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Displaying similar documents to “Linear programs with an additional separable concave constraint.”

Stochastic bottleneck transportation problem with flexible supply and demand quantity

Yue Ge, Hiroaki Ishii (2011)

Kybernetika

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We consider the following bottleneck transportation problem with both random and fuzzy factors. There exist m supply points with flexible supply quantity and n demand points with flexible demand quantity. For each supply-demand point pair, the transportation time is an independent positive random variable according to a normal distribution. Satisfaction degrees about the supply and demand quantity are attached to each supply and each demand point, respectively. They are denoted by membership...

A branch&bound algorithm for solving one-dimensional cutting stock problems exactly

Guntram Scheithauer, Johannes Terno (1995)

Applicationes Mathematicae

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Many numerical computations reported in the literature show only a small difference between the optimal value of the one-dimensional cutting stock problem (1CSP) and that of the corresponding linear programming relaxation. Moreover, theoretical investigations have proven that this difference is smaller than 2 for a wide range of subproblems of the general 1CSP.

Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods

Jacek Błaszczyk, Andrzej Karbowski, Krzysztof Malinowski (2007)

International Journal of Applied Mathematics and Computer Science

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The main purpose of this paper is to describe the design, implementation and possibilities of our object-oriented library of algorithms for dynamic optimization problems. We briefly present library classes for the formulation and manipulation of dynamic optimization problems, and give a general survey of solver classes for unconstrained and constrained optimization. We also demonstrate methods of derivative evaluation that we used, in particular automatic differentiation. Further, we...