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Linear Programming Problem (linear + programming_problem)

Distribution by Scientific Domains

Business, Economics, Finance and Accounting	58%
Engineering	33%

Selected Abstracts

An Integer Linear Programming Problem with Multi-Criteria and Multi-Constraint Levels: a Branch-and-Partition Algorithm

INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, Issue 5 2001
Jun Li
In this paper, we propose a branch-and-partition algorithm to solve the integer linear programming problem with multi-criteria and multi-constraint levels (MC-ILP). The procedure begins with the relaxation problem that is formed by ignoring the integer restrictions. In this branch-and-partition procedure, an MC linear programming problem is adopted by adding a restriction according to a basic decision variable that is not integer. Then the MC-simplex method is applied to locate the set of all potential solutions over possible changes of the objective coefficient parameter and the constraint parameter for a regular MC linear programming problem. We use parameter partition to divide the (,, ,) space for integer solutions of MC problem. The branch-and-partition procedure terminates when every potential basis for the relaxation problem is a potential basis for the MC-ILP problem. A numerical example is used to demonstrate the proposed algorithm in solving the MC-ILP problems. The comparison study and discussion on the applicability of the proposed method are also provided. [source]

On Optimal Rules of Persuasion

ECONOMETRICA, Issue 6 2004
Jacob Glazer
A speaker wishes to persuade a listener to accept a certain request. The conditions under which the request is justified, from the listener's point of view, depend on the values of two aspects. The values of the aspects are known only to the speaker and the listener can check the value of at most one. A mechanism specifies a set of messages that the speaker can send and a rule that determines the listener's response, namely, which aspect he checks and whether he accepts or rejects the speaker's request. We study mechanisms that maximize the probability that the listener accepts the request when it is justified and rejects the request when it is unjustified, given that the speaker maximizes the probability that his request is accepted. We show that a simple optimal mechanism exists and can be found by solving a linear programming problem in which the set of constraints is derived from what we call the L -principle. [source]

Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings

ECONOMETRICA, Issue 1 2002
Alberto Abadie
This paper reports estimates of the effects of JTPA training programs on the distribution of earnings. The estimation uses a new instrumental variable (IV) method that measures program impacts on quantiles. The quantile treatment effects (QTE) estimator reduces to quantile regression when selection for treatment is exogenously determined. QTE can be computed as the solution to a convex linear programming problem, although this requires first-step estimation of a nuisance function. We develop distribution theory for the case where the first step is estimated nonparametrically. For women, the empirical results show that the JTPA program had the largest proportional impact at low quantiles. Perhaps surprisingly, however, JTPA training raised the quantiles of earnings for men only in the upper half of the trainee earnings distribution. [source]

An Integer Linear Programming Problem with Multi-Criteria and Multi-Constraint Levels: a Branch-and-Partition Algorithm

Scheduling Part-Families Under FMS: To Mix or Not to Mix?

INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, Issue 2 2001
Henry C. Co
This paper considers the issue of whether to mix part-types in one or several of the families to be produced in a flexible manufacturing system (FMS). For this input control problem in an FMS, we have derived conditions that support the mixing of a part-type, which can share the setup of other part-types, in deterministic environment. The problem is identified as a special economic lot scheduling problem (ELSP), and is formulated as a linear programming problem. Analytical insights are derived by considering the special case with three part-families. The results are illustrated with a numerical example. [source]

An equity-based passenger flow control model with application to Hong Kong-Shenzhen border-crossing

JOURNAL OF ADVANCED TRANSPORTATION, Issue 2 2002
Hai Yang
Cross-border passengers from Hong Kong to Shenzhen by the east Kowloon-Canton Railway (KCR) through the Lo Wu customs exceed nearly 200 thousand on a special day such as a day during the Chinese Spring Festival. Such heavy passenger demand often exceeds the processing and holding capacity of the Lo Wu customs for many hours a day. Thus, passengers must be metered off at all entrance stations along the KCR line through ticket rationing to restrain the number of passengers waiting at Lo Wu within its safe holding capacity. This paper proposes an optimal control strategy and model to deal with this passenger crowding and control problem. Because the maximum passenger checkout rate at Lo Wu is fixed, total passenger waiting time is not affected by the control strategy for given time-dependent arriving rates at each station. An equity-based control strategy is thus proposed to equalize the waiting times of passengers arriving at all stations at the same time. This equity is achieved through optimal allocation of the total quota of tickets to all entrance stations for each train service. The total ticket quota for each train service is determined such that the capacity constraint of the passenger queue at Lo Wu is satisfied. The control problem is formulated as a successive linear programming problem and demonstrated for the KCR system with partially simulated data. [source]

MILP modelling for the time optimal control problem in the case of multiple targets

OPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 2 2006
H. H. Mehne
Abstract Optimal guidance for a dynamical system from a given point to a set of targets is discussed. Detecting for the best target is done in such a way that the capture time is minimized and desirability of targets is maximized. By extending measure theoretical approach for the classical optimal control problem to this case, the nearly optimal control is constructed from the solution of a mixed integer linear programming problem. To find the lower bound of the optimal time a search algorithm is proposed. Numerical examples are also given. Copyright © 2005 John Wiley & Sons, Ltd. [source]

Best domain for an elliptic problem in cartesian coordinates by means of shape-measure

ASIAN JOURNAL OF CONTROL, Issue 5 2009
Alireza Fakharzadeh Jahromi
Abstract In (ZAA J. Anal. Appl., Vol. 16, No. 1, pp. 143,155) we introduced a method to determine the optimal domains for elliptic optimal-shape design problems in polar coordinates. However, the same problem in cartesian coordinates, which are more applicable, is found to be much harder, therefore we had to develop a new approach for these designs. Herein, the unknown domain is divided into a fixed and a variable part and the optimal pair of the domain and its optimal control, is characterized in two stages. Firstly, the optimal control for the each given domain is determined by changing the problem into a measure-theoretical one, replacing this with an infinite dimensional linear programming problem and approximating schemes; then the nearly optimal control function is characterized. Therefore a function that offers the optimal value of the objective function for a given domain, is defined. In the second stage, by applying a standard optimization method, the global minimizer pair will be obtained. Some numerical examples are also given. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society [source]

A modularized framework for solving an economic,environmental power generation mix problem

INTERNATIONAL JOURNAL OF ENERGY RESEARCH, Issue 9 2004
Haoxiang Xia
Abstract This paper presents a modularized simulation modelling framework for evaluating the impacts on economic cost and CO2 emissions resulting from the introduction of a solid oxide fuel cell (SOFC) system into the existing mix of centralized power generation technologies in Japan. The framework is comprised of three parts: a dual-objective linear programming model that solves the generation best-mix problem for the existing power generation technologies; a nonlinear SOFC system model in which the economic cost and CO2 emissions by the SOFC system can be calculated; and the Queuing Multi-Objective Optimizer (QMOO), a multi-objective evolutionary algorithm (MOEA) developed at the EPFL in Switzerland as the overall optimizer of the combined power supply system. Thus, the framework integrates an evolutionary algorithm that is more suitable for handling nonlinearities with a calculus-based method that is more efficient in solving linear programming problems. Simulation experiments show that the framework is successful in solving the stated problem. Moreover, the three components of the modularized framework can be interconnected through a platform-independent model integration environment. As a result, the framework is flexible and scalable, and can potentially be modified and/or integrated with other models to study more complex problems. Copyright © 2004 John Wiley & Sons, Ltd. [source]

An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems using chance constrained conditions

JOURNAL OF MULTI CRITERIA DECISION ANALYSIS, Issue 3 2002
Masatoshi Sakawa
Abstract Two major approaches to deal with randomness or ambiguity involved in mathematical programming problems have been developed. They are stochastic programming approaches and fuzzy programming approaches. In this paper, we focus on multiobjective linear programming problems with random variable coefficients in objective functions and/or constraints. Using chance constrained programming techniques, the stochastic programming problems are transformed into deterministic ones. As a fusion of stochastic approaches and fuzzy ones, after determining the fuzzy goals of the decision maker, interactive fuzzy satisficing methods to derive a satisficing solution for the decision maker by updating the reference membership levels is presented. Copyright © 2003 John Wiley & Sons, Ltd. [source]

Cataract surgery and effectiveness 2.

ACTA OPHTHALMOLOGICA, Issue 2 2001
An index approach for the measurement of output, efficiency of cataract surgery at different surgery departments
ABSTRACT. Purpose: To describe a model for comparing the performance of cataract surgery among ophthalmology departments in terms of economic efficiency. Methods: An index approach for the measurement of outcome of cataract surgery is modeled. The index approach uses information about activities and difficulties in daily life as well as visual acuity and age. The change in activities and difficulties after surgery is expressed by changes in distances, and an overall index score is calculated as ratios of values to distances. Values to distances are estimated as solutions to linear programming problems. Index scores are calculated for two groups of patients, those with an ocular co-morbidity and those without. Economic efficiency is also estimated by use of an index approach. In the estimation of efficiency we use the calculated index scores of outcome of surgery as a measure of output of the ophthalmology department. Four different departments providing cataract surgery are compared. Results: The studied departments showed differences to a great extent when traditional measures of cataract surgery outcomes were used. These differences changed when the outcomes were compared by use of index scores. When economic efficiency was calculated the difference between the departments was further reduced and only one department was considered inefficient according to the model. Conclusion: An index approach was used to study outcomes of cataract surgery and economic efficiency in four departments. This approach takes into account the complexity of cost in relation to feasible outcome. The ranking between the departments described by traditional methods turned out differently using the model. [source]