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A cutting plane method, based on a geometric inequality, is described as a means of solving geometric programs. While the method is applied to the primal geometric program, it is shown to retain the geometric programming duality relationships. Several methods of generating the cutting planes are discussed and illustrated on some example problems. 相似文献
174.
It is often assumed in the facility location literature that functions of the type øi(xi, y) = βi[(xi-x)2+(yi-y)2]K/2 are twice differentiable. Here we point out that this is true only for certain values of K. Convexity proofs that are independent of the value of K are given. 相似文献
175.
Jonathan F. Bard 《海军后勤学研究》1984,31(1):13-26
The bilevel programming problem (BLPP) is a sequence of two optimization problems where the constraint region of the first is determined implicitly by the solution to the second. In this article it is first shown that the linear BLPP is equivalent to maximizing a linear function over a feasible region comprised of connected faces and edges of the original polyhedral constraint set. The solution is shown to occur at a vertex of that set. Next, under assumptions of differentiability, first-order necessary optimality conditions are developed for the more general BLPP, and a potentially equivalent mathematical program is formulated. Finally, the relationship between the solution to this problem and Pareto optimality is discussed and a number of examples given. 相似文献
176.
A. F. Goodman 《海军后勤学研究》1971,18(2):215-229
Current scientific, technical, and management progress is characterized by the generation of a tremendous amount of data for analysis. This, in turn, poses a significant challenge: to effectively and efficiently extract meaningful information from the large volume of data. Two relatively young professions, computer science and statistics, are intimately linked in any response to the challenge. They have consequently become indispensable to scientific, technical, and management progress, occupying a position at its very heart Computer science and statistics have each been separately documented by many books as well as numerous papers. However, the interface of computer science and statistics, the area of their interaction, has been documented only in part. This paper begins characterization of the entire interface by providing a structure and an historical background for it A structure for the interface is introduced initially, followed by an historical background for the interface presented in two parts. First to be summarized is the evolution of the interface from an interweaving of the mechanical prerequisites to the computer and mathematical prerequisities to computer science and of the foundations for probability and statistics. Development of statistics prior to 1900 then is reviewed. 相似文献
177.
Problems having the mathematical structure of a quadratic assignment problem are found in a diversity of contexts: by the economist in assigning a number of plants or indivisible operations to a number of different geographical locations; by the architect or indusatrial engineer in laying out activities, offices, or departments in a building; by the human engineer in arranging the indicators and controls in an operators control room; by the electronics engineer in laying out components on a backboard; by the computer systems engineer in arranging information in drum and disc storage; by the production scheduler in sequencing work through a production facility; and so on. In this paper we discuss several types of algorithms for solving such problems, presenting a unifying framework for some of the existing algorithms, and dcscribing some new algorithms. All of the algorithms discussed proceed first to a feasible solution and then to better and better feasible solutions, until ultimately one is discovered which is shown to be optimal. 相似文献
178.
A general multiperiod multi-echelon supply system consisting of n facilities each stocking a single product is studied. At the beginning of a period each facility may order stock from an exogenous source with no delivery lag and proportional ordering costs. During the period the (random) demands at the facilities are satisfied according to a given supply policy that determines to what extent stock may be redistributed from facilities with excess stock to those experiencing shortages. There are storage, shortage, and transportation costs. An ordering policy that minimizes expected costs is sought. If the initial stock is sufficiently small and certain other conditions are fulfilled, it is optimal to order up to a certain base stock level at each facility. The special supply policy in which each facility except facility 1 passes its shortages on to a given lower numbered facility called its direct supplier is examined in some detail. Bounds on the base stock levels are obtained. It is also shown that if the demand distribution at facility j is stochastically smaller (“spread” less) than that at another facility k having the same direct supplier and if certain other conditions are fulfilled, then the optimal base stock level (“virtual” stock out probability) at j is less than (greater than) or equal to that at facility k. 相似文献
179.
F. M. Scherer 《海军后勤学研究》1966,13(1):71-82
This paper explores the relationship between research project cost and expected time to completion under various scheduling strategies; it assumes that many potential technical approaches to the research problem can be identified; and that each approach has a low but finite subjective probability of success. It is shown that under a variety of assumptions, expected time to project completion can be reduced, but that as a result expected project cost rises at an increasing rate. Some cases in which this convex time-cost tradeoff relationship might not hold generally are identified. When the time-cost tradeoff function is convex, the desirability of concurrent as opposed to series scheduling of approaches depends crucially upon the depth of the stream of benefits expected to be realized upon successful project completion. The deeper the benefit stream is, the more desirable concurrent scheduling is. 相似文献
180.