Displaying similar documents to “The extent to which linear problems have linear optimal algorithms”

On the complexity of determining tolerances for ε-optimal solutions to min-max combinatorial optimization problems

Diptesh Ghosh, Gerard Sierksma (2003)

Applicationes Mathematicae

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This paper studies the complexity of sensitivity analysis for optimal and ε-optimal solutions to general 0-1 combinatorial optimization problems with min-max objectives. Van Hoesel and Wagelmans [9] have studied the complexity of sensitivity analysis of optimal and ε-optimal solutions to min-sum problems, and Ramaswamy et al. [17] the complexity of sensitivity analysis of optimal solutions to min-max problems. We show that under some mild assumptions the sensitivity analysis of ε-optimal...

On the conjecture relating minimax and minimean complexity norms

Peter Růžička, Juraj Wiedermann (1979)

Aplikace matematiky

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Using counterexample it has been shown that an algorithm which is minimax optimal and over all minimax optimal algorithms is minimean optimal and has a uniform behaviour need not to be minimean optimal.

Optimal streams of premiums in multiperiod credibility models

L. Gajek, P. Miś, J. Słowińska (2007)

Applicationes Mathematicae

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Optimal arrangement of a stream of insurance premiums for a multiperiod insurance policy is considered. In order to satisfy solvency requirements we assume that a weak Axiom of Solvency is satisfied. Then two optimization problems are solved: finding a stream of net premiums that approximates optimally 1) future claims, or 2) "anticipating premiums". It is shown that the resulting optimal streams of premiums enable differentiating between policyholders much more quickly than one-period...