Hierarchical solution concept for static and multistage decision problems with two objectives
Hyperbolische Transformation konvexer Polyeder
Der Artikel beschäftigt sich mit einigen Eigenschaften von hyperbolischen, d. h. gebrochen-affinen, Transformationen, welche für die Bilder konvexer Polyeder bei solchen Transformationen von Bedeutung sind. Es wird eine explizite Darstellung des Bildes eines konvexen Polyeders durch Ecken und Kanten des Urbildpolyeders gewonnen, die Konvexität des Bildes und das Bild des relativen Inneren einer konvexen Menge untersucht.
Implementación de un algoritmo primal-dual de orden superior mediante el uso de un método predictor-corrector para programación lineal.
Se presenta una implementación de un algoritmo primal-dual de punto interior para la solución de problemas lineales. El algoritmo difiere de otros ya existentes (como el implementado en el sistema LoQo) en el hecho de que soluciona las denominadas "ecuaciones normales en forma primal" (LoQo soluciona el denominado "sistema aumentado") y en que realiza una clara distinción entre variables acotadas superior e inferiormente, y aquéllas sólo acotadas inferiormente. La eficiencia de la implementación...
Implementing an interior point method for linear programs on a CPU-GPU system.
Improved LP lower bounds for difference triangle sets.
Inexact Newton-type method for solving large-scale absolute value equation
Newton-type methods have been successfully applied to solve the absolute value equation (denoted by AVE). This class of methods usually solves a system of linear equations exactly in each iteration. However, for large-scale AVEs, solving the corresponding system exactly may be expensive. In this paper, we propose an inexact Newton-type method for solving the AVE. In each iteration, the proposed method solves the corresponding system only approximately. Moreover, it adopts a new line search technique,...
Inner search methods for linear programming
Inradius und Dicke konvexer Körper aus optimierungstheoretischer Sicht
Integer Linear Programming applied to determining monic hyperbolic irreducible polynomials with integer coefficients and span less than 4
In this work, we propose a new method to find monic irreducible polynomials with integer coefficients, only real roots, and span less than 4. The main idea is to reduce the search of such polynomials to the solution of Integer Linear Programming problems. In this frame, the coefficients of the polynomials we are looking for are the integer unknowns. We give inequality constraints specified by the properties that the polynomials should have, such as the typical distribution of their roots. These...
Interpolative fuzzy algorithms for intelligent controllers and decision making
Interpretación de los precios sombra en presencia de degeneración.
El propósito de nuestro trabajo es analizar la interpretación económica de las variables duales como "precios sombra" cuando la solución posible básica óptima del problema de programación lineal es degenerada. Resolvemos algunos ejemplos que ilustran esta interpretación usando el programa LINDO. Finalmente planteamos una modificación a la propuesta de Gal (1986) para llevar a cabo el análisis de sensibilidad en presencia de degeneración.
Interval linear regression analysis based on Minkowski difference – a bridge between traditional and interval linear regression models
In this paper, we extend the traditional linear regression methods to the (numerical input)-(interval output) data case assuming both the observation/measurement error and the indeterminacy of the input-output relationship. We propose three different models based on three different assumptions of interval output data. In each model, the errors are defined as intervals by solving the interval equation representing the relationship among the interval output, the interval function and the interval...
Interval matrices with Monge property
We generalize the Monge property of real matrices for interval matrices. We define two classes of interval matrices with the Monge property---in a strong and a weak sense. We study the fundamental properties of both types. We show several different characterizations of the strong Monge property. For the weak Monge property, we give a polynomial description and several sufficient and necessary conditions. For both classes, we study closure properties. We further propose a generalization of an algorithm...
Inverse barrier methods for linear programming
Je nový algoritmus lineárního programování lepší nebo horší než simplexová metoda?
Kelly's theorem from the duality of LP and Tychonoff's theorem
Krátká sdělení. O jednom minimálním problému v theorii lineárního plánování
Le traitement des solutions quasi optimales en programmation linéaire continue : une synthèse
Least Squares with a Quadratic Constraint.
Les effets de l’exposant de la fonction barrière multiplicative dans les méthodes de points intérieurs
Les méthodes de points intérieurs en programmation linéaire connaissent un grand succès depuis l’introduction de l’algorithme de Karmarkar. La convergence de l’algorithme repose sur une fonction potentielle qui, sous sa forme multiplicative, fait apparaître un exposant . Cet exposant est, de façon générale, choisi supérieur au nombre de variables du problème. Nous montrons dans cet article que l’on peut utiliser des valeurs de plus petites que . Ceci permet d’améliorer le conditionnement de...