On stability of some lexicographic integer optimization problem
The system of inequalities is transformed to the least squares problem on the positive ortant. This problem is solved using orthogonal transformations which are memorized as products. Author’s previous paper presented a method where at each step all the coefficients of the system were transformed. This paper describes a method applicable also to large matrices. Like in revised simplex method, in this method an auxiliary matrix is used for the computations. The algorithm is suitable for unstable...
The minimization of a nonlinear function with linear and nonlinear constraints and simple bounds can be performed by minimizing an augmented Lagrangian function, including only the nonlinear constraints. This procedure is particularly interesting in case that the linear constraints are flow conservation equations, as there exist efficient techniques to solve nonlinear network problems. It is then necessary to estimate their multipliers, and variable reduction techniques can be used to carry out...
Constructive heuristics for shop scheduling problems are often based on priority (or dispatching) rules. However, recent work has demonstrated that insertion algorithms that step by step insert operations or jobs into partial schedules usually clearly outperform priority rules. In this paper, we consider various job shop scheduling problems with setup times. For each job a specific technological route and a release date are given. Moreover, the jobs are partitioned into groups. A sequence independent...
Let be the collection of all -optimal solutions for a stochastic process with locally bounded trajectories defined on a topological space. For sequences of such stochastic processes and of nonnegative random variables we give sufficient conditions for the (closed) random sets to converge in distribution with respect to the Fell-topology and to the coarser Missing-topology.