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  • 1
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    The journal of Fourier analysis and applications 5 (1999), S. 105-125 
    ISSN: 1531-5851
    Keywords: 26B05 ; 42B10 ; 42C99 ; frame ; Gabor system ; Riesz basis ; stability ; wavelet
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract If the sequence of functions ϕj, k is a wavelet frame (Riesz basis) or Gabor frame (Riesz basis), we obtain its perturbation system ψj,k which is still a frame (Riesz basis) under very mild conditions. For example, we do not need to know that the support of ϕ or ψ $$(\hat \phi or\hat \psi )$$ is compact as in [14]. We also discuss the stability of irregular sampling problems. In order to arrive at some of our results, we set up a general multivariate version of Littlewood-Paley type inequality which was originally considered by Lemarié and Meyer [17], then by Chui and Shi [9], and Long [16].
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  • 2
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    Mathematical programming 48 (1990), S. 1-17 
    ISSN: 1436-4646
    Keywords: Coercivity ; quadratic programming ; linear programming ; aggregation ; relaxation ; multigrid methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper is concerned with multilevel iterative methods which combine a descent scheme with a hierarchy of auxiliary problems in lower dimensional subspaces. The construction of auxiliary problems as well as applications to elasto-plastic model and linear programming are described. The auxiliary problem for the dual of a perturbed linear program is interpreted as a dual of perturbed aggregated linear program. Coercivity of the objective function over the feasible set is sufficient for the boundedness of the iterates. Equivalents of this condition are presented in special cases.
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  • 3
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    Mathematical programming 49 (1990), S. 91-111 
    ISSN: 1436-4646
    Keywords: Sparse matrices ; linear programming ; bipartite matching
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Many optimization algorithms involve repeated processing of a fixed set of linear constraints. If we pre-process the constraint matrixA to be sparser, then algebraic operations onA will become faster. We consider the problem of making a given matrix as sparse as possible, theSparsity Problem (SP). In a companion paper with S. Frank Chang, we developed some theoretical algorithms for SP under a non-degeneracy assumption (McCormick and Chang, 1988). Here we investigate what must be done to make those algorithms applicable in practice. We report encouraging computational results in making linear programming constraint matrices sparser. We also find that the Simplex Algorithm can solve the reduced LPs faster. Comparisons are made to a heuristic algorithm for SP of Adler et al. (1989).
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  • 4
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    Mathematical programming 50 (1991), S. 29-51 
    ISSN: 1436-4646
    Keywords: Interior-point methods ; linear programming ; Karmarkar's algorithm ; logarithmic barrier function ; affine scaling algorithms ; continuous trajectories for linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the continuous trajectories of the vector field induced by the primal affine scaling algorithm as applied to linear programming problems in standard form. By characterizing these trajectories as solutions of certain parametrized logarithmic barrier families of problems, we show that these trajectories tend to an optimal solution which in general depends on the starting point. By considering the trajectories that arise from the Lagrangian multipliers of the above mentioned logarithmic barrier families of problems, we show that the trajectories of the dual estimates associated with the affine scaling trajectories converge to the so called ‘centered’ optimal solution of the dual problem. We also present results related to asymptotic direction of the affine scaling trajectories. We briefly discuss how to apply our results to linear programs formulated in formats different from the standard form. Finally, we extend the results to the primal-dual affine scaling algorithm.
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  • 5
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    Mathematical programming 60 (1993), S. 1-19 
    ISSN: 1436-4646
    Keywords: Convex programming ; linear programming ; multiplier method ; exponential penalty ; Augmented Lagrangian
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper, we analyze the exponential method of multipliers for convex constrained minimization problems, which operates like the usual Augmented Lagrangian method, except that it uses an exponential penalty function in place of the usual quadratic. We also analyze a dual counterpart, the entropy minimization algorithm, which operates like the proximal minimization algorithm, except that it uses a logarithmic/entropy “proximal” term in place of a quadratic. We strengthen substantially the available convergence results for these methods, and we derive the convergence rate of these methods when applied to linear programs.
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  • 6
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    Mathematical programming 50 (1991), S. 277-290 
    ISSN: 1436-4646
    Keywords: Algorithms ; complexity ; data structures ; dynamic trees ; graphs ; linear programming ; maximum flow ; network flow ; network optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Goldfarb and Hao (1990) have proposed a pivot rule for the primal network simplex algorithm that will solve a maximum flow problem on ann-vertex,m-arc network in at mostnm pivots and O(n 2 m) time. In this paper we describe how to extend the dynamic tree data structure of Sleator and Tarjan (1983, 1985) to reduce the running time of this algorithm to O(nm logn). This bound is less than a logarithmic factor larger than those of the fastest known algorithms for the problem. Our extension of dynamic trees is interesting in its own right and may well have additional applications.
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  • 7
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    Mathematical programming 62 (1993), S. 1-14 
    ISSN: 1436-4646
    Keywords: Greedy algorithm ; Monge arrays ; series parallel graphs ; linear programming ; network flow ; transportation problem ; integrality ; convexity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study the concept of series and parallel composition of linear programming problems and show that greedy properties are inherited by such compositions. Our results are inspired by earlier work on compositions of flow problems. We make use of certain Monge properties as well as convexity properties which support the greedy method in other contexts.
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  • 8
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    Mathematical programming 52 (1991), S. 415-428 
    ISSN: 1436-4646
    Keywords: Interior point methods ; linear programming ; potential reduction methods ; Karmarkar's algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present a procedure for computing lower bounds for the optimal cost in a linear programming problem. Whenever the procedure succeeds, it finds a dual feasible slack and the associated duality gap. Although no projective transformations or problem restatements are used, the method coincides with the procedures by Todd and Burrell and by de Ghellinck and Vial when these procedures are applicable. The procedure applies directly to affine potential reduction algorithms, and improves on existent techniques for finding lower bounds.
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  • 9
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    Mathematical programming 54 (1992), S. 267-279 
    ISSN: 1436-4646
    Keywords: Linear complementarity ; P-matrix ; interior point ; potential function ; linear programming ; quadratic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The linear complementarity problem (LCP) can be viewed as the problem of minimizingx T y subject toy=Mx+q andx, y⩾0. We are interested in finding a point withx T y 〈ε for a givenε 〉 0. The algorithm proceeds by iteratively reducing the potential function $$f(x,y) = \rho \ln x^T y - \Sigma \ln x_j y_j ,$$ where, for example,ρ=2n. The direction of movement in the original space can be viewed as follows. First, apply alinear scaling transformation to make the coordinates of the current point all equal to 1. Take a gradient step in the transformed space using the gradient of the transformed potential function, where the step size is either predetermined by the algorithm or decided by line search to minimize the value of the potential. Finally, map the point back to the original space. A bound on the worst-case performance of the algorithm depends on the parameterλ *=λ*(M, ε), which is defined as the minimum of the smallest eigenvalue of a matrix of the form $$(I + Y^{ - 1} MX)(I + M^T Y^{ - 2} MX)^{ - 1} (I + XM^T Y^{ - 1} )$$ whereX andY vary over the nonnegative diagonal matrices such thate T XYe ⩾ε andX jj Y jj⩽n 2. IfM is a P-matrix,λ * is positive and the algorithm solves the problem in polynomial time in terms of the input size, |log ε|, and 1/λ *. It is also shown that whenM is positive semi-definite, the choice ofρ = 2n+ $$\sqrt {2n} $$ yields a polynomial-time algorithm. This covers the convex quadratic minimization problem.
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  • 10
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    Mathematical programming 54 (1992), S. 295-305 
    ISSN: 1436-4646
    Keywords: Interior-point method ; linear programming ; Karmarkar's method ; polynomial-time algorithm ; logarithmic barrier function ; path-following method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present a path-following algorithm for the linear programming problem with a surprisingly simple and elegant proof of its polynomial behaviour. This is done both for the problem in standard form and for its dual problem. We also discuss some implementation strategies.
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  • 11
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    Mathematical programming 56 (1992), S. 189-222 
    ISSN: 1436-4646
    Keywords: 65H10 ; 65K05 ; 65K10 ; Linearℓ 1 estimation ; linear programming ; interior-point algorithm ; simplex method ; least absolute value regression ; affine scaling method ; Karmarkar
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Recently, various interior point algorithms related to the Karmarkar algorithm have been developed for linear programming. In this paper, we first show how this “interior point” philosophy can be adapted to the linear ℓ1 problem (in which there are no feasibility constraints) to yield a globally and linearly convergent algorithm. We then show that the linear algorithm can be modified to provide aglobally and ultimatelyquadratically convergent algorithm. This modified algorithm appears to be significantly more efficient in practise than a more straightforward interior point approach via a linear programming formulation: we present numerical results to support this claim.
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  • 12
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    Mathematical programming 57 (1992), S. 325-335 
    ISSN: 1436-4646
    Keywords: Strict complementarity ; interior point algorithms ; linear programming ; optimal face
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract It has been shown [8] that numerous interior-point algorithms for linear programming (LP) generate solution sequences that converge to strict complementarity solutions, or interior solutions on the optimal face. In this note we further establish a theoretical base for Gay's test (Gay, 1989) to identify the optimal face, and develop a new termination procedure to obtain an exact solution on the optimal face. We also report some numerical results for solving a set of LP test problems, each of which has a highly degenerate and unbounded optimal face.
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  • 13
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    OR spectrum 19 (1997), S. 147-157 
    ISSN: 1436-6304
    Keywords: Key words: production ; scheduling ; printed circuit board assembly ; modelling ; linear programming ; aggregational error ; decision support ; Schlüsselwörter: Produktion ; Ablaufplanung ; Leiterplattenbestückung ; Modellierung ; lineare Programmierung ; Aggregationsfehler ; Entscheidungsunterstützung ; S′jm = Sjm ; SFj(r)(12)
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. Bei der Kleinserienmontage von Leiterplatten besteht das Problem der Einlastungsplanung darin, ein Tagesprogramm an Produktionsaufträgen zusammenzustellen, die gemeinsam in das Produktionssystem eingeschleust werden. Jeder Produktionsauftrag entspricht einem bestimmten Leiterplattentyp. Wechselt man bei der automatischen Bestückung von Leiterplatten zu einem neuen Leiterplattentyp, so fallen erhebliche Rüstzeiten an, die davon abhängen, wie viele Bauteilezuführungen im Magazin der Bestückungsautomaten ausgewechselt werden müssen. Zur Unterstützung dieses Entscheidungsproblems werden zwei unterschiedliche Modelle der linearen Optimierung entwickelt. Die beiden Modelle unterscheiden sich vor allem durch ihren Aggregationsgrad und ihren Rechenaufwand. Zur Verringerung des Aggregationsfehlers wird ein auf der Fuzzy-Set-Theorie beruhender Ansatz zur Abschätzung der bei automatischen SMD-Bestückungsautomanten auftretenden Rüstzeiten entwickelt. Hierbei wird als industrielles Anwendungsbeispiel die Leiterplattenbestückung in einem bedeutenden Elektronikunternehmen betrachtet. Die durchgeführte numerische Untersuchung zeigt, daß das hochaggregierte Fuzzy-LP-Modell zu hinreichend genauen Lösungen führt und erheblich geringeren Rechenaufwand verursacht als ein detaillierteres LP-Modell. Außerdem wird die praktische Eignung des Fuzzy-LP-Modells für den Einsatz innerhalb eines interaktiven Entscheidungsunterstützungssystems verdeutlicht.
    Notes: Abstract. The problem of workload planning in small lot printed circuit board (PCB) assembly concerns the determination of the daily mix of production orders to be released into the production system. When switching from one production order (board type) to another, a considerable set-up time is incurred based on the number of component feeders to be replaced in the component magazine of the assembly machines. To support the order-mix decision faced by a major electronics manufacturer, two versions of a linear programming model are developed. The models differ primarily in their degree of aggregation and their computational effort. In order to reduce the aggregational error incurred, a fuzzy approach is developed to estimate the number of component set-ups at automatic SMD placement machines. Our numerical investigation reveals that sufficiently accurate solutions may be obtained from a highly aggregate fuzzy LP-model and this is achieved with considerably less computational effort than with a more detailed LP-model. We also demonstrate the potential suitability of the fuzzy LP-model for implementation within an interactive decision support system.
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  • 14
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    OR spectrum 19 (1997), S. 147-157 
    ISSN: 1436-6304
    Keywords: production ; scheduling ; printed circuit board assembly ; modelling ; linear programming ; aggregational error ; decision support ; Produktion ; Ablaufplanung ; Leiterplattenbestückung ; Modellierung ; lineare Programmierung ; Aggregationsfehler ; Entscheidungsunterstützung
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Bei der Kleinserienmontage von Leiterplatten besteht das Problem der Einlastungsplanung darin, ein Tagesprogramm an Produktionsaufträgen zusammenzustellen, die gemeinsam in das Produktionssystem eingeschleust werden. Jeder Produktionsauftrag entspricht einem bestimmten Leiterplattentyp. Wechselt man bei der automatischen Bestückung von Leiterplatten zu einem neuen Leiterplattentyp, so fallen erhebliche Rüstzeiten an, die davon abhängen, wie viele Bauteilezuführungen im Magazin der Bestückungsautomaten ausgewechselt werden müssen. Zur Unterstützung dieses Entscheidungsproblems werden zwei unterschiedliche Modelle der linearen Optimierung entwickelt. Die beiden Modelle unterscheiden sich vor allem durch ihren Aggregationsgrad und ihren Rechenaufwand. Zur Verringerung des Aggregationsfehlers wird ein auf der Fuzzy-Set-Theorie beruhender Ansatz zur Abschätzung der bei automatischen SMD-Bestückungsautomanten auftretenden Rüstzeiten entwickelt. Hierbei wird als industrielles Anwendungsbeispiel die Leiterplattenbestückung in einem bedeutenden Elektronikunternehmen betrachtet. Die durchgeführte numerische Untersuchung zeigt, daß das hochaggregierte Fuzzy-LP-Modell zu hinreichend genauen Lösungen führt und erheblich geringeren Rechenaufwand verursacht als ein detaillierteres LP-Modell. Außerdem wird die praktische Eignung des Fuzzy-LP-Modells für den Einsatz innerhalb eines interaktiven Entscheidungsunterstützungssystems verdeutlicht.
    Notes: Abstract The problem of workload planning in small lot printed circuit board (PCB) assembly concerns the determination of the daily mix of production orders to be released into the production system. When switching from one production order (board type) to another, a considerable set-up time is incurred based on the number of component feeders to be replaced in the component magazine of the assembly machines. To support the order-mix decision faced by a major electronics manufacturer, two versions of a linear programming model are developed. The models differ primarily in their degree of aggregation and their computational effort. In order to reduce the aggregational error incurred, a fuzzy approach is developed to estimate the number of component set-ups at automatic SMD placement machines. Our numerical investigation reveals that sufficiently accurate solutions may be obtained from a highly aggregate fuzzy LP-model and this is achieved with considerably less computational effort than with a more detailed LP-model. We also demonstrate the potential suitability of the fuzzy LP-model for implementation within an interactive decision support system.
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  • 15
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    OR spectrum 14 (1992), S. 43-52 
    ISSN: 1436-6304
    Keywords: Markov decision processes ; linear programming ; Markovsche Entscheidungsprozesse ; lineare Programmierung
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Separabele Markoffsche Entscheidungsprobleme haben die Eigenschaft, daß für gewisse Paare (i, a) von Zuständeni und zugehörigen Aktionena gilt: (i) die unmittelbare Auszahlung ist die Summe zweier Terme, von denen der eine nur vom Zustand und der andere nur von der Aktion abhängt (ria=si+ta), (ii) die Übergangswahrscheinlichkeiten hängen nur von der Aktion ab und nicht vom Zustand, in dem diese Aktion gewählt wurde. Dieses Modell wurde schon gegen Ende der Sechziger Jahre untersucht. Es wurde bewiesen, daß diskontierte Probleme und undiskontierte Probleme mit nur einer rekurrenten Klasse als lineare Programme mit weniger Variablen als im allgemeinen Modell formuliert werden können. Es war bisher unbekannt, ob auch für undiskontierte Modelle mit mehreren rekurrenten Klassen eine Formulierung mit weniger Variablen existiert. Dieses Problem wird in der vorliegenden Arbeit gelöst: eine solche Formulierung ist möglich. Abschließend werden einige Anwendungen von separablen Modellen angegeben.
    Notes: Summary Separable Markovian decision problems have the property that for certain pairs (i, a) of a statei and an actiona: (i) the immediate reward is the sum of terms due to the current state and action (ria=Si+ta), (ii) the transition probability depends only on the action and not on the state from which the transition occurs. The separable model was studied already in the late sixties. For the discounted case and the unichain undiscounted case a reduced LP formulation was given, which involves a substantially smaller number of variables than in the LP formulation of a general Markov decision problem. It was unknown whether such an efficient formulation was also possible in the multichain case. This paper solves this problem: such an efficient formulation can be obtained. Some applications of separable models are also presented.
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  • 16
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    OR spectrum 20 (1998), S. 101-107 
    ISSN: 1436-6304
    Keywords: Competitive location model ; Nash equilibria ; stability ; reachability ; Wettbewerbsmodelle in der Standorttheorie ; Nash Gleichgewicht ; Stabilität ; Erreichbarkeit
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In der Arbeit werden die Standorte von Duopolisten in einem Baum untersucht. Unter der Annahme festgesetzter Preise werden notwendige und hinreichende Bedingungen für Nash Gleichgewichte für Standorte auf Bäumen hergeleitet. Unter Verwendung dieser Bedingungen wird dann gezeigt, daß — angenommen Nash Gleichgewichte existieren — diese in einem wiederholt angewandten sequentiellen Standortfindungsprozeß, in dem beide Duopolisten als Zielfunktion kurzfristige Gewinnmaximierung haben, auch erreicht werden.
    Notes: Abstract This paper examines the location of duopolists on a tree. Given parametric prices, we first delineate necessary and sufficient conditions for locational Nash equilibria on trees. Given these conditions, we then show that Nash equilibria, provided they exist, can be reached in a repeated sequential relocation process in which both facilities follow short-term profit maximization objectives.
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    OR spectrum 20 (1998), S. 101-107 
    ISSN: 1436-6304
    Keywords: Key words: Competitive location model ; Nash equilibria ; stability ; reachability ; Schlüsselwörter: Wettbewerbsmodelle in der Standorttheorie ; Nash Gleichgewicht ; Stabilität ; Erreichbarkeit
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In der Arbeit werden die Standorte von Duopolisten in einem Baum untersucht. Unter der Annahme festgesetzter Preise werden notwendige und hinreichende Bedingungen für Nash Gleichgewichte für Standorte auf Bäumen hergeleitet. Unter Verwendung dieser Bedingungen wird dann gezeigt, daß– angenommen Nash Gleichgewichte existieren – diese in einem wiederholt angewandten sequentiellen Standortfindungsprozeß, in dem beide Duopolisten als Zielfunktion kurzfristige Gewinnmaximierung haben, auch erreicht werden. “Equilibrium is a place in heaven, but how do we get there from here?”
    Notes: Abstract. This paper examines the location of duopolists on a tree. Given parametric prices, we first delineate necessary and sufficient conditions for locational Nash equilibria on trees. Given these conditions, we then show that Nash equilibria, provided they exist, can be reached in a repeated sequential relocation process in which both facilities follow short-term profit maximization objectives.
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    OR spectrum 16 (1994), S. 47-52 
    ISSN: 1436-6304
    Keywords: Vector optimization ; approximately efficient solutions ; stability ; Vektoroptimierung ; Näherungslösungen ; Stabilität
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir führen ein Konzept für Näherungslösungen in der Vektoroptimierung ein und vergleichen dieses mit einem neuen Konzept aus [8]. Weiterhin untersuchen wir Beziehungen zwischen der Menge der Näherungslösungen eines Vektoroptimierungsproblems und den Näherungslösungen eines entsprechenden parametrischen Ersatzproblems. Schließlich beweisen wir Stabilitätseigenschaften des skalaren Ersatzproblems.
    Notes: Abstract We introduce a concept for approximately efficient solutions in vector optimization and compare it with another recent concept given in [8]. Further, we study relations between the set of approximately efficient solutions of a vector optimization problem and the approximate solutions of a corresponding parametric surrogate optimization problem. Finally, we prove stability properties for the scalar surrogate problem.
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  • 19
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    OR spectrum 17 (1995), S. 41-50 
    ISSN: 1436-6304
    Keywords: Energy-Emission Modelling ; linear programming ; international environmental policy ; emission reduction strategies ; Energie-Emissions-Modellierung ; lineare Programmierung ; internationale Umweltpolitik ; sionsminderungsstrategien
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Diese Arbeit gibt einen Überblick über methodische Ansätze zur Herleitung nationaler und internationaler Emissionsminderungsstrategien. Zu diesem Zweck werden häufig sogenannte integrierte Energie-Emissions-Modelle (lineare Programme) eingesetzt. Das EG-EFOM-ENV Modell wird vorgestellt und seine prinzipielle Anwendung aufgezeigt. Konkrete Ergebnisse werden anhand des Beispiels Litauens angegeben. Einschränkungen der verwendeten Methodik sowie deren mögliche Erweiterungen werden diskutiert.
    Notes: Abstract This paper provides an insight into the elaboration of strategies for emission reduction at present internationally requested by applying energy-emission models. One of these models, the EC-EFOM-ENV LP-model is presented in detail. Its application is shown in principle as well as to the special situation of countries in transition from a centrally planned to a market economy. The limitations of this approach and further applications on an international level are assessed.
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    OR spectrum 18 (1996), S. 131-144 
    ISSN: 1436-6304
    Keywords: Cutting stock ; integer solutions ; heuristics ; linear programming ; column generation ; numerical experiments ; Zuschneideprobleme ; Ganzzahligkeit ; Heuristiken ; Lineare Optimierung ; Spaltengenerierung ; Numerische Experimente
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In der vorliegenden Arbeit betrachten wir das Problem der Bestimmung ganzzahliger Lösungen für das Standardproblem der eindimensionalen Zuschnittplanung. Insbesondere werden eine spezielle Klasse heuristischer Lösungsverfahren, die in der Literatur beschrieben sind, sowie einige naheliegende Varianten dieser Verfahren vorgestellt. Auf der Grundlage eines numerischen Experiments, bei dem 4.000 Probleme zufällig erzeugt und gelöst wurden, werden die Verfahren miteinander verglichen und im Hinblick auf die Kriterien „Lösungsqualität“ und „Rechenzeitbedarf“ beurteilt. Dabei zeigt sich nicht nur, daß zwei Verfahren deutlich besser als die übrigen einzustufen sind, sondern auch, daß mit ihrer Hilfe nahezu jede Problemausprägung des klassischen eindimensionalen Zuschneideproblems optimal gelöst werden kann.
    Notes: Abstract In this paper the problem of generating integer solutions to the standard one-dimensional cutting stock problem is treated. In particular, we study a specific class of heuristic approaches that have been proposed in the literature, and some straightforward variants. These methods are compared with respect to solution quality and computing time. Our evaluation is based on having solved 4,000 randomly generated test problems. Not only will it be shown that two methods are clearly superior to the others but also that they solve almost any instance of the standard one-dimensional cutting stock problem to an optimum.
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  • 21
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    OR spectrum 18 (1996), S. 231-239 
    ISSN: 1436-6304
    Keywords: Generalized polymatrix games ; generalized linear complementarity problem ; stability ; degree theory ; Verallgemeinerte Polymatrix-Spiele ; verallgemeinertes lineares Komplementaritätsproblem ; Stabilität ; Grad-Theorie
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit führen wir eine Verallgemeinerung des Polymatrix-Spiels (eines Nicht-Nullsummen- und nicht-kooperativenn-Personen-Spiels), das von Howson betrachtet wurde, ein und führen das Problem, eine Gleichgewichtsmenge von Strategien für ein solches Spiel zu berechnen, auf das verallgemeinerte lineare Komplementaritätsproblem von Cottle und Dantzig zurück. Für eine noch allgemeinere Version des Spiels beweisen wir die Existenz einerε-Gleichgewichtsmenge von Strategien. Wir präsentieren auch ein Ergebnis über die Stabilität der Gleichgewichte, das auf der Grad-Theorie beruht.
    Notes: Abstract In this paper, we introduce a generalization of the polymatrix game (a nonzero sum noncooperativen-person game) considered by Howson and relate the problem of computing an equilibrium set of strategies for such a game to the generalized linear complementarity problem of Cottle and Dantzig. For an even more general version of the game we prove the existence of anε-equilibrium set of strategies. We also present a result on the stability of the equilibria based on degree theory.
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    OR spectrum 19 (1997), S. 67-74 
    ISSN: 1436-6304
    Keywords: Deckung des Bedarfs an Klassenräumen ; lineare Optimierung ; gemischt ganzzahlige Optimierung ; Covering classroom requirements ; linear programming ; mixed integer programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract The city of Hamburg expects for the next years enormously increasing rates of pupils. Covering the additional need of classrooms by new building is very expensive. It would be better to avoid this by making good use of the existing resources. The possible steps for covering the requirements and the restrictions are explained subsequently. There are a lot of alternatives, which must be coordinated for a “good” solution in a suitable way. The mathematical model for this problem is described furthermore. The model in question belongs to the class of mixed integer problems. Finally the standard optimization software SCICONIC, which is used for solving the mixed integer problem, is introduced and the embedding of SCICONIC into the architecture of the evolved planning system is described. Because the users of the system are officers without knowledge in electronic data processing and mathematical programming, a user friendly interface is of special importance in this case. This paper does not include new mathematical cognition, but describes the skilled use of known OR-techniques in a real software project.
    Notes: Zusammenfassung Die Stadt Hamburg sieht in den nächsten Jahren eine beträchtliche Schülerwelle auf sich zukommen. Daraus resultiert zusätzlicher Klassenraumbedarf, der durch Neubau nur sehr kostspielig gedeckt werden kann. Durch systematische Ausnutzung von bestehenden Raumreserven lassen sich teure Neubaumaßnahmen weitgehend vermeiden. Im folgenden werden zunächst die möglichen Maßnahmen zur Raumbedarfsdeckung mit ihren einschränkenden Bedingungen aufgezeigt. Die Maßnahmen erlauben eine Vielzahl von Handlungsalternativen, die zum wirksamen Einsatz optimal aufeinander abgestimmt werden müssen. Das mathematische Modell zur Lösung dieses Problems wird in der weiteren Folge beschrieben. Es handelt sich um ein gemischt ganzzahliges Optimierungsproblem. Abschließend wird die zur Lösung eingesetzte Standard-Optimierungs-Software SCICONIC vorgestellt und die Einbindung von SCICONIC in das entwickelte Raumplanungssystem geschildert. Da die Anwender des Systems Sachbearbeiter ohne DV- und OR-Erfahrung sind, hat hier Benutzerfreundlichkeit eine besonders hohe Bedeutung. Der vorliegende Aufsatz erhebt nicht den Anspruch auf neue mathematische Erkenntnisse, sondern er beschreibt die fachgerechte Anwendung bekannter OR-Verfahren in einem Software-Projekt der Praxis.
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    OR spectrum 19 (1997), S. 67-74 
    ISSN: 1436-6304
    Keywords: Schlüsselwörter: Deckung des Bedarfs an Klassenräumen ; lineare Optimierung ; gemischt ganzzahlige Optimierung ; Key words: Covering classroom requirements ; linear programming ; mixed integer programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract. The city of Hamburg expects for the next years enormously increasing rates of pupils. Covering the additional need of classrooms by new building is very expensive. It would be better to avoid this by making good use of the existing resources. The possible steps for covering the requirements and the restrictions are explained subsequently. There are a lot of alternatives, which must be coordinated for a ``good'' solution in a suitable way. The mathematical model for this problem is described furthermore. The model in question belongs to the class of mixed integer problems. Finally the standard optimization software SCICONIC, which is used for solving the mixed integer problem, is introduced and the embedding of SCICONIC into the architecture of the evolved planning system is described. Because the users of the system are officers without knowledge in electronic data processing and mathematical programming, a user friendly interface is of special importance in this case. This paper does not include new mathematical cognition, but describes the skilled use of known OR-techniques in a real software project.
    Notes: Zusammenfassung. Die Stadt Hamburg sieht in den nächsten Jahren eine beträchtliche Schülerwelle auf sich zukommen. Daraus resultiert zusätzlicher Klassenraumbedarf, der durch Neubau nur sehr kostspielig gedeckt werden kann. Durch systematische Ausnutzung von bestehenden Raumreserven lassen sich teure Neubaumaßnahmen weitgehend vermeiden. Im folgenden werden zunächst die möglichen Maßnahmen zur Raumbedarfsdeckung mit ihren einschränkenden Bedingungen aufgezeigt. Die Maßnahmen erlauben eine Vielzahl von Handlungsalternativen, die zum wirksamen Einsatz optimal aufeinander abgestimmt werden müssen. Das mathematische Modell zur Lösung dieses Problems wird in der weiteren Folge beschrieben. Es handelt sich um ein gemischt ganzzahliges Optimierungsproblem. Abschließend wird die zur Lösung eingesetzte Standard-Optimierungs-Software SCICONIC vorgestellt und die Einbindung von SCICONIC in das entwickelte Raumplanungssystem geschildert. Da die Anwender des Systems Sachbearbeiter ohne DV- und OR-Erfahrung sind, hat hier Benutzerfreundlichkeit eine besonders hohe Bedeutung. Der vorliegende Aufsatz erhebt nicht den Anspruch auf neue mathematische Erkenntnisse, sondern er beschreibt die fachgerechte Anwendung bekannter OR-Verfahren in einem Software-Projekt der Praxis.
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    Stochastic environmental research and risk assessment 12 (1998), S. 191-204 
    ISSN: 1436-3259
    Keywords: Keywords: groundwater flow ; inverse problems ; stability ; geostatistical interpolation ; kriging.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The Differential System Method (DSM) permits identification of the physical parameters of finite-difference groundwater flow models in a confined aquifer when piezometric head and source terms are known at each point of the finite-difference lattice for at least two independent flow situations for which the hydraulic gradients are not parallel. Since piezometric head data are usually few and sparse, interpolation of the measured data onto a regular grid can be performed with geostatistical techniques. We apply kriging to the sparse data of a synthetic aquifer to evaluate the stability of the DSM with respect to uncorrelated measurement errors and interpolation errors. The numerical results show that the DSM is stable.
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    Mathematical programming 43 (1989), S. 151-173 
    ISSN: 1436-4646
    Keywords: Conical projection methods ; Karmarkar's LP algorithm ; linear programming ; poly-nomial-time algorithms
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    Topics: Computer Science , Mathematics
    Notes: Abstract The Linear Programming Problem is manipulated to be stated as a Non-Linear Programming Problem in which Karmarkar's logarithmic potential function is minimized in the positive cone generated by the original feasible set. The resulting problem is then solved by a master algorithm that iteratively rescales the problem and calls an internal unconstrained non-linear programming algorithm. Several different procedures for the internal algorithm are proposed, giving priority either to the reduction of the potential function or of the actual cost. We show that Karmarkar's algorithm is equivalent to this method in the special case in which the internal algorithm is reduced to a single steepest descent iteration. All variants of the new algorithm have the same complexity as Karmarkar's method, but the amount of computation is reduced by the fact that only one projection matrix must be calculated for each call of the internal algorithm.
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    Mathematical programming 47 (1990), S. 269-296 
    ISSN: 1436-4646
    Keywords: Cross decomposition ; convergence ; linear programming ; mixed integer programming ; nonlinear programming
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    Topics: Computer Science , Mathematics
    Notes: Abstract Cross decomposition is a recent method for mixed integer programming problems, exploiting simultaneously both the primal and the dual structure of the problem, thus combining the advantages of Dantzig—Wolfe decomposition and Benders decomposition. Finite convergence of the algorithm equipped with some simple convergence tests has been proved. Stronger convergence tests have been proposed, but not shown to yield finite convergence. In this paper cross decomposition is generalized and applied to linear programming problems, mixed integer programming problems and nonlinear programming problems (with and without linear parts). Using the stronger convergence tests finite exact convergence is shown in the first cases. Unbounded cases are discussed and also included in the convergence tests. The behaviour of the algorithm when parts of the constraint matrix are zero is also discussed. The cross decomposition procedure is generalized (by using generalized Benders decomposition) in order to enable the solution of nonlinear programming problems.
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    Mathematical programming 41 (1988), S. 317-325 
    ISSN: 1436-4646
    Keywords: Parametric methods ; linear programming ; anti-cycling pivoting rules
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    Topics: Computer Science , Mathematics
    Notes: Abstract The traditional perturbation (or lexicographic) methods for resolving degeneracy in linear programming impose decision rules that eliminate ties in the simplex ratio rule and, therefore, restrict the choice of exiting basic variables. Bland's combinatorial pivoting rule also restricts the choice of exiting variables. Using ideas from parametric linear programming, we develop anticycling pivoting rules that do not limit the choice of exiting variables beyond the simplex ratio rule. That is, any variable that ties for the ratio rule can leave the basis. A similar approach gives pivoting rules for the dual simplex method that do not restrict the choice of entering variables.
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    Mathematical programming 42 (1988), S. 125-133 
    ISSN: 1436-4646
    Keywords: Cycling ; degeneracy ; graph theory ; linear programming ; sensitivity analysis ; simplex method
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    Mathematical programming 47 (1990), S. 117-141 
    ISSN: 1436-4646
    Keywords: Bifurcation ; singularity ; parametric programming ; stability
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    Topics: Computer Science , Mathematics
    Notes: Abstract The structure of solutions to the nonlinear parametric programming problem with a one dimensional parameter is analyzed in terms of the bifurcation behavior of the curves of critical points and the persistence of minima along these curves. Changes in the structure of the solution occur at singularities of a nonlinear system of equations motivated by the Fritz John first-order necessary conditions. It has been shown that these singularities may be completely partitioned into seven distinct classes based upon the violation of one or more of the following: a complementarity condition, a constraint qualification, and the nonsingularity of the Hessian of the Lagrangian on a tangent space. To apply classical bifurcation techniques to these singularities, a further subdivision of each case is necessary. The structure of curves of critical points near singularities of lowest (zero) codimension within each case is analyzed, as well as the persistence of minima along curves emanating from these singularities. Bifurcation behavior is also investigated or discussed for many of the subcases giving rise to a codimension one singularity.
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    Mathematical programming 47 (1990), S. 175-201 
    ISSN: 1436-4646
    Keywords: Optimization ; linear programming ; complexity ; polynomial time algorithms
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    Topics: Computer Science , Mathematics
    Notes: Abstract We present an algorithm for linear programming which requires O(((m+n)n 2+(m+n)1.5 n)L) arithmetic operations wherem is the number of constraints, andn is the number of variables. Each operation is performed to a precision of O(L) bits.L is bounded by the number of bits in the input. The worst-case running time of the algorithm is better than that of Karmarkar's algorithm by a factor of $$\sqrt {m + n} $$ .
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    Mathematical programming 60 (1993), S. 215-228 
    ISSN: 1436-4646
    Keywords: Primary 90C05 ; 90C33 ; Strict complementarity ; maximal complementarity ; interior point algorithms ; linear programming ; monotone complementarity problem
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    Notes: Abstract We show that most interior-point algorithms for linear programming generate a solution sequence in which every limit point satisfies the strict complementarity condition. These algorithms include all path-following algorithms and some potential reduction algorithms. The result also holds for the monotone complementarity problem if a strict complementarity solution exists. In general, the limit point is a solution that maximizes the number of its nonzero components among all solutions.
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    Mathematical programming 52 (1991), S. 209-225 
    ISSN: 1436-4646
    Keywords: Karmarkar's algorithm ; linear programming ; projective algorithm ; conical projection ; interior methods
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    Topics: Computer Science , Mathematics
    Notes: Abstract Interior methods for linear programming were designed mainly for problems formulated with equality constraints and non-negative variables. The formulation with inequality constraints has shown to be very convenient for practical implementations, and the translation of methods designed for one formulation into the other is not trivial. This paper relates the geometric features of both representations, shows how to transport data and procedures between them and shows how cones and conical projections can be associated with inequality constraints.
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    Mathematical programming 54 (1992), S. 57-67 
    ISSN: 1436-4646
    Keywords: Matchings ; stability ; extreme points ; polytope
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    Notes: Abstract The purpose of this paper is to extend a modified version of a recent result of Vande Vate (1989) which characterizes stable matchings as the extreme points of a certain polytope. Our proofs are simpler and more transparent than those of Vande Vate.
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    Mathematical programming 56 (1992), S. 45-50 
    ISSN: 1436-4646
    Keywords: Bilinear ; duality ; linear programming
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    Notes: Abstract This paper discusses the maximization of a bilinear function over two independent polytopes. The maximization problem is converted into a max—min problem, using duality. This problem is then solved via a sequence of dual linear programmes, whose constraint vectors are successively determined bytth order optima of a master linear programme.
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    Mathematical programming 57 (1992), S. 375-414 
    ISSN: 1436-4646
    Keywords: Leontief matrices ; linear programming ; integer programming ; network flows ; polyhedral combinatorics ; expert systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Leontief substitution systems have been studied by economists and operations researchers for many years. We show how such linear systems are naturally viewed asLeontief substitution flow problems on directed hypergraphs, and that important solution properties follow from structural characteristics of the hypergraphs. We give a strongly polynomial, non-simplex algorithm for Leontief substitution flow problems that satisfy againfree property leading to acyclic extreme solutions. Integrality conditions follow easily from this algorithm. Another structural property,support disjoint reachability, leads to necessary and sufficient conditions for extreme solutions to be binary. In a survey of applications, we show how the Leontief flow paradigm links polyhedral combinatorics, expert systems, mixed integer model formulation, and some problems in graph optimization.
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    Mathematical programming 58 (1993), S. 1-32 
    ISSN: 1436-4646
    Keywords: Interior point method ; linear programming ; quadratic programming
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    Notes: Abstract We present a unified framework for solving linear and convex quadratic programs via interior point methods. At each iteration, this method solves an indefinite system whose matrix is $$\left[ {\begin{array}{*{20}c} { - D^{ - 2} } & {A^T } \\ A & 0 \\ \end{array} } \right]$$ instead of reducing to obtain the usualAD 2 A T system. This methodology affords two advantages: (1) it avoids the fill created by explicitly forming the productAD 2 A T whenA has dense columns; and (2) it can easily be used to solve nonseparable quadratic programs since it requires only thatD be symmetric. We also present a procedure for converting nonseparable quadratic programs to separable ones which yields computational savings when the matrix of quadratic coefficients is dense.
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    Mathematical programming 61 (1993), S. 197-214 
    ISSN: 1436-4646
    Keywords: Epi-convergence ; epi-distance ; stability ; convex optimization ; approximate solutions ; subgradients ; level sets
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    Topics: Computer Science , Mathematics
    Notes: Abstract We prove that theε-optimal solutions of convex optimization problems are Lipschitz continuous with respect to data perturbations when these are measured in terms of the epi-distance. A similar property is obtained for the distance between the level sets of extended real valued functions. We also show that these properties imply that theε-subgradient mapping is Lipschitz continuous.
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    Stochastic environmental research and risk assessment 3 (1989), S. 17-29 
    ISSN: 1436-3259
    Keywords: Stochastic optimization ; linear programming ; simplex method ; Karmarkar's method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: 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.
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    Mathematical programming 40 (1988), S. 165-181 
    ISSN: 1436-4646
    Keywords: Relaxation ; network ; integer programming ; linear programming
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    Topics: Computer Science , Mathematics
    Notes: Abstract The strategy of subdividing optimization problems into layers by splitting variables into multiple copies has proved useful as a method for inducing exploitable structure in a variety of applications, particularly those involving embedded pure and generalized networks. A framework is proposed in this paper which leads to new relaxation and restriction methods for linear and integer programming based on our extension of this strategy. This framework underscores the use of constructions that lead to stronger relaxations and more flexible strategies than previous applications. Our results establish the equivalence of all layered Lagrangeans formed by parameterizing the equal value requirement of copied variables for different choices of the principal layers. It is further shown that these Lagrangeans dominate traditional Lagrangeans based on incorporating non-principal layers into the objective function. In addition a means for exploiting the layered Lagrangeans is provided by generating subgradients based on a simple averaging calculation. Finally, we show how this new layering strategy can be augmented by an integrated relaxation/restriction procedure, and indicate variations that can be employed to particular advantage in a parallel processing environment. Preliminary computational results on fifteen real world zero-one personnel assignment problems, comparing two layering approaches with five procedures previously found best for those problems, are encouraging. One of the layering strategies tested dominated all non-layering procedures in terms of both quality and solution time.
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    ISSN: 1435-1536
    Keywords: Emulsions ; stability ; interfacial properties of emulsions ; soybean protein ; glycerides ; stabilised O/W emulsions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract The influence of chemically modified 7S fraction of soybean protein (7MSPF), and its partial replacement by mono- and di-glycerides in various ratios, on the rate of drop coalescence in concentrated corn oil-in-water emulsions has been investigated. A total emulsifier concentration of 2.0 % (wt/wt) was used. The minimum drop coalescence rate was achieved when using 1.0% (wt/wt) 7MSPF in conjunction with 0.5% (wt/wt) monoglyceride and 0.5 % (wt/wt) di-glyceride at pH 5.5. At other mono-/di-glycerides and protein/glycerides ratios, and at other pHs, the rate of drop coalescence was higher than when 2.0% (wt/wt) 7MSPF was used. The reduction in drop coalescence rate under these conditions is attributed to association of 7MSPF with the glycerides at the oil-water interface. The influence of protein/glycerides ratio on the viscoelastic properties of mixed interfacial films supports this view.
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    Journal of intelligent manufacturing 4 (1993), S. 183-198 
    ISSN: 1572-8145
    Keywords: Assembly planning ; subassembly ; liaison graph ; geometric reasoning ; assembly cost ; stability ; partial-order graph
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: The distribution of assembly workstations enables assembly operations to be done in parallel, while the multiple routing of parts in flexible assembly systems allows the opportunistic scheduling of assembly operations. This paper presents an assembly planning system, called the Assembly Coplanner, which automatically constructs an assembly partial order and generates a set of assembly instructions from a liaison graph representation of an assembly based on the extraction of preferred subassemblies. Assembly planning in Coplanner is carried out by the co-operation of multiple planning agents, such as the geometric reasoner, the physical reasoner, the resource manager and the plan coordinator, under the constraints of finding a cost-effective assembly plan in a flexible assembly system. The Coplanner identifies spatial parallelism in assembly as a means of constructing temporal parallelism among assembly operations. This is achieved in the following way: (1) the selection of a set of tentative subassemblies by decomposing a liaison graph into a set of subgraphs based on feasibility and difficulty of disassembly; (2) the evaluation of each of the tentative subassemblies in terms of assembly cost represented by subassembly selection indices; and (3) the construction of a hierarchical partial order graph (HPOG) as an assembly plan. A case study applying the Coplanner to a mechanical assembly is illustrated in this paper.
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    ISSN: 1572-8900
    Keywords: Chemiluminescence ; oxidation ; stability ; acrylonitrile-butadiene-styrene (ABS) ; ABS/polycarbonate blend
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Energy, Environment Protection, Nuclear Power Engineering , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract The thermal oxidative stability of various ABS/PC compounds was studied by means of the chemiluminescence technique. Similarly to pure ABS, Irganox 1076 and Irganox MD 1024 perform as moderate antioxidants in ABS/PC and (ABS/PC + lubricant) blends. Neither Tinuvin 144, Irgaphos 168, nor their mixture affects the durability of the ABS/PC blend. At the same time, (Irgaphos 168 + Tinuvin 144) in combination with Irganoxes was found to provide a noticeable enhancement in durability to the (ABS/PC + lubricant) system. Titanium dioxide pigments by themselves have only a slight influence on the oxidative stability of the ABS/PC blend. Durability of the (ABS/PC + pigment) and (ABS/PC + lubricant) systems was found to be the same and the overall protective effect of Irganox 1076 was similar in both the (ABS/PC + lubricant) and the (ABS/PC + lubricant + pigment) systems. Certain modifiers significantly improve the durability of the ABS/PC compounds, although their function may differ in the systems with and without pigments.
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    ISSN: 1572-8900
    Keywords: Chemiluminescence ; oxidation ; stability ; acrylonitrile-butadiene-styrene (ABS)
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    Topics: Chemistry and Pharmacology , Energy, Environment Protection, Nuclear Power Engineering , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract The influence of lubricants, UV stabilizers, antioxidants, and metal deactivators on the resistance of ABS to thermal oxidation was studied by means of the chemiluminescence technique. Neither of the additives seems to affect significantly the induction period of oxidation. At the same time, the influence of various additives on the oxidation rate constant is remarkably different: the introduction of lubricants and UV stabilizers increases its value, while antioxidants and metal deactivators have the opposite effect. For the particular systems studied durability is decreased in samples containing the lubricant and UV stabilizers and increased in samples stabilized with the antioxidant and metal deactivator.
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    ISSN: 1572-8900
    Keywords: Capillary zone electrophoresis ; oligomers ; lactic acid ; glycolic acid ; 3-hydroxybutyric acid ; water solubility ; stability ; degradation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Energy, Environment Protection, Nuclear Power Engineering , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract In an attempt to increase the range of analytical techniques able to monitor ultimate degradation stages of degradable, biodegradable, and bioresorbable polymers, capillary zone electrophoresis (CZE) was used to analyze tentatively oligomers formed during thermal condensation of lactic, glycolic, anddl-3-hydroxybutyric acids. The influence of the buffer and of capillary coating are discussed in terms of electroosmotic flow. Typical analyses were first performed using a 0.1M borate buffer (pH 8.9) with anodic injection. In the case of lactic acid, seven peaks were well separated, while only three peaks were observed for glycolic acid. A more complex situation was found fordl-3-hydroxybutyric acid oligomers. The first five peaks were split. The major component of each doublet was attributed to hydroxy-terminated oligomers, whereas the satellite peaks were assigned to oligomers bearing a C=C double bond at the noncarboxylic terminus. CZE of pH-sensitive lactic acid oligomers was also performed in 0.05M phosphate buffer (pH 6.8) with cathodic injection after physical coating of the fused-silica capillary with DEAE-Dextran. The buffer-soluble fraction present in lactic acid oligomers was extracted from a dichloromethane solution. Extracts issued from different batches of lactic acid condensates gave a constant water-solubility pattern whose cutoff was at the level of the decamer. CZE was also used to monitor thein vitro aging of aqueous solutions of these water-soluble oligomers. The lactyllactic acid dimer appeared more stable than higher oligomers, thus showing that ultimate stages of the degradation did not proceed at random. These physicochemical characteristics were used to complement the degradation pathway based on diffusion of oligomers duringin vitro aging of large size lactic acid plates made by compression molding. CZE data showed that lactic acid was the only component which was released in the aqueous medium during degradation.
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    Journal of polymers and the environment 3 (1995), S. 199-203 
    ISSN: 1572-8900
    Keywords: Chemiluminescence ; oxidation ; stability ; acrylonitrile-butadiene-styrene
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Energy, Environment Protection, Nuclear Power Engineering , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract The thermal oxidative stability of various formulations based on emulsion-grade ABS was studied by the chemiluminescence technique. Emulsion products were found to be essentially less stable than ionic mass polymerization resins. Among the antioxidants studied, Santonox R is clearly more efficient than Irganox 1076 and Irganox 3114, and its superiority is reflected primarily in improved induction period values. The introduction of Tinuvin 770 and Tinuvin 328 UV stabilizers into emulsion resins does not change the durability of the products. In mixtures where both Irganox 1076 and UV stabilizers are present, a certain antagonistic effect was noted at high UV stabilizer concentrations.
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    Journal of dynamics and differential equations 1 (1989), S. 269-298 
    ISSN: 1572-9222
    Keywords: Geometric mechanics ; reduction ; stability ; chaos ; rigid body dynamics ; periodic orbits ; 58F
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    Topics: Mathematics
    Notes: Abstract We give a complete bifurcation and stability analysis for the relative equilibria of the dynamics of three coupled planar rigid bodies. We also use the equivariant Weinstein-Moser theorem to show the existence of two periodic orbits distinguished by symmetry type near the stable equilibrium. Finally we prove that the dynamics is chaotic in the sense of Poincaré-Birkhoff-Smale horseshoes using the version of Melnikov's method suitable for systems with symmetry due to Holmes and Marsden.
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    Journal of dynamics and differential equations 10 (1998), S. 151-188 
    ISSN: 1572-9222
    Keywords: Fourth-order solitary waves ; stability ; instability
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    Topics: Mathematics
    Notes: Abstract We study ground-state traveling wave solutions of a fourth-order wave equation. We find conditions on the speed of the waves which imply stability and instability of the solitary waves. The analysis depends on the variational characterization of the ground states rather than information about the linearized operator.
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    Journal of dynamics and differential equations 6 (1994), S. 37-51 
    ISSN: 1572-9222
    Keywords: Celestial mechanics ; relative equilibria ; stability
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    Topics: Mathematics
    Notes: Abstract A criterion for the linear stability of relative equilibria of the Newtoniann-body problem is found in the case whenn−1 of the masses are small. Several stable periodic orbits of the problem are presented as examples.
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    Order 9 (1992), S. 163-175 
    ISSN: 1572-9273
    Keywords: Primary 06A07 ; secondary 05C70 ; Partial order ; interval ; stability ; covering ; Sperner property ; symmetric chains ; NP-completeness
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    Topics: Mathematics
    Notes: Abstract Given a finite ranked posetP, let α(P) be the maximum size of a subset ofP such that no two elements of it belong simultaneously to some interval ofP and let ϱ(P) be the minimum number of intervals covering all elements ofP. We say thatP has the strong interval stability property (resp. the strong interval covering property) if for each subposetP′ induced by consecutive levels ofP, i.e.,P′=P (l)∪...∪P (u), one has α(P′)=max{|P (l)|, |P (u)|} (resp. ϱ(P′)=max{|P (l)|, |P (u)|}). We prove these properties for several classes of posets and discuss some general facts concerning the numbers α(P) and ϱ(P), e.g., NP-completeness and min-max relations.
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    Positivity 1 (1997), S. 319-330 
    ISSN: 1572-9281
    Keywords: delay equations ; stability ; positive solutions ; spectral growth condition
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    Topics: Mathematics
    Notes: Abstract We prove stability for a semilinear delay equation, whose nonlinearity is majorized by a linear positive operator. The key ingredients are a spectral condition, positivity of solutions to the linear problem, and lattice properties of the Banach space.
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    ISSN: 1572-9281
    Keywords: asymptotic stability ; dichotomic maps ; retarded functional differential equation ; stability
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    Notes: Abstract This paper deals with the study of the stability of nonautonomous retarded functional differential equations using the theory of dichotomic maps. After some preliminaries, we prove the theorems on simple and asymptotic stability. Some examples are given to illustrate the application of the method. Main results about asymptotic stability of the equation $$x'(t) = - b(t)x(t - r)$$ and of itsnonlinear generalization $$x'(t) = b(t)f(x(t - r))$$ are established.
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    Annals of operations research 2 (1984), S. 59-94 
    ISSN: 1572-9338
    Keywords: Efficiency ; Pareto optimality ; production functions ; returns to scale ; nondiscretionary inputs ; linear programming ; fractional programming
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    Topics: Mathematics , Economics
    Notes: Abstract This paper serves as an introduction to a series of three papers which are directed to different aspects of DEA (Data Envelopment Analysis) as follows: (1) uses and extensions of window analyses' to study DEA efficiency measures with an illustrative applications to maintenance activities for U.S. Air Force fighter wings, (2) a comparison of DEA and regression approaches to identifying and estimating, sources of inefficiency by means of artificially generated data, and (3) an extension of ordinary (linear programming) sensitivity analyses to deal with special features that require attention in DEA. Background is supplied in this introductory paper with accompanying proofs and explanations to facilitate understanding of what DEA provides in the way of underpinning for the papers that follow. An attempt is made to bring readers abreast of recent progress in DEA research and uses. A synoptic history is presented along with brief references to related work, and problems requiring attention are also indicated and possible research approaches also suggested.
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    Annals of operations research 45 (1993), S. 349-372 
    ISSN: 1572-9338
    Keywords: Incomplete market ; trading constraints ; linear programming ; optimal portfolio ; duality
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    Topics: Mathematics , Economics
    Notes: Abstract We study a consistent treatment for both the multi-period portfolio selection problem and the option attainability problem by a dual approach. We assume that time is discrete, the horizon is finite, the sample space is finite and the number of securities is less than that of the possible securities price transitions, i.e. an incomplete security market. The investor is prohibited from investing stocks more than given linear investment amount constraints at any time and he maximizes an expected additive utility function for the consumption process. First we give a set of budget feasibility conditions so that a consumption process is attainable by an admissible portfolio process. To establish this relation, we used an algorithmic approach which has a close connection with the linear programming duality. Then we prove the unique existence of a primal optimal solution from the budget feasibility conditions. Finally, we formulate a dual control problem and establish the duality between primal and dual control problems.
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    Annals of operations research 46-47 (1993), S. 249-269 
    ISSN: 1572-9338
    Keywords: Convex polytopes ; degeneracy ; linear programming ; simplex method
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    Topics: Mathematics , Economics
    Notes: Abstract Finding the incident edges to a degenerate vertex of a polyhedron is a non-trivial problem. So pivoting methods generally involve a perturbation argument to overcome the degeneracy problem. But the perturbation entails a bursting of each degenerate vertex into a cluster of nondegenerate vertices. The aim of this paper is to give some bounds on the number of these perturbed vertices.
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    Annals of operations research 46-47 (1993), S. 497-508 
    ISSN: 1572-9338
    Keywords: Simplex method ; linear programming ; pivoting ; degeneracy ; exterior point algorithms ; cycling
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    Topics: Mathematics , Economics
    Notes: Abstract We present an exterior point simplex type algorithm that possesses a new monotonic property. A dual feasible basic solution is required to start with. Intermediate solutions are neither primal nor dual feasible. Cycling-free pivoting rules and an exponentional example are presented.
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    Annals of operations research 5 (1985), S. 599-612 
    ISSN: 1572-9338
    Keywords: Microcomputers ; spreadsheets ; linear programming ; optimization ; software
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    Topics: Mathematics , Economics
    Notes: 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.
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    Journal of computational analysis and applications 2 (2000), S. 293-308 
    ISSN: 1572-9206
    Keywords: parabolic equations ; ADI scheme ; stability
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    Topics: Mathematics
    Notes: Abstract An ADI scheme for solving three-dimensional parabolic equations withfirst-order derivatives and variable coefficients has been developed basedon our previous papers and the idea of the modified upwind differencescheme. This ADI scheme is second-order accurate and unconditionallystable. Further, a small parameter can be chosen which makes it suitablefor simulating fast-transient phenomena or for computations on fine spatialmeshes. The method is illustrated with numerical examples.
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    Journal of dynamics and differential equations 5 (1993), S. 625-671 
    ISSN: 1572-9222
    Keywords: Scalar reaction-diffusion equation ; singular perturbation methods ; internal layer ; Neumann layer ; stability ; 35K57 ; 35B25 ; 35B35
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    Topics: Mathematics
    Notes: Abstract The multiple existences and their stability properties of stationary solutions with a single transition layer in some scalar reaction-diffusion equation are shown. Each solution is constructed by using classical singular perturbation methods and its stability property is determined by a simple algebraic quantity, say index, appearing in the construction of a solution.
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    Journal of dynamics and differential equations 6 (1994), S. 639-658 
    ISSN: 1572-9222
    Keywords: Symmetry ; parabolic equations ; positive solutions ; stability
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    Topics: Mathematics
    Notes: Abstract Symmetry properties of positive solutions of a Dirichlet problem for a strongly nonlinear parabolic partial differential equation in a symmetric domainD ⊂ R n are considered. It is assumed that the domainD and the equation are invariant with respect to a group {Q} of transformations ofD. In examples {Q} consists of reflections or rotations. The main result of the paper is the theorem which states that any compact inC(D) negatively invariant set which consists of positive functions consists ofQ-symmetric functions. Examples of negatively invariant sets are (in autonomous case) equilibrium points, omega-limit sets, alpha-limit sets, unstable sets of invariant sets, and global attractors. Application of the main theorem to equilibrium points gives the Gidas-Ni-Nirenberg theorem. Applying the theorem to omega-limit sets, we obtain the asymptotical symmetrization property. That means that a bounded solutionu(t) asr→∞ approaches subspace of symmetric functions. One more result concerns properties of eigenfunctions of linearizations of the equations at positive equilibrium points. It is proved that all unstable eigenfunctions are symmetric.
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    Set-valued analysis 5 (1997), S. 73-88 
    ISSN: 1572-932X
    Keywords: differential inclusion ; invariance ; stability
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    Topics: Mathematics
    Notes: Abstract The properties of invariance, stability, asymptotic stability and attainability of a given compact set $$K \subset \mathbb{R}^n $$ with respect to a differential inclusion, have weak and strong versions: the weak version requires existence of a trajectory with the corresponding property, while the strong one requires this property for all trajectories. The following statement is proven in the paper (under slight restrictions) for each of the above-mentioned properties: if K has the weak property with respect to $$\dot x \in F(x) $$ , then there is a (regulation) mapping G such that G(x) ⊂ F(x) ∀ x and G has the strong property with respect to $${\dot x}$$ ε G(x). In addition, certain regularity of the set of solutions of the last inclusion is claimed.
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    Annals of operations research 14 (1988), S. 41-59 
    ISSN: 1572-9338
    Keywords: Parallel algorithms ; SOR ; gradient projection ; linear programming ; linear complementarity problem
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    Topics: Mathematics , Economics
    Notes: 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.
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    Set-valued analysis 5 (1997), S. 365-375 
    ISSN: 1572-932X
    Keywords: set-valued mappings ; vector optimization ; stability
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    Topics: Mathematics
    Notes: Abstract We establish optimization results for set-valued mappings, with the image space given by a topological vector space partially ordered by a cone. Moreover, we obtain stability results relative to parametrized optimization problems. We use a weak semicontinuity concept related to the order structure of the image space and show how compactness assumptions used in previous papers can be lightened.
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    Annals of operations research 27 (1990), S. 343-369 
    ISSN: 1572-9338
    Keywords: Bifurcation ; singularities ; continuation ; parametric nonlinear programming ; stability
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    Topics: Mathematics , Economics
    Notes: Abstract Bifurcation and continuation techniques are introduced as a class of methods for investigating the parametric nonlinear programming problem. Motivated by the Fritz John first-order necessary conditions, the parametric programming problem is first reformulated as a closed system of nonlinear equations which contains all Karush-Kuhn-Tucker and Fritz John points, both feasible and infeasible solutions, and relative minima, maxima, and saddle points. Since changes in the structure of the solution set and critical point type can occur only at singularities, necessary and sufficient conditions for the existence of a singularity are developed in terms of the loss of a complementarity condition, the linear dependence constraint qualification, and the singularity of the Hessian of the Lagrangian on a tangent space. After a brief introduction to elementary bifurcation theory, some simple singularities in this parametric problem are analyzed for both branching and persistence of local minima. Finally, a brief introduction to numerical continuation and bifurcation procedures is given to indicate how these facts can be used in a numerical investigation of the problem.
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    Annals of operations research 58 (1995), S. 519-531 
    ISSN: 1572-9338
    Keywords: Driver scheduling ; multiple objectives ; linear programming ; dual simplex
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    Topics: Mathematics , Economics
    Notes: Abstract A Mathematical Programming model of a driver scheduling system is described. This consists of set covering and partitioning constraints, possibly user-supplied side constraints, and two pre-emptively ordered objectives. The previous solution strategy addressed the two objectives using separate Primal Simplex optimisations; a new strategy uses a single weighted objective function and a Dual Simplex algorithm initiated by a specially developed heuristic. Computational results are reported.
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    Keywords: Degeneracy/cycling ; non-Archimedean data envelopment analysis ; linear programming
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    Topics: Mathematics , Economics
    Notes: Abstract A non-Archimedean effective anti-degeneracy/cycling method for linear programming models, especially Data Envelopment Analysis (DEA), processing networks and advertising media mix models is herein developed. It has given a tenfold speed increase plus elimination of cycling difficulties over conventional Marsden or Kennington/Ali LP software modules in a 1000 LP DEA application.
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    Annals of operations research 46-47 (1993), S. 393-408 
    ISSN: 1572-9338
    Keywords: Degeneracy ; linear programming ; degeneracy graphs
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    Notes: Abstract Degenerate optima in linear programming problems lead in a canonical way to so-called o-degeneracy graphs as subgraphs of degeneracy graphs induced by the set of optimal bases. Fundamental questions about the structure of o-degeneracy graphs suggest the closer inspection of some properties of these graphs, such as, for example, the connectivity and the complexity. Finally, some open questions are pointed out.
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    Annals of operations research 56 (1995), S. 79-93 
    ISSN: 1572-9338
    Keywords: Multistage stochastic programs ; optimization in Banach spaces ; stability ; approximation
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    Topics: Mathematics , Economics
    Notes: Abstract Multistage stochastic programs are regarded as mathematical programs in a Banach spaceX of summable functions. Relying on a result for parametric programs in Banach spaces, the paper presents conditions under which linearly constrained convex multistage problems behave stably when the (input) data process is subjected to (small) perturbations. In particular, we show the persistence of optimal solutions, the local Lipschitz continuity of the optimal value and the upper semicontinuity of optimal sets with respect to the weak topology inX. The linear case with deterministic first-stage decisions is studied in more detail.
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    Annals of operations research 62 (1996), S. 419-437 
    ISSN: 1572-9338
    Keywords: Big-M Phase I procedure ; convex quadratic programming ; interior point methods ; linear programming ; method of centers ; multidirectional search direction ; nonconvex quadratic programming ; recentering
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    Topics: Mathematics , Economics
    Notes: Abstract In this paper, we present an interior point algorithm for solving both convex and nonconvex quadratic programs. The method, which is an extension of our interior point work on linear programming problems efficiently solves a wide class of largescale problems and forms the basis for a sequential quadratic programming (SQP) solver for general large scale nonlinear programs. The key to the algorithm is a three-dimensional cost improvement subproblem, which is solved at every interation. We have developed an approximate recentering procedure and a novel, adaptive big-M Phase I procedure that are essential to the sucess of the algorithm. We describe the basic method along with the recentering and big-M Phase I procedures. Details of the implementation and computational results are also presented.
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    Annals of operations research 64 (1996), S. 197-210 
    ISSN: 1572-9338
    Keywords: Feasibility ; uncapacitated network ; Gale-Hoffman inequality ; linear programming ; frame ; cut ; facet ; polar matrix
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    Topics: Mathematics , Economics
    Notes: Abstract The purpose of this paper is to investigate the effect of individual arcs and nodes on the description of feasibility in an uncapacitated network. This is done by developing an iterative algorithm for finding all (necessary) Gale-Hoffman inequalities for the network.
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    Computational & mathematical organization theory 5 (1999), S. 5-30 
    ISSN: 1572-9346
    Keywords: network models ; organization theory ; rule following ; self organized ; stability ; work teams ; work routine
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    Topics: Mathematics
    Notes: Abstract Self-organized rule-following systems are increasingly relevant objects of study in organization theory due to such systems&2018; capacity to maintain control while enabling decentralization of authority. This paper proposes a network model for such systems and examines the stability of the networks&2018; repetitive behavior. The networks examined are Ashby nets, a fundamental class of binary systems: connected aggregates of nodes that individually compute an interaction rule, a binary function of their three inputs. The nodes, which we interpret as workers in a work team, have two network inputs and one self-input. All workers in a given team follow the same interaction rule. We operationalize the notion of stability of the team&2018;s work routine and determine stability under small perturbations for all possible rules these teams can follow. To study the organizational concomitants of stability, we characterize the rules by their memory, fluency, homogeneity, and autonomy. We relate these measures to work routine stability, and find that stability in ten member teams is enhanced by rules that have low memory, high homogeneity, and low autonomy.
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    International journal of flexible manufacturing systems 8 (1996), S. 131-157 
    ISSN: 1572-9370
    Keywords: column generation ; flow management ; linear programming ; routing ; workload balancing
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract The routing mix problem in flexible assembly systems is considered. The problem consists of assigning the operations for each part to the machines, with the two objectives of balancing the machine workloads and minimizing the burden of the transportation system. These two objectives are sometimes conflicting, since the latter tends to support assigning operations to the same machine(s) as much as possible, and this may be bad for workload balancing. A linear programming problem is presented that, given a constraint on the workload of each machine, finds one solution that minimizes the overall time spent moving the parts from one machine to another. Since such a linear program may have an exponential number of variables, an efficient column generation technique to solve the problem is devised. The efficiency of the method is validated by experiments on a large number of random problems.
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    Annals of operations research 97 (2000), S. 111-129 
    ISSN: 1572-9338
    Keywords: repo contracts ; portfolio management ; linear programming ; 90A09 ; 90C05 ; 68U20
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    Topics: Mathematics , Economics
    Notes: Abstract In this paper we present a model for management of bond portfolio including financing and investment repo contracts. Different specifications are suggested in order to reduce the problem to a linear programming problem and to consider a self-financing portfolio. The models are tested on historical data assuming a technical time scale equal to the minimum length of the contracts in the portfolio. We also compared different operative strategies on a time horizon of one month.
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    Journal of dynamics and differential equations 12 (2000), S. 117-167 
    ISSN: 1572-9222
    Keywords: singular perturbation ; standing pulses ; stability ; Hopf bifurcation ; reaction-diffusion system
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    Topics: Mathematics
    Notes: Abstract Bifurcation phenomena from standing pulse solutions of the problem $$\varepsilon \tau u_t = \varepsilon ^2 u_{xx} + f(u,v),{\text{ }}v_t = v_{xx} + g(u,v)$$ is considered. ε(〉0) is a sufficiently small parameter and τ is a positive one. It is shown that there exist two types of destabilization of standing pulse solutions when τ decreases. One is the appearance of travelling pulse solutions via the static bifurcation and the other is that of in-phase breathers via the Hopf bifurcation. Furthermore which type of destabilization occurs first with decreasing τ is discussed for the piecewise linear nonlinearities f and g.
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    Journal of dynamics and differential equations 5 (1993), S. 189-218 
    ISSN: 1572-9222
    Keywords: Equivariant bifurcation ; symmetry ; singularity ; equivariant jets and transversality ; normal forms ; universal unfolding ; stability ; structural stability ; 58F14 ; 58E07 ; 58C27
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    Topics: Mathematics
    Notes: Abstract The theoretical machinery from singularity theory introduced by Golubitsky, Stewart, and Schaeffer, to study equivariant bifurcation problems, is completed and expanded while generalized to the multiple parameter context. In this setting the finite determinacy theorems or normal forms, the stability of equivariant bifurcation problems, and the structural stability of the universal unfolding are discussed.
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    Journal of dynamics and differential equations 6 (1994), S. 447-486 
    ISSN: 1572-9222
    Keywords: Free boundary problems ; gasless combustion ; stability ; Hopf bifurcation ; 35R35 ; 35B40 ; 80A25
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    Topics: Mathematics
    Notes: Abstract In this paper, we analyze a simple free boundary model associated with solid combustion and some phase transition processes. There is strong evidence that this “one-phase” model captures all major features of dynamical behavior of more realistic (and complicated) combustion and phase transition models. The principal results concern the dynamical behavior of the model as a bifurcation parameter (which is related to the activation energy in the case of combustion) varies. We prove that the basic uniform front propagation is asymptotically stable against perturbations for the bifurcation parameter above the instability threshold and that a Hopf bifurcation takes place at the threshold value. Results of numerical simulations are presented which confirm that both supercritical and subcritical Hofp bifurcation may occur for physically reasonable nonlinear kinetic functions.
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    Journal of dynamics and differential equations 9 (1997), S. 463-505 
    ISSN: 1572-9222
    Keywords: Difference equations ; random perturbation ; averaging ; diffusion approximation ; randomly perturbed iterations ; stability ; 3SR60 ; 60H15 ; 60J99
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Let (X, ℬ) and (Y,C) be two measurable spaces withX being a linear space. A system is determined by two functionsf(X): X→ X andϕ:X×Y→X, a (small) positive parameterε and a homogeneous Markov chain {y n } in (Y,C) which describes random perturbations. States of the system, say {x n ɛ ∈X, n=0, 1,⋯}, are determined by the iteration relations:x n+1 ɛ =f(x n ɛ )+ɛϕ(x n ɛ ,Yn+1) forn≥0, wherex 0 ɛ =x 0 is given. Here we study the asymptotic behavior of the solutionx n ɛ asε → 0 andn → ∞ under various assumptions on the data. General results are applied to some problems in epidemics, genetics and demographics.
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    Set-valued analysis 5 (1997), S. 377-390 
    ISSN: 1572-932X
    Keywords: differential inclusions ; stability ; boundedness of solutions ; Lyapunov functions
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    Topics: Mathematics
    Notes: Abstract For Lipschitzian differential inclusions, we prove that the existence of suitable Lyapunov functions is necessary for uniform stability and uniform boundedness of solutions.
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    Set-valued analysis 4 (1996), S. 361-374 
    ISSN: 1572-932X
    Keywords: 34A60 ; 34E15 ; 34C29 ; differential inclusion ; singular perturbation ; averaging method ; controlability ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider nonlinear, singularly perturbed differential inclusions and apply the averaging method in order to construct a limit differential inclusion for slow motion. The main approximation result states that the existence and regularity of the limit differential inclusion suffice to describe the limit behavior of the slow motion. We give explicit approximation rates for the uniform convergence on compact time intervals. The approach works under controllability or stability properties of fast motion.
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    Set-valued analysis 7 (1999), S. 209-238 
    ISSN: 1572-932X
    Keywords: nonsmooth analysis ; subdifferentials ; coderivatives ; implicit function theorem ; solvability ; stability ; open mapping theorem ; metric regularity ; multidirectional mean value inequality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove a general implicit function theorem for multifunctions with a metric estimate on the implicit multifunction and a characterization of its coderivative. Traditional open covering theorems, stability results, and sufficient conditions for a multifunction to be metrically regular or pseudo-Lipschitzian can be deduced from this implicit function theorem. We prove this implicit multifunction theorem by reducing it to an implicit function/solvability theorem for functions. This approach can also be used to prove the Robinson–Ursescu open mapping theorem. As a tool for this alternative proof of the Robinson–Ursescu theorem, we also establish a refined version of the multidirectional mean value inequality which is of independent interest.
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    Annals of operations research 14 (1988), S. 245-289 
    ISSN: 1572-9338
    Keywords: 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
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: 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.
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  • 81
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    Set-valued analysis 1 (1993), S. 393-402 
    ISSN: 1572-932X
    Keywords: Primary: 49J40, 65K10, 47A55, 47H05, 65L20 ; Variational inequality ; perturbation ; unbounded and nonsmooth operators ; convex sets ; Hausdorff distance ; regularization ; monotonicity ; convergence ; stability
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    Topics: Mathematics
    Notes: Abstract The stability and convergence of the solutions of perturbed and regularized variational inequality to the solutions of the primary (unstable a priori) variational inequality with proper monotone operator are investigated. All the objects of inequality: the operatorA, the right-hand partf and the set of constrains Ω are to be perturbed. At the same time no assumptions of boundedness and smoothness of the operatorA are used. The connection between the parameters of perturbations, which guarantees strong convergence of approximate solutions, is established. It is proved that the existence of the solution to the unperturbed variational inequality is necessary and sufficient condition for convergence of the regularized perturbed inequality solutions.
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    Annals of operations research 57 (1995), S. 233-249 
    ISSN: 1572-9338
    Keywords: Steiner tree ; game theory ; cost allocation ; integer programming ; linear programming
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    Topics: Mathematics , Economics
    Notes: Abstract A cost allocation problem arising from the Steiner Tree (ST) problem in networks is analyzed. This cost allocation problem is formulated as a cost cooperative game in characteristic function form, referred to as theST-game. The class ofST games generalizes the class of minimum cost spanning tree games which were used in the literature to analyze a variety of cost allocation problems. In general, the core of anST-game may be empty. We construct an efficient Core Heuristic to compute a “good” lower bound on the maximum fraction of the total cost that can be distributed among users while satisfying the core constraints. Based on the Core Heuristic, we also provide a sufficient condition for a givenST not to be optimal for the linear programming relaxation of an integer programming formulation of theST problem. The Core Heuristic was implemented and tested on 76 data sets from the literature (Wong's, Aneja's and Beasley's Steiner tree problems). Core points were found for 69 of these cases, and points “close” to the core were computed in the others.
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    Annals of operations research 58 (1995), S. 67-98 
    ISSN: 1572-9338
    Keywords: Column generation ; convex programming ; cutting plane methods ; decomposition ; interior point method ; linear programming ; logarithmic barrier function ; nonsmooth optimization ; semi-infinite programming
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    Topics: Mathematics , Economics
    Notes: Abstract The paper presents a logarithmic barrier cutting plane algorithm for convex (possibly non-smooth, semi-infinite) programming. Most cutting plane methods, like that of Kelley, and Cheney and Goldstein, solve a linear approximation (localization) of the problem and then generate an additional cut to remove the linear program's optimal point. Other methods, like the “central cutting” plane methods of Elzinga-Moore and Goffin-Vial, calculate a center of the linear approximation and then adjust the level of the objective, or separate the current center from the feasible set. In contrast to these existing techniques, we develop a method which does not solve the linear relaxations to optimality, but rather stays in the interior of the feasible set. The iterates follow the central path of a linear relaxation, until the current iterate either leaves the feasible set or is too close to the boundary. When this occurs, a new cut is generated and the algorithm iterates. We use the tools developed by den Hertog, Roos and Terlaky to analyze the effect of adding and deleting constraints in long-step logarithmic barrier methods for linear programming. Finally, implementation issues and computational results are presented. The test problems come from the class of numerically difficult convex geometric and semi-infinite programming problems.
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    Annals of operations research 51 (1994), S. 45-59 
    ISSN: 1572-9338
    Keywords: Multiple objective ; linear programming ; stochastic ; decision support system
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    Topics: Mathematics , Economics
    Notes: Abstract Most of the multiple objective linear programming (MOLP) methods which have been proposed in the last fifteen years suppose deterministic contexts, but because many real problems imply uncertainty, some methods have been recently developed to deal with MOLP problems in stochastic contexts. In order to help the decision maker (DM) who is placed before such stochastic MOLP problems, we have built a Decision Support System called PROMISE. On the one hand, our DSS enables the DM to identify many current stochastic contexts: risky situations and also situations of partial uncertainty. On the other hand, according to the nature of the uncertainty, our DSS enables the DM to choose the most appropriate interactive stochastic MOLP method among the available methods, if such a method exists, and to solve his problem via the chosen method.
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    Annals of operations research 99 (2000), S. 95-122 
    ISSN: 1572-9338
    Keywords: cutting plane ; path following ; analytic center ; linear programming ; convex programming
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    Topics: Mathematics , Economics
    Notes: Abstract A cutting plane method for linear programming is described. This method is an extension of Atkinson and Vaidya's algorithm, and uses the central trajectory. The logarithmic barrier function is used explicitly, motivated partly by the successful implementation of such algorithms. This makes it possible to maintain primal and dual iterates, thus allowing termination at will, instead of having to solve to completion. This algorithm has the same complexity (O(nL 2) iterations) as Atkinson and Vaidya's algorithm, but improves upon it in that it is a “long-step” version, while theirs is a “short-step” one in some sense. For this reason, this algorithm is computationally much more promising as well. This algorithm can be of use in solving combinatorial optimization problems with large numbers of constraints, such as the Traveling Salesman Problem.
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    International journal of flexible manufacturing systems 10 (1998), S. 5-25 
    ISSN: 1572-9370
    Keywords: Chebychev minmax ; circle and sphere out-of-roundness tolerance ; coordinate measuring machine ; linear programming ; quality control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract This work addresses the problem of enclosing given data points between two concentric circles (spheres) of minimum distance whose associated annulus measures the out-of-roundness (OOR) tolerance. The problem arises in analyzing coordinate measuring machine (CMM) data taken against circular (spherical) features of manufactured parts. It also can be interpreted as the “geometric” Chebychev problem of fitting a circle (sphere) to data so as to minimize the maximum distance deviation. A related formulation, the “algebraic” Chebychev formula, determines the equation of a circle (sphere) to minimize the maximum violation of the equation by the data points. In this paper, we describe a linear-programming approach for the algebraic Chebychev formula that determines reference circles (spheres) and related annuluses whose widths are very close to the widths of the true geometric Chebychev annuluses. We also compare the algebraic Chebychev formula against the popular algebraic least-squares solutions for various data sets. In most of these examples, the algebraic and geometric Chebychev solutions coincide, which appears to be the case for most real applications. Such solutions yield concentric circles whose separation is less than that of the corresponding least-squares solution. It is suggested that the linear-programming approach be considered as an alternate solution method for determining OOR annuluses for CMM data sets.
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    International journal of flexible manufacturing systems 4 (1992), S. 217-235 
    ISSN: 1572-9370
    Keywords: flexible flow scheduling ; part releasing ; linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract This research involves the development and evaluation of a part flow control model for a type of flexible manufacturing system (FMS) called a dedicated flexible flow line (FFL). In the FFL, all part types flow along the same path between successive machine groups. The specific objective of the part flow control model for the FFL is to minimize makespan for a given set of parts produced in a FFL near-term schedule, given fixed available buffer constraints. The control model developed in this research involved the repeated, real-time execution of a mathematical programming algorithm. The algorithm attempts to release the right mix of parts at the tight time to keep the FFL operating smoothly. The focus of the approach is directed toward managing WIP buffers for each machine group queue. The algorithm specifically incorporates stochastic disturbance factors such as machine failures. Through a limited number of simulation experiments, performance of the control model is shown to be superior to other parts releasing and control methods reported in the literature.
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  • 88
    ISSN: 1572-9397
    Keywords: set partitioning ; preprocessing ; linear programming ; Lagrangian dual
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Given a finite ground set, a set of subsets, and costs on the subsets, the set partitioning problem is to find a minimum cost partition of the ground set. Many combinatorial optimization problems can be formulated as set partitioning problems. We present an approximation algorithm that produces high-quality solutions in an acceptable amount of computation time. The algorithm is iterative and combines problem size-reduction techniques, such as logical implications derived from feasibility and optimality conditions and reduced cost fixing, with a primal heuristic based on cost perturbations embedded in a Lagrangian dual framework, and cutting planes. Computational experiments illustrate the effectiveness of the approximation algorithm.
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    Journal of dynamics and differential equations 1 (1989), S. 299-325 
    ISSN: 1572-9222
    Keywords: Commodity markets ; time delays ; stability ; Hopf bifurcation ; 34K15 ; 45J05 ; 90A16
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A model for the dynamics of price adjustment in a single commodity market is developed. Nonlinearities in both supply and demand functions are considered explicitly, as are delays due to production lags and storage policies, to yield a nonlinear integrodifferential equation. Conditions for the local stability of the equilibrium price are derived in terms of the elasticities of supply and demand, the supply and demand relaxation times, and the equilibrium production-storage delay. The destabilizing effect of consumer memory on the equilibrium price is analyzed, and the ensuing Hopf bifurcations are described.
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    Journal of dynamics and differential equations 4 (1992), S. 161-190 
    ISSN: 1572-9222
    Keywords: Delay differential equations ; equilibrium ; stability ; limiting equations ; population dynamics ; 34K20 ; 34K25 ; 92A15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Applying an analytical method and several limiting equations arguments, some sufficient conditions are provided for the existence of a unique positive equilibriumK for the delay differential equationx=−γx+D(x t ), which is the general form of many population models. The results are concerned with the global attractivity, uniform stability, and uniform asymptotic stability ofK. Application of the results to some known population models, which shows the effectiveness of the methods applied here, is also presented.
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    Journal of dynamics and differential equations 5 (1993), S. 105-128 
    ISSN: 1572-9222
    Keywords: Delay system ; stability ; relative variance ; dynamical disease
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A new approach to the study of delay systems, applicable to physiological control systems and other systems where little information about the time delays is available, is examined. The method is based on the fact that stability information can be deduced from the statistical properties of the probability distribution that encodes the structure of the time delay. The main statistical variables used are the usual expectation parameter,E, and a modified variance, calledrelative variance and denotedR, that is invariant under time scale changes. Recent work of the author has shown that stability often improves asR increases whileE remains fixed. A four-parameter family of delay models is analysed in this paper, and the (E, R) pair is found to be a reliable indicator of stability over the global parameter domain of the family.
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    Journal of dynamics and differential equations 6 (1994), S. 325-334 
    ISSN: 1572-9222
    Keywords: Nonlinear Schrödinger equations ; anisotropic standing waves ; stability ; concentration compactness principle ; Davey-Stewartson system ; 35Q35 ; 35B35
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study the stability of standing waves for a nonlinear Schrödinger equation, which derives from the generalized Davey-Stewartson system in the elliptic-elliptic case. We prove the existence of stable standing waves under certain conditions.
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    Journal of dynamics and differential equations 6 (1994), S. 631-637 
    ISSN: 1572-9222
    Keywords: stability ; fixed point index ; periodic solutions
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    Topics: Mathematics
    Notes: Abstract In this paper, we prove that a stable isolated fixed point of an orientation preserving local homeomorphism onR 2 has fixed point index 1. We also give a number of applications to differential equations. In particular, we deduce that a number of existence methods for producing periodic solutions of differential equations in the plane always produce unstable solutions.
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    Order 14 (1997), S. 269-278 
    ISSN: 1572-9273
    Keywords: preemptive scheduling ; non preemptive scheduling ; linear programming
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    Topics: Mathematics
    Notes: Abstract The general non preemptive multiprocessor scheduling problem (NPMS) is NP-Complete, while in many specific cases, the same problem is Time-polynomial. A first connection between PMS and linear programming was established by Yannanakis, Sauer and Stone, who associated to any PMS instance some specific linear program. The main result inside this paper consists in a characterization of the partially ordered structures which allow the optimal values of any associated PMS instance to be equal to the optimal values of the corresponding linear programs.
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    Set-valued analysis 8 (2000), S. 253-266 
    ISSN: 1572-932X
    Keywords: Hausdorff metric ; linear inequality systems ; stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we propose a Hausdorff metric to measure the “distance” between two linear inequality systems on a real normed space X. For this topology, which comes through a pseudo-metric in the set Σ of linear inequality systems, the closedness of the feasible set mapping is studied, and at the same time a characterization of the stability of the subset Σ c of consistent sytems is given.
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    Annals of operations research 43 (1993), S. 427-441 
    ISSN: 1572-9338
    Keywords: Petroleum production ; linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The purpose of this paper is to describe a planning model for the management of approximately 130 petroleum-producing wells in the North Sea. The objective is to form a better basis for the decisions about which wells to produce from and which to shut down during a period. Every well is dealt with individually as the production potential and chemical composition are different. The total flow consists of six saleable components: gas, four NGL products, and oil. The production may be curtailed due to the capacities of the platforms, gathering centre, pipelines and refinery plants. The total gas production is available for fulfilling the gas contracts, injecting the gas into the reservoirs or using the gas as fuel. There exist contracts for some of the NGL products, while the rest of the NGL products and oil are sold on the free market. The well-management model is solved by means of a standard mathematical programming code, and computational results are given for a planning problem with four different data sets.
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  • 97
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    Annals of operations research 97 (2000), S. 143-162 
    ISSN: 1572-9338
    Keywords: portfolio selection ; multiple criteria ; linear programming ; equity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The portfolio selection problem is usually considered as a bicriteria optimization problem where a reasonable trade-off between expected rate of return and risk is sought. In the classical Markowitz model the risk is measured with variance, thus generating a quadratic programming model. The Markowitz model is frequently criticized as not consistent with axiomatic models of preferences for choice under risk. Models consistent with the preference axioms are based on the relation of stochastic dominance or on expected utility theory. The former is quite easy to implement for pairwise comparisons of given portfolios whereas it does not offer any computational tool to analyze the portfolio selection problem. The latter, when used for the portfolio selection problem, is restrictive in modeling preferences of investors. In this paper, a multiple criteria linear programming model of the portfolio selection problem is developed. The model is based on the preference axioms for choice under risk. Nevertheless, it allows one to employ the standard multiple criteria procedures to analyze the portfolio selection problem. It is shown that the classical mean-risk approaches resulting in linear programming models correspond to specific solution techniques applied to our multiple criteria model.
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    Annals of operations research 73 (1997), S. 253-276 
    ISSN: 1572-9338
    Keywords: Data Envelopment Analysis ; game theory ; efficiency ; linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Dominant Competitive Factors, unique solutions to a new class of two-person ratio efficiency games, are introduced as a means for distinguishing exceptional aspects of individual performance. The vectors of input-output multipliers thus obtained may be analyzed collectively so that commonalities within groups and differences across groups may be discovered. The method is applied to "Program Follow-Through", the original impetus for developing Data Envelopment Analysis. Our results are compared with those of the earlier study, whereupon substantial new insights are obtained.
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    Annals of operations research 73 (1997), S. 299-321 
    ISSN: 1572-9338
    Keywords: Discriminant Analysis ; linear programming ; Data Envelopment Analysis ; insurance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Data Envelopment Analysis (DEA) and Discriminant Analysis (DA) are similar in that both may be used to classify units as exhibiting either good or poor performance. Both use linear programming to select a set of factor weights that determines group membership relative to a "threshold" or hyperplane. This similarity was pointed out in an earlier paper, in which several methods which combine aspects of DA and DEA were suggested. This paper further develops one of these hybrid methods, which can be described as an efficiency approach to Discriminant Analysis. The various formulation options are considered with respect to their effects on solution quality and stability. The stability issue is raised by the fact that solution equivalence under data transformation (including both translation and rotation) is considered important in DA, and has significantly affected model formulation. Thus, the data transformation issue is studied for the hybrid method, and also for DEA. The hybrid method is applied to an insurance data set, where some firms are solvent and others in financial distress, to further evaluate the method and its possible formulations. DA methods are applied to the same data set to provide a basis for comparison. The hybrid method is shown to outperform the general discriminant models.
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    Annals of operations research 99 (2000), S. 251-265 
    ISSN: 1572-9338
    Keywords: stochastic programming ; bond portfolio management ; interest ratescenarios ; stability ; sensitivity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The bond portfolio management problem is formulated as a multiperiod two-stage or multistage stochastic program based on interest rate scenarios. These scenarios depend on the available market data, on the applied estimation and sampling techniques, etc., and are used to evaluate coefficients of the resulting large scale mathematical program. The aim of the contribution is to analyze stability and sensitivity of this program on small changes of the coefficients – the (scenario dependent) values of future interest rates and prices. We shall prove that under sensible assumptions, the scenario subproblems are stable linear programs and that also the optimal first-stage decisions and the optimal value of the considered stochastic program possess acceptable continuity properties.
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