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Integer Linear Programming applied to determining monic hyperbolic irreducible polynomials with integer coefficients and span less than 4

Souad El Otmani, Armand Maul, Georges Rhin, Jean-Marc Sac-Épée (2013)

Journal de Théorie des Nombres de Bordeaux

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...

Integer programming approaches for minimum stabbing problems

Breno Piva, Cid C. de Souza, Yuri Frota, Luidi Simonetti (2014)

RAIRO - Operations Research - Recherche Opérationnelle

The problem of finding structures with minimum stabbing number has received considerable attention from researchers. Particularly, [10] study the minimum stabbing number of perfect matchings (mspm), spanning trees (msst) and triangulations (mstr) associated to set of points in the plane. The complexity of the mstr remains open whilst the other two are known to be 𝓝𝓟-hard. This paper presents integer programming (ip) formulations for these three problems, that allowed us to...

Integer Programming Formulation of the Bilevel Knapsack Problem

R. Mansi, S. Hanafi, L. Brotcorne (2010)

Mathematical Modelling of Natural Phenomena

The Bilevel Knapsack Problem (BKP) is a hierarchical optimization problem in which the feasible set is determined by the set of optimal solutions of parametric Knapsack Problem. In this paper, we propose two stages exact method for solving the BKP. In the first stage, a dynamic programming algorithm is used to compute the set of reactions of the follower. The second stage consists in solving an integer program reformulation of BKP. We show that the...

Interactive compromise hypersphere method and its applications

Sebastian Sitarz (2012)

RAIRO - Operations Research - Recherche Opérationnelle

The paper focuses on multi-criteria problems. It presents the interactive compromise hypersphere method with sensitivity analysis as a decision tool in multi-objective programming problems. The method is based on finding a hypersphere (in the criteria space) which is closest to the set of chosen nondominated solutions. The proposed modifications of the compromise hypersphere method are based on using various metrics and analyzing their influence on the original method. Applications of the proposed...

Interactive compromise hypersphere method and its applications

Sebastian Sitarz (2012)

RAIRO - Operations Research

The paper focuses on multi-criteria problems. It presents the interactive compromise hypersphere method with sensitivity analysis as a decision tool in multi-objective programming problems. The method is based on finding a hypersphere (in the criteria space) which is closest to the set of chosen nondominated solutions. The proposed modifications of the compromise hypersphere method are based on using various metrics and analyzing their influence on the original method. Applications of the proposed...

Internet shopping optimization problem

Jacek Błażewicz, Mikhail Y. Kovalyov, Jędrzej Musiał, Andrzej P. Urbański, Adam Wojciechowski (2010)

International Journal of Applied Mathematics and Computer Science

A high number of Internet shops makes it difficult for a customer to review manually all the available offers and select optimal outlets for shopping. A partial solution to the problem is brought by price comparators which produce price rankings from collected offers. However, their possibilities are limited to a comparison of offers for a single product requested by the customer. The issue we investigate in this paper is a multiple-item multiple-shop optimization problem, in which total expenses...

Interpretación de los precios sombra en presencia de degeneración.

Teresa León, Vicente Liern (1996)

Qüestiió

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.

Interpretation and optimization of the k -means algorithm

Kristian Sabo, Rudolf Scitovski (2014)

Applications of Mathematics

The paper gives a new interpretation and a possible optimization of the well-known k -means algorithm for searching for a locally optimal partition of the set 𝒜 = { a i ∈ ℝ n : i = 1 , ⋯ , m } which consists of k disjoint nonempty subsets π 1 , ⋯ , π k , 1 ≤ k ≤ m . For this purpose, a new divided k -means algorithm was constructed as a limit case of the known smoothed k -means algorithm. It is shown that the algorithm constructed in this way coincides with the k -means algorithm if during the iterative procedure no data points appear in the Voronoi diagram....

Interval linear regression analysis based on Minkowski difference – a bridge between traditional and interval linear regression models

Masahiro Inuiguchi, Tetsuzo Tanino (2006)

Kybernetika

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

Martin Černý (2020)

Applications of Mathematics

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...

Interval valued bimatrix games

Milan Hladík (2010)

Kybernetika

Payoffs in (bimatrix) games are usually not known precisely, but it is often possible to determine lower and upper bounds on payoffs. Such interval valued bimatrix games are considered in this paper. There are many questions arising in this context. First, we discuss the problem of existence of an equilibrium being common for all instances of interval values. We show that this property is equivalent to solvability of a certain linear mixed integer system of equations and inequalities. Second, we...

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