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Finding target units in FDH model by least-distance measure model

Ali Ebrahimnejad, Reza Shahverdi, Farzad Rezaee Balf, Maryam Hatefi (2013)

Kybernetika

Recently, some authors used the Least-Distance Measure model in order to obtain the shortest distance between the evaluated Decision Making Unit (DMU) and the strongly efficient production frontier. But, their model is not applicable for situation in which the production possibility set satisfies free disposability property. In this paper, we propose a new approach to this end in FDH model which improves the application potential of the Least-Distance Measure and overcomes the mentioned shortcoming....

Finding the principal points of a random variable

Emilio Carrizosa, E. Conde, A. Castaño, D. Romero-Morales (2001)

RAIRO - Operations Research - Recherche Opérationnelle

The p -principal points of a random variable X with finite second moment are those p points in minimizing the expected squared distance from X to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.

Finding the principal points of a random variable

Emilio Carrizosa, E. Conde, A. Castaño, D. Romero–Morales (2010)

RAIRO - Operations Research

The p-principal points of a random variable X with finite second moment are those p points in minimizing the expected squared distance from X to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.

Finite buffer GI/Geo/ 1 batch servicing queue with multiple working vacations

P. Vijaya Laxmi, Kanithi Jyothsna (2014)

RAIRO - Operations Research - Recherche Opérationnelle

This paper analyzes a discrete-time finite buffer renewal input queue with multiple working vacations where services are performed in batches of maximum size “b”. The service times both during a regular service period and vacation period and vacation times are geometrically distributed. Employing the supplementary variable and imbedded Markov chain techniques, we derive the steady-state queue length distributions at pre-arrival, arbitrary and outside observer’s observation epochs. Based on the queue...

First- and second-order optimality conditions for mathematical programs with vanishing constraints

Tim Hoheisel, Christian Kanzow (2007)

Applications of Mathematics

We consider a special class of optimization problems that we call Mathematical Programs with Vanishing Constraints, MPVC for short, which serves as a unified framework for several applications in structural and topology optimization. Since an MPVC most often violates stronger standard constraint qualification, first-order necessary optimality conditions, weaker than the standard KKT-conditions, were recently investigated in depth. This paper enlarges the set of optimality criteria by stating first-order...

First Order Characterizations of Pseudoconvex Functions

Ivanov, Vsevolod (2001)

Serdica Mathematical Journal

First order characterizations of pseudoconvex functions are investigated in terms of generalized directional derivatives. A connection with the invexity is analysed. Well-known first order characterizations of the solution sets of pseudolinear programs are generalized to the case of pseudoconvex programs. The concepts of pseudoconvexity and invexity do not depend on a single definition of the generalized directional derivative.

First passage risk probability optimality for continuous time Markov decision processes

Haifeng Huo, Xian Wen (2019)

Kybernetika

In this paper, we study continuous time Markov decision processes (CTMDPs) with a denumerable state space, a Borel action space, unbounded transition rates and nonnegative reward function. The optimality criterion to be considered is the first passage risk probability criterion. To ensure the non-explosion of the state processes, we first introduce a so-called drift condition, which is weaker than the well known regular condition for semi-Markov decision processes (SMDPs). Furthermore, under some...

First-Order Conditions for Optimization Problems with Quasiconvex Inequality Constraints

Ginchev, Ivan, Ivanov, Vsevolod I. (2008)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 90C46, 90C26, 26B25, 49J52.The constrained optimization problem min f(x), gj(x) ≤ 0 (j = 1,…p) is considered, where f : X → R and gj : X → R are nonsmooth functions with domain X ⊂ Rn. First-order necessary and first-order sufficient optimality conditions are obtained when gj are quasiconvex functions. Two are the main features of the paper: to treat nonsmooth problems it makes use of Dini derivatives; to obtain more sensitive conditions, it admits directionally...

First-order semidefinite programming for the two-electron treatment of many-electron atoms and molecules

David A. Mazziotti (2007)

ESAIM: Mathematical Modelling and Numerical Analysis


The ground-state energy and properties of any many-electron atom or molecule may be rigorously computed by variationally computing the two-electron reduced density matrix rather than the many-electron wavefunction. While early attempts fifty years ago to compute the ground-state 2-RDM directly were stymied because the 2-RDM must be constrained to represent an N-electron wavefunction, recent advances in theory and optimization have made direct computation of the 2-RDM possible. The constraints in...

Flexible measures in production process: A DEA-based approach

Alireza Amirteimoori, Ali Emrouznejad (2011)

RAIRO - Operations Research

Data envelopment analysis (DEA) has been proven as an excellent data-oriented efficiency analysis method for comparing decision making units (DMUs) with multiple inputs and multiple outputs. In conventional DEA, it is assumed that the status of each measure is clearly known as either input or output. However, in some situations, a performance measure can play input role for some DMUs and output role for others. Cook and Zhu [Eur. J. Oper. Res.180 (2007) 692–699] referred to these variables...

Flexible measures in production process: A DEA-based approach

Alireza Amirteimoori, Ali Emrouznejad (2011)

RAIRO - Operations Research

Data envelopment analysis (DEA) has been proven as an excellent data-oriented efficiency analysis method for comparing decision making units (DMUs) with multiple inputs and multiple outputs. In conventional DEA, it is assumed that the status of each measure is clearly known as either input or output. However, in some situations, a performance measure can play input role for some DMUs and output role for others. Cook and Zhu [Eur. J. Oper. Res.180 (2007) 692–699] referred to these variables...

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