This paper proposes a specialized LP-algorithm for a sub problem arising in simple Profit maximising Lot-sizing. The setting involves a single (and multi) item production system with negligible set-up costs/times and limited production capacity. The producer faces a monopolistic market with given time-varying linear demand curves.
Let be a real Hilbert space, a convex function of class that we wish to minimize under the convex constraint . A classical approach consists in following the trajectories of the generalized steepest descent system (cf. Brézis [5]) applied to the non-smooth function . Following Antipin [1], it is also possible to use a continuous gradient-projection system. We propose here an alternative method as follows: given a smooth convex function whose critical points coincide with and a control...
Let H be a real Hilbert space, a convex function of class that we wish to minimize under the convex constraint S. A classical approach consists in following the trajectories of the generalized steepest descent system (cf. Brézis [CITE]) applied to the non-smooth function . Following Antipin [1], it is also possible to use a continuous gradient-projection system. We propose here an alternative method as follows: given a smooth convex function whose critical points coincide with S and...
In this paper we propose to discuss some relationships between the classical Traveling Salesman Problem (TSP), Litlewood-Paley theory, and harmonic measure. This circle of ideas is also closely related to the theory of Cauchy integrals on Lipschitz graphs, and this aspect is discussed more fully in the paper of David and Semmes [2] in this proceedings. The main differences between the subjects in [2] and this paper are that the results here are valid for one dimensional sets, whereas [2] treats...
The paper focuses on the acceleration of the computer optimization of heat radiation intensity on the mould surface. The mould is warmed up by infrared heaters positioned above the mould surface, and in this way artificial leathers in the automotive industry are produced (e.g. for car dashboards). The presented heating model allows us to specify the position of infrared heaters over the mould to obtain approximately even heat radiation intensity on the whole mould surface. In this way we can obtain...
Standard facts about separating linear functionals will be used to determine how two cones and and their duals and may overlap. When is linear and and are cones, these results will be applied to and , giving a unified treatment of several theorems of the alternate which explain when contains an interior point of . The case when is the space of Hermitian matrices, is the positive semidefinite matrices, and yields new and known results about the existence of block diagonal...
Evolutionary Algorithms, also known as Genetic Algorithms in a former terminology, are probabilistic algorithms for optimization, which mimic operators from natural selection and genetics. The paper analyses the convergence of the heuristic associated to a special type of Genetic Algorithm, namely the Steady State Genetic Algorithm (SSGA), considered as a discrete-time dynamical system non-generational model. Inspired by the Markov chain results in finite Evolutionary Algorithms, conditions are...
Optimization problems depending on a probability measure correspond to many applications. These problems can be static (single-stage), dynamic with finite (multi-stage) or infinite horizon, single- or multi-objective. It is necessary to have complete knowledge of the “underlying” probability measure if we are to solve the above-mentioned problems with precision. However this assumption is very rarely fulfilled (in applications) and consequently, problems have to be solved mostly on the basis of...