Problème des inégalités. Applications à la programmation et au contrôle optimal
Problèmes de partitionnement : exploration arborescente ou méthode de troncatures ?
Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Problèmes fractionnaires : tour d'horizon sur les applications et méthodes de résolution
Fractional programming consists in optimizing a ratio of two functions subject to some constraints. Different versions of this model, linear or nonlinear, have applications in various fields like combinatorial optimization, stochastic programming, data bases, and economy. Three resolution methods are presented: direct solution, parametric approach and solution of an equivalent problem.
Problemi di ottimizzazione nella teoria delle code
Problemi di taglio minimo con vincoli di cardinalità
Problemi strutturati a blocchi con variabili intere: casi teorici e applicazione ad un problema reale
Proč řešit graficky úlohy lineárního programování
At universities focused on economy, Operation Research topics are usually included in the study plan, including solving of Linear Programming problems. A universal tool for their algebraic solution is (numerically difficult) Simplex Algorithm, for which it is necessary to know at least the fundamental of Matrix Algebra. To illustrate this method of solving LP problems and to discuss all types of results, it seems to be very convenient to include a chapter about graphic solutions to LP problems....
Procédure automatique d'examen de dossiers fondée sur une segmentation trichotomique en présence de critères multiples
Procédure de répartition optimale, pour le métro, à un horizon fixé, de l'énergie électrique
Procédure d'exploration par séparation et évaluation
Producing the tangency portfolio as a corner portfolio
One-fund theorem states that an efficient portfolio in a Mean-Variance (M-V) portfolio selection problem for a set of some risky assets and a riskless asset can be represented by a combination of a unique risky fund (tangency portfolio) and the riskless asset. In this paper, we introduce a method for which the tangency portfolio can be produced as a corner portfolio. So, the tangency portfolio can be computed easily and fast by any algorithm designed for tracing out the M-V efficient frontier via...
Product form parametric representation of the solutions to a quadratic boolean equation
Production games, core deficit, duality and shadow prices
Considered here are production (or market) games with transferable utility. Prime objects are explicitly computable core solutions, or somewhat "deficit" versions of such, fully defined by shadow prices. Main arguments revolve around standard Lagrangian duality. A chief concern is to relax, or avoid, the commonplace assumption that all preferences and production possibilities be convex. Doing so, novel results are obtained about non-emptiness of the core, and about specific imputations therein.
Production Planning in Mines Using Fuzzy Linear Programming
Production-inventory system with finite production rate, stock-dependent demand, and variable holding cost
In general, traditional production-inventory systems are based on a number of simplifying – but somewhat unrealistic – assumptions, including constant demand rate, constant holding cost, and instantaneous order replenishment. These assumptions have been individually challenged in numerous variations of production-inventory models. Finite production rate models, such as economic production quantity (EPQ) systems consider gradual order replenishment. Stock-dependent demand models assume the demand...
Productivity of activities in the optimal allocation of one resource
The notion of productivity of activities is introduced, its characterization is given and three special types of return functions are examined.
Programmation bivalente à plusieurs fonctions économiques
Programmation dynamique discrète. -optimums d’un problème séquentiel
Programmation hyperbolique en variables bivalentes