computational results on the CRYSTAL token-ring multicomputer and the Sequent Balance 21000 multiprocessor.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 14 (1988), S. 245-289 
    ISSN: 1572-9338
    Schlagwort(e): 90C27 ; 68Q15 ; 68Q25 ; 68Rxx ; Parallel computer ; computational complexity ; polylog parallel algorithm ; P-completeness ; sorting ; shortest paths ; minimum spanning tree ; matching ; maximum flow ; linear programming ; knapsack ; scheduling ; traveling salesman ; dynamic programming ; branch and bound
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract This is a review of the literature on parallel computers and algorithms that is relevant for combinatorial optimization. We start by describing theoretical as well as realistic machine models for parallel computations. Next, we deal with the complexity theory for parallel computations and illustrate the resulting concepts by presenting a number of polylog parallel algorithms andP-completeness results. Finally, we discuss the use of parallelism in enumerative methods.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    Computational economics 1 (1988), S. 53-72 
    ISSN: 1572-9974
    Schlagwort(e): Knowledge-based system ; PM system ; production and distribution problems ; linear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Wirtschaftswissenschaften
    Notizen: Abstract Software for production and distribution problems has evolved from FORTRAN programs, to matrix generators, to modeling languages such as GAMS, AMPL, and Structured Modeling. One of the next steps in the evolution of this class of software is to knowledge-based systems. Such systems provide a guided interface for problem input, permit qualitative inference about the problem, and provide a means of creating the problem description in the form required by modeling languages. This paper is written for economists and management scientists who have experience with production and distribution modeling but limited familiarity with knowledge-based systems. The paper describes the PM System which was developed by Krishnan to analyze and model linear programming production and distribution problems. The system is written in PROLOG. Elements of the Mexican steel industry model by Kendrick, Meeraus, and Alatorre are used to illustrate the interface dialog, the PM language, and the transformations which are required to translate the model into the form required by the Structured Modeling system. Illustrations are provided of the use of the system for answering queries and modifying the problem.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    Water resources management 2 (1988), S. 21-34 
    ISSN: 1573-1650
    Schlagwort(e): Stochastic programming ; linear programming ; objective function ; synthetic streamflow ; reliability ; skewed ; random variable ; spill ; release ; storage ; free board
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Architektur, Bauingenieurwesen, Vermessung , Geographie
    Notizen: Abstract A generalized linear decision rule is presented which takes into account the aspect of spill in a multi-lag LDR model. The proposed rule incorporates past inflow experience to determine the optimum release rules based on a stochastic (linear) programming optimization model. It also prescribes a procedure of determining spill, should it occur, and the method of adjusting the release policy, accordingly, for the subsequent periods, which are directly affected by the spill of the current period. The use of the rule also makes it possible to produce a specification for a reservoir with a smaller capacity by taking liberal constraints on the reservoir freeboard during the monsoon months. The problem is solved, for the purpose of illustration, using the historical data of a river located in central India. Two synthetic streamflow series of a duration of 50 years each are generated under lognormal flow assumption. The prescribed release rules are applied to a hypothetical reservoir with the optimum capacity determined by the linear programming method, and the generated series as the inflow. The results and findings are quite satisfactory.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    Water resources management 2 (1988), S. 103-121 
    ISSN: 1573-1650
    Schlagwort(e): Aquifer management ; groundwater quality ; waste disposal patterns ; net disposal gain ; analytic solutions ; linear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Architektur, Bauingenieurwesen, Vermessung , Geographie
    Notizen: Abstract The impact of optimal waste disposal patterns upon the maximum assimilative capacity of groundwater systems is investigated in cases where the simultaneous utilization of the same aquifer for water supply as well as for waste disposal is required. A groundwater quality management model that combines analytic solutions off the dimensionless advective-dispersive transport equation with linear programming is developed. Three different patterns of waste disposal are considered: a constant rate, a pulsing-type, and a continuously varying rate. Optimal schedules for all the patterns are determined for a wide range of the problem's parameters, and a critical evaluation of their benefits leads, eventually, to a complete series of useful guidelines. These guidelines can serve as a-priori criteria for the selection of the most suitable waste disposal patterns.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 9
    Digitale Medien
    Digitale Medien
    Springer
    Water resources management 1 (1987), S. 143-154 
    ISSN: 1573-1650
    Schlagwort(e): Flood management ; large-scale systems ; linear programming ; deterministic inflows ; risk analysis
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Architektur, Bauingenieurwesen, Vermessung , Geographie
    Notizen: Abstract The Ottawa River System is a large-scale and complex system comprising 30 major reservoirs and 43 generating stations and has a long history of flooding that extends throughout the basin. Its operation aims primarily at meeting energy requirements but is largely affected by flood reduction and other interests such as nagivation, low flow augmentation, recreation and log driving. This paper gives a brief description of the system and of the linear programming optimization model (MORRO) that is currently used to establish operation rules in flood management. Risk analysis is outlined as a procedure to deviate from optimal policy in order to account for uncertainties in inflow forecast.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 10
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 5 (1985), S. 599-612 
    ISSN: 1572-9338
    Schlagwort(e): Microcomputers ; spreadsheets ; linear programming ; optimization ; software
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract This paper discusses the advantages of using spreadsheets for problem specification and report generation in optimization projects. It summarizes some of the mathematical programming software which is compatible with popular spreadsheets. A small production planning problem is used to illustrate the steps in input and processing of the results. Two programs are compared in detail.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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