Modelling integer linear programs with Petri nets
We show in this paper that timed Petri nets, with one resource shared by all the transitions, are directly connected to the modelling of integer linear programs (ILP). To an ILP can be automatically associated an equivalent Petri net. The optimal reachability delay is an optimal solution of the ILP. We show next that a net can model any ILP. I order to do this, we give a new sufficient reachability condition for the marking equation, which also holds for general Petri nets without timed transitions. ...
En este artículo se considera un programa de Programación Lineal en el que los coeficientes del sistema de inecuaciones lineales, que definen el conjunto de restricciones, están dados de forma imprecisa o vaga. Se supone entonces que tales coeficientes pueden ser definidos mediante números difusos. Se propone un enfoque de resolución basado en las distintas versiones existentes para la comparación de números difusos. Finalmente, se obtienen diferentes modelos auxiliares de Programación Lineal, que...
Simple modifications of the limited-memory BFGS method (L-BFGS) for large scale unconstrained optimization are considered, which consist in corrections of the used difference vectors (derived from the idea of conjugate directions), utilizing information from the preceding iteration. For quadratic objective functions, the improvement of convergence is the best one in some sense and all stored difference vectors are conjugate for unit stepsizes. The algorithm is globally convergent for convex sufficiently...
We propose a modification of the golden ratio algorithm for solving pseudomonotone equilibrium problems with a Lipschitz-type condition in Hilbert spaces. A new non-monotone stepsize rule is used in the method. Without such an additional condition, the theorem of weak convergence is proved. Furthermore, with strongly pseudomonotone condition, the $R$-linear convergence rate of the method is established. The results obtained are applied to a variational inequality problem, and the convergence rate...
The interval eigenproblem in max-min algebra is studied. A classification of interval eigenvectors is introduced and six types of interval eigenvectors are described. Characterization of all six types is given for the case of strictly increasing eigenvectors and Hasse diagram of relations between the types is presented.
In this paper there are considered Markov decision processes (MDPs) that have the discounted cost as the objective function, state and decision spaces that are subsets of the real line but are not necessarily finite or denumerable. The considered MDPs have a cost function that is possibly unbounded, and dynamic independent of the current state. The considered decision sets are possibly non-compact. In the context described, conditions to obtain either an increasing or decreasing optimal stationary...
Firstly, in this paper there is considered a certain class of possibly unbounded optimization problems on Euclidean spaces, for which conditions that permit to obtain monotone minimizers are given. Secondly, the theory developed in the first part of the paper is applied to Markov control processes (MCPs) on real spaces with possibly unbounded cost function, and with possibly noncompact control sets, considering both the discounted and the average cost as optimality criterion. In the context described,...
A number of algorithms have been developed -including enumeration of feasible production sequences, alternative task selection and the generation of alternative production lines- to determine the optimal sequence in which products and by-products should be produced and the times at which the various production operations for each product should be carried out to meet a given product demand pattern, taking into account the available equipment, storage costs, stopover penalties and other plant limitations.Product...
In this paper, we consider linear complementarity problems with positive definite matrices through a multi-agent network. We propose a distributed continuous-time algorithm and show its correctness and convergence. Moreover, with the help of Kalman-Yakubovich-Popov lemma and Lyapunov function, we prove its asymptotic convergence. We also present an alternative distributed algorithm in terms of an ordinary differential equation. Finally, we illustrate the effectiveness of our method by simulations....