Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22-25, 1983
题名:
Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22-25, 1983
ISBN:
9783642455674
版:
1st ed. 1984.
PRODUCTION_INFO:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1984.
物理描述:
X, 482 p. online resource.
系列:
Lecture Notes in Economics and Mathematical Systems, 226
内容:
I: Optimization Theory -- A method for linearly constrained minimization problems -- On a class of nonconvex optimization problems -- Lower semicontinuity of marginal functions -- A new approach to symmetric quasiconvex conjugacy -- Generalized convexity, functional hulls and applications to conjugate duality in optimization -- Conjugation Operators -- Global minimization of a difference of two convex functions -- Closures and neighbourhoods induced by tangential approximations -- II: Control Theory -- On the principal of "Internal Modelling" in linear control theory -- On optimal observability of Lipschitz systems -- III: Mathematical Economics -- Convergence of ?-fields and applications to mathematical economics -- Optimal growth policies for resource-dependent open economies -- A characterization of the proportional income tax -- Duality in the theory of social choice -- Nonlinear models of business cycle theory -- Existence of economic equilibrium: new results and open problems -- IV: Game Theory -- Silent duel with accuracies less than 1 -- Extensions and modifications of the ?-value for cooperative games -- Stochastic games with state independent transitions and separable rewards -- Core stability and duality of effectivity functions -- A procedure for computing the f-nucleolus of a cooperative game -- V: Graph Theory -- An O(nlogn)-algorithm for the minimum cost flow problem in trees -- A construction for strongly greedy ordered sets -- Plane constructions for graphs, networks and maps measurements of planarity -- On two problems related to the traveling salesman problem on Halin graphs -- VI: Fixed Point Theory -- Piecewise linear approximation of solution manifolds for nonlinear systems of equations -- Periodic orbits of semiflows - local indices and sections -- VII: Statistics and Measure Theoretic Concepts -- Monotone decision rules for the two-armed bandit -- On the existence of monotone optimal decision rules -- Integral representation of functionals on arbitrary sets of functions -- Invariance properties of the Banach algebra of Darboux integrable functions -- Construction of locally extremal measure extensions -- Generalized fox integral equations solved by functional equations -- VIII: Applications -- An algorithm for linear multiple-choice Knapsack problem -- New algorithms and results of numerical experiments for solution of mathematical programming and optimal control problems -- Methods of determining systems of time-table arranging with predetermined area -- Some remarks on the relation between mathematics, computer science, and medicine.
摘要:
Let eRN be the usual vector-space of real N-uples with the usual inner product denoted by (. ,. ). In this paper P is a nonempty compact polyhedral set of mN, f is a real-valued function defined on (RN continuously differentiable and fP is the line- ly constrained minimization problem stated as : min (f(x) I x € P) • For computing stationary points of problemtj) we propose a method which attempts to operate within the linear-simplex method structure. This method then appears as a same type of method as the convex-simplex method of Zangwill [6]. It is however, different and has the advantage of being less technical with regards to the Zangwill method. It has also a simple geometrical interpretation which makes it more under standable and more open to other improvements. Also in the case where f is convex an implementable line-search is proposed which is not the case in the Zangwill method. Moreover, if f(x) = (c,x) this method will coincide with the simplex method (this is also true in the case of the convex simplex method) i if f(x) = I Ixl 12 it will be almost the same as the algorithm given by Bazaraa, Goode, Rardin [2].
附加团体著者:
语言:
英文