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Redundancy In Mathematical Programming
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Book Synopsis Redundancy in Mathematical Programming by : M.H. Karwan
Download or read book Redundancy in Mathematical Programming written by M.H. Karwan and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the Spring of 1979 one of us (Zionts) was invited to visit Erasmus University in Rotterdam, The Netherlands. It was there that Zionts met another of us (Telgen) who was then in the process of completing a dissertation on redundancy in linear programming. At that time, Telgen proposed an extended visit to Buffalo, during which time he and Zionts would do an extensive study on redundancy. Redundancy, hardly an exciting or new topic, does have numerous applications. Telgen and Zionts planned the project for the Summer of 1980, and enlisted the support of all the contributors as well as the other two members of our team (Karwan and Lotfi). Lotfi was then a Ph. D. student in Industrial Engineering searching for a thesis topic. Redundancy became his topic. Karwan and Zionts served as his thesis co-chairmen, with Telgen serving as an outside reader of the thesis. We initially had hoped to complete the study during Telgen's stay in Buffalo, but that was far too optimistic. Lotfi completed his dissertation during the late Spring-early Summer of 1981. As the project took shape, we decided that we had more than enough for an article, or even several articles. Accordingly, not wanting to produce redundant papers, we decided to produce this volume --- a state-of-the-art review of methods for handling redundancy and comprehensive tests of the various methods, together with extensions and further developments of the most promising methods.
Book Synopsis Mathematical Programming and Game Theory for Decision Making by : S. K. Neogy
Download or read book Mathematical Programming and Game Theory for Decision Making written by S. K. Neogy and published by World Scientific. This book was released on 2008 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications. Sample Chapter(s). Foreword (45 KB). Chapter 1: Mathematical Programming and its Applications in Finance (177 KB). Contents: Mathematical Programming and Its Applications in Finance (L C Thomas); Anti-Stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix (S N Kabadi & A P Punnen); A New Practically Efficient Interior Point Method for Convex Quadratic Programming (K G Murty); A General Framework for the Analysis of Sets of Constraints (R Caron & T Traynor), Tolerance-Based Algorithms for the Traveling Salesman Problem (D Ghosh et al.); On the Membership Problem of the Pedigree Polytope (T S Arthanari); Exact Algorithms for a One-Defective Vertex Colouring Problem (N Achuthan et al.); Complementarity Problem Involving a Vertical Block Matrix and Its Solution Using Neural Network Model (S K Neogy et al.); Fuzzy Twin Support Vector Machines for Pattern Classification (R Khemchandani et al.); An Overview of the Minimum Sum of Absolute Errors Regression (S C Narula & J F Wellington); Hedging Against the Market with No Short Selling (S A Clark & C Srinivasan); Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra Through Network Analysis (H Narayanan); Dynamic Optimal Control Policy in Price and Quality for High Technology Product (A K Bardhan & U Chanda); Forecasting for Supply Chain and Portfolio Management (K G Murty); Variational Analysis in Bilevel Programming (S Dempe et al.); Game Engineering (R J Aumann); Games of Connectivity (P Dubey & R Garg); A Robust Feedback Nash Equilibrium in a Climate Change Policy Game (M Hennlock); De Facto Delegation and Proposer Rules (H Imai & K Yonezaki); The Bargaining Set in Effectivity Function (D Razafimahatolotra); Dynamic Oligopoly as a Mixed Large Game OCo Toy Market (A Wiszniewska-Matyszkiel); On Some Classes of Balanced Games (R B Bapat); Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games (S Lahiri); Continuity, Manifolds, and Arrow''s Social Choice Problem (K Saukkonen); On a Mixture Class of Stochastic Games with Ordered Field Property (S K Neogy). Readership: Researchers, professionals and advanced students in mathematical programming, game theory, management sciences and computational mathematics.
Book Synopsis Redundancy in Mathematical Programming by : Mark H. Karwan
Download or read book Redundancy in Mathematical Programming written by Mark H. Karwan and published by Springer Verlag. This book was released on 1983 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Evaluating Mathematical Programming Techniques by : J. M. Mulvey
Download or read book Evaluating Mathematical Programming Techniques written by J. M. Mulvey and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Recent Developments in Mathematical Programming by : Santosh Kumar
Download or read book Recent Developments in Mathematical Programming written by Santosh Kumar and published by CRC Press. This book was released on 2022-01-27 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is concerned with theoretical developments in the area of mathematical programming, development of new algorithms and software and their applications in science and industry. It aims to expose recent mathematical developments to a larger audience in science and industry.
Book Synopsis Model Building in Mathematical Programming by : H. Paul Williams
Download or read book Model Building in Mathematical Programming written by H. Paul Williams and published by John Wiley & Sons. This book was released on 2013-01-18 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 5th edition of Model Building in Mathematical Programmingdiscusses the general principles of model building in mathematicalprogramming and demonstrates how they can be applied by usingseveral simplified but practical problems from widely differentcontexts. Suggested formulations and solutions are given togetherwith some computational experience to give the reader a feel forthe computational difficulty of solving that particular type ofmodel. Furthermore, this book illustrates the scope and limitationsof mathematical programming, and shows how it can be applied toreal situations. By emphasizing the importance of the building andinterpreting of models rather than the solution process, the authorattempts to fill a gap left by the many works which concentrate onthe algorithmic side of the subject. In this article, H.P. Williams explains his originalmotivation and objectives in writing the book, how it has beenmodified and updated over the years, what is new in this editionand why it has maintained its relevance and popularity over theyears: ahref="http://www.statisticsviews.com/details/feature/4566481/Model-Building-in-Mathematical-Programming-published-in-fifth-edition.html"http://www.statisticsviews.com/details/feature/4566481/Model-Building-in-Mathematical-Programming-published-in-fifth-edition.html/a
Book Synopsis Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo by : L. Bauwens
Download or read book Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo written by L. Bauwens and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: In their review of the "Bayesian analysis of simultaneous equation systems", Dr~ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development of the Bayesian full information analysis of such sys tems i) the method allows "a flexible specification of the prior density, including well defined noninformative prior measures"; ii) it yields "exact finite sample posterior and predictive densities". However, they call for further developments so that these densities can be eval uated through 'numerical methods, using an integrated software packa~e. To that end, they recommend the use of a Monte Carlo technique, since van Dijk and Kloek (1980) have demonstrated that "the integrations can be done and how they are done". In this monograph, we explain how we contribute to achieve the developments suggested by Dr~ze and Richard. A basic idea is to use known properties of the porterior density of the param eters of the structural form to design the importance functions, i. e. approximations of the posterior density, that are needed for organizing the integrations.
Book Synopsis Optimal Reliability Design by : Way Kuo
Download or read book Optimal Reliability Design written by Way Kuo and published by Cambridge University Press. This book was released on 2001 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal Reliability Design provides a detailed introduction to systems reliability and reliability optimization. State-of-the-art techniques for maximizing system reliability are described, focusing on component reliability enhancement and redundancy arrangement. The authors present several case studies and show how optimization techniques are applied in practice. They also pay particular attention to finding methods that give the optimal trade-off between reliability and cost. The book is suitable for use on graduate-level courses in reliability engineering and operations research. It will also be a valuable reference for practising engineers.
Book Synopsis Actes de la Neuvième Conférence Internationale de Recherche Opérationnelle, Hambourg, Allemagne, Juillet 20-24, 1981 by : Jean-Pierre Brans
Download or read book Actes de la Neuvième Conférence Internationale de Recherche Opérationnelle, Hambourg, Allemagne, Juillet 20-24, 1981 written by Jean-Pierre Brans and published by North Holland. This book was released on 1981 with total page 1018 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Computer-Assisted Analysis System for Mathematical Programming Models and Solutions by : H.J. Greenberg
Download or read book A Computer-Assisted Analysis System for Mathematical Programming Models and Solutions written by H.J. Greenberg and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: Welcome to ANALYZE, designed to provide computer assistance for analyzing linear programs and their solutions. Chapter 1 gives an overview of ANALYZE and how to install it. It also describes how to get started and how to obtain further documentation and help on-line. Chapter 2 reviews the forms of linear programming models and describes the syntax of a model. One of the routine, but important, functions of ANALYZE is to enable convenient access to rows and columns in the matrix by conditional delineation. Chapter 3 illustrates simple queries, like DISPLAY, LIST, and PICTURE. This chapter also introduces the SUBMAT command level to define any submatrix by an arbitrary sequence of additions, deletions and reversals. Syntactic explanations and a schema view are also illustrated. Chapter 4 goes through some elementary exercises to demonstrate computer assisted analysis and introduce additional conventions of the ANALYZE language. Besides simple queries, it demonstrates the INTERPRT command, which automates the analysis process and gives English explanations of results. The last 2 exercises are diagnoses of elementary infeasible instances of a particular model. Chapter 5 progresses to some advanced uses of ANALYZE. The first is blocking to obtain macro views of the model and for finding embedded substructures, like a netform. The second is showing rates of substitution described by the basic equations. Then, the use of the REDUCE and BASIS commands are illustrated for a variety of applications, including solution analysis, infeasibility diagnosis, and redundancy detection.
Book Synopsis Mathematical Programming for Industrial Engineers by : Mordecai Avriel
Download or read book Mathematical Programming for Industrial Engineers written by Mordecai Avriel and published by CRC Press. This book was released on 1996-05-16 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: Setting out to bridge the gap between the theory of mathematical programming and the varied, real-world practices of industrial engineers, this work introduces developments in linear, integer, multiobjective, stochastic, network and dynamic programing. It details many relevant industrial-engineering applications.;College or university bookstores may order five or more copies at a special student price, available upon request from Marcel Dekker, Inc.
Book Synopsis Simplicial Algorithms on the Simplotope by : Timothy M. Doup
Download or read book Simplicial Algorithms on the Simplotope written by Timothy M. Doup and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1.1. Introduction Solving systems of nonlinear equations has since long been of great interest to researchers in the field of economics, mathematics, en gineering, and many other professions. Many problems such as finding an equilibrium, a zero point, or a fixed point, can be formulated as the problem of finding a solution to a system of nonlinear equations. There are many methods to solve the nonlinear system such as Newton's method, the homotopy method, and the simplicial method. In this monograph we mainly consider the simplicial method. Traditionally, the zero point and fixed point problem have been solved by iterative methods such as Newton's method and modifications thereof. Among the difficulties which may cause an iterative method to perform inefficiently or even fail are: the lack of good starting points, slow convergence, and the lack of smoothness of the underlying function. These difficulties have been partly overcome by the introduction of homo topy methods.
Book Synopsis Empirical Modeling of Exchange Rate Dynamics by : Francis X. Diebold
Download or read book Empirical Modeling of Exchange Rate Dynamics written by Francis X. Diebold and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt: Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a "naive" random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of seven major dollar exchange rates using nonstructural time-series methods. The Meese-Rogoff finding does not mean that exchange rates evolve as random walks; rather it simply means that the random walk is a better stochastic approximation than any of their other candidate models. In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation). This result is consistent with efficient asset markets, and provides an explanation for the Meese-Rogoff results. Far more subtle forces are at work, however, which lead to interesting econometric problems and have implications for the measurement of exchange rate volatility and moment structure. It is shown that all exchange rates display substantial conditional heteroskedasticity. A particularly reasonable parameterization of this conditional heteroskedasticity, which captures the observed clustering of prediction error variances, is developed in Chapter 2.
Book Synopsis Sequential Binary Investment Decisions by : Werner Jammernegg
Download or read book Sequential Binary Investment Decisions written by Werner Jammernegg and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes some models from the theory of investment which are mainly characterized by three features. Firstly, the decision-maker acts in a dynamic environment. Secondly, the distributions of the random variables are only incompletely known at the beginning of the planning process. This is termed as decision-making under conditions of uncer tainty. Thirdly, in large parts of the work we restrict the analysis to binary decision models. In a binary model, the decision-maker must choose one of two actions. For example, one decision means to undertake the invest ·ment project in a planning period, whereas the other decision prescribes to postpone the project for at least one more period. The analysis of dynamic decision models under conditions of uncertainty is not a very common approach in economics. In this framework the op timal decisions are only obtained by the extensive use of methods from operations research and from statistics. It is the intention to narrow some of the existing gaps in the fields of investment and portfolio analysis in this respect. This is done by combining techniques that have been devel oped in investment theory and portfolio selection, in stochastic dynamic programming, and in Bayesian statistics. The latter field indicates the use of Bayes' theorem for the revision of the probability distributions of the random variables over time.
Author :Geert-Jan C.T.van Schijndel Publisher :Springer Science & Business Media ISBN 13 :3642466370 Total Pages :224 pages Book Rating :4.6/5 (424 download)
Book Synopsis Dynamic Firm and Investor Behaviour under Progressive Personal Taxation by : Geert-Jan C.T.van Schijndel
Download or read book Dynamic Firm and Investor Behaviour under Progressive Personal Taxation written by Geert-Jan C.T.van Schijndel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to include the effects of a progressive personal tax into the deterministic dynamic theory of the firm. To this end the author investigates the impact of a progressive personal tax on the optimal dividend, financing and investment policy of a shareholder-controlled, value-maximising firm. More specifically, the principal aim is the justification of the thesis that during each stage of their evolution, firms will be controlled by investors in different tax brackets. With this aim in mind, the author develops a dynamic equilibrium and portfolio theory under certainty, which considers: - the market value of an arbitrary firm such that no excess demand for or supply of shares exists, - the portfolio selection of differently taxed investors, - the succession of differently taxed investors, who possess the shares of any value-maximizing firm, in the course of time, - the optimal resulting policy string and corresponding evolution of a firm in the course of time.
Book Synopsis A Static Microeconomic Model of Pure Competition by : Christoph Klein
Download or read book A Static Microeconomic Model of Pure Competition written by Christoph Klein and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book studies a large economy. It deals with a static microeconomic model of an exchange market with pure competition. Instead of the sigma-additive theory, the finitely additive theory, the general Jordan content and the general Riemann integration are used respectively. By a specialized probability model, the author obtains a precise interpretation strictly based on microeconomic methods of measurement. In particular, the meaning of an agent and of a coalition is explained and the Core-Walras equivalence is deduced. The author elaborates an elementary representation by broken continuous functions and the classical Riemann integral. A conjecture concerning the reduction of the dynamical case onto generalized differential equations is added.
Book Synopsis Integral Global Optimization by : Soo H. Chew
Download or read book Integral Global Optimization written by Soo H. Chew and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book treats the subject of global optimization with minimal restrictions on the behavior on the objective functions. In particular, optimal conditions were developed for a class of noncontinuous functions characterized by their having level sets that are robust. The integration-based approach contrasts with existing approaches which require some degree of convexity or differentiability of the objective function. Some computational results on a personal computer are presented.
