Quasiconvex Optimization and Location Theory

Quasiconvex Optimization and Location Theory PDF

Author: J.A. dos Santos Gromicho

Publisher: Springer Science & Business Media

Published: 2013-12-01

Total Pages: 233

ISBN-13: 1461333261

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grams of which the objective is given by the ratio of a convex by a positive (over a convex domain) concave function. As observed by Sniedovich (Ref. [102, 103]) most of the properties of fractional pro grams could be found in other programs, given that the objective function could be written as a particular composition of functions. He called this new field C programming, standing for composite concave programming. In his seminal book on dynamic programming (Ref. [104]), Sniedovich shows how the study of such com positions can help tackling non-separable dynamic programs that otherwise would defeat solution. Barros and Frenk (Ref. [9]) developed a cutting plane algorithm capable of optimizing C-programs. More recently, this algorithm has been used by Carrizosa and Plastria to solve a global optimization problem in facility location (Ref. [16]). The distinction between global optimization problems (Ref. [54]) and generalized convex problems can sometimes be hard to establish. That is exactly the reason why so much effort has been placed into finding an exhaustive classification of the different weak forms of convexity, establishing a new definition just to satisfy some desirable property in the most general way possible. This book does not aim at all the subtleties of the different generalizations of convexity, but concentrates on the most general of them all, quasiconvex programming. Chapter 5 shows clearly where the real difficulties appear.

New Trends in Mathematical Programming

New Trends in Mathematical Programming PDF

Author: F. Giannessi

Publisher: Springer Science & Business Media

Published: 2013-11-11

Total Pages: 315

ISBN-13: 1475728786

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Though the volume covers 22 papers by 36 authors from 12 countries, the history in the background is bound to Hungary where, in 1973 Andras Pn§kopa started to lay the foundation of a scientific forum, which can be a regular meeting spot for experts of the world in the field. Since then, there has been a constant interest in that forum. Headed at present by Tamas Rapcsak, the Laboratory of Operations Research and Decisions Systems of the Computer and Automation Institute, Hungarian Academy of Sciences followed the tradition in every respect, namely conferences were organized almost in every second year and in the same stimulating area, in the Matra mountains. The basic fields were kept, providing opportunities for the leading personalities to give voice to their latest results. The floor has been widened recently for the young generation, ensuring this way both a real location for the past, present and future experts to meet and also the possibility for them to make the multicoloured rainbow of the fields unbroken and continuous. The volume is devoted to the memory of Steven Vajda, one of the pioneers on mathematical programming, born is Hungary. In 1992 he took part in the XIth International Conference on Mathematical Programming at Matrafiired where, with his bright personality, he greatly contributed to the good spirituality of the event. We thank Jakob Krarup for his reminiscence on the life and scientific activities of late Steven Vajda.

Scheduling: Control-Based Theory and Polynomial-Time Algorithms

Scheduling: Control-Based Theory and Polynomial-Time Algorithms PDF

Author: K. Kogan

Publisher: Springer Science & Business Media

Published: 2013-11-27

Total Pages: 399

ISBN-13: 1461546753

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This book presents a first attempt to systematically collect, classify and solve various continuous-time scheduling problems. The classes of problems distinguish scheduling by the number of machines and products, production constraints and performance measures. Although such classes are usually considered to be a prerogative of only combinatorial scheduling literature, the scheduling methodology suggested in this book is based on two mathematical tools - optimal control and combinatorics. Generally considered as belonging to two totally different areas of research and application, these seemingly irreconcilable tools can be integrated in a unique solution approach with the advantages of both. This new approach provides the possibility of developing effective polynomial-time algorithms to solve the generic scheduling problems. This book is aimed at a student audience - final year undergraduates as well as master and Ph.D. students, primarily in Operations Research, Management, Industrial Engineering and Control Systems. Indeed, some of the material in the book has formed part of the content of undergraduate and graduate courses taught at the Industrial Engineering Department of Tel-Aviv University, the Logistics Department of Bar-Ilan University and the Technology Management Department of Rolon Center for Technological Education, Israel. The book is also useful for practicing engineers interested in planning, scheduling and optimization methods. Since the book addresses the theory and design of computer-based scheduling algorithms, applied mathematicians and computer software specialists engaged in developing scheduling software for industrial engineering and management problems will find that the methods developed here can be embedded very efficiently in large applications.

Filter Design With Time Domain Mask Constraints: Theory and Applications

Filter Design With Time Domain Mask Constraints: Theory and Applications PDF

Author: Ba-Ngu Vo

Publisher: Springer Science & Business Media

Published: 2001-10-31

Total Pages: 360

ISBN-13: 9780792371380

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Optimum envelope-constrained filter design is concerned with time-domain synthesis of a filter such that its response to a specific input signal stays within prescribed upper and lower bounds, while minimizing the impact of input noise on the filter output or the impact of the shaped signal on other systems depending on the application. In many practical applications, such as in TV channel equalization, digital transmission, and pulse compression applied to radar, sonar and detection, the soft least square approach, which attempts to match the output waveform with a specific desired pulse, is not the most suitable one. Instead, it becomes necessary to ensure that the response stays within the hard envelope constraints defined by a set of continuous inequality constraints. The main advantage of using the hard envelope-constrained filter formulation is that it admits a whole set of allowable outputs. From this set one can then choose the one which results in the minimization of a cost function appropriate to the application at hand. The signal shaping problems so formulated are semi-infinite optimization problems. This monograph presents in a unified manner results that have been generated over the past several years and are scattered in the research literature. The material covered in the monograph includes problem formulation, numerical optimization algorithms, filter robustness issues and practical examples of the application of envelope constrained filter design. Audience: Postgraduate students, researchers in optimization and telecommunications engineering, and applied mathematicians.

Managing in Uncertainty: Theory and Practice

Managing in Uncertainty: Theory and Practice PDF

Author: Constantin Zopounidis

Publisher: Springer Science & Business Media

Published: 1998-08-31

Total Pages: 560

ISBN-13: 9780792351108

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This book provides a new point of view on the subject of the management of uncertainty. It covers a wide variety of both theoretical and practical issues involving the analysis and management of uncertainty in the fields of finance, management and marketing. Audience: Researchers and professionals from operations research, management science and economics.

Elements for a Theory of Decision in Uncertainty

Elements for a Theory of Decision in Uncertainty PDF

Author: Jaime Gil-Aluja

Publisher: Springer Science & Business Media

Published: 1999-11-30

Total Pages: 354

ISBN-13: 9780792359876

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This book provides tools for making decisions in an environment of uncertainty. In Chapter 1 the author explains the most important aspects of the concept of relation. From this start arise the other three concepts that cover practically all processes from which decisions stem. These three concepts are: attribution from which the concept of assignment arises; and grouping, which includes the concept of an original function. The techniques presented, as well as the models and algorithms developed, constitute an invaluable aid for those who must make decisions. Audience: Researchers and graduate students interested in mathematics applied to economics and management.

A Mathematical Theory of Design: Foundations, Algorithms and Applications

A Mathematical Theory of Design: Foundations, Algorithms and Applications PDF

Author: D. Braha

Publisher: Springer Science & Business Media

Published: 2013-04-17

Total Pages: 684

ISBN-13: 1475728727

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Formal Design Theory (PDT) is a mathematical theory of design. The main goal of PDT is to develop a domain independent core model of the design process. The book focuses the reader's attention on the process by which ideas originate and are developed into workable products. In developing PDT, we have been striving toward what has been expressed by the distinguished scholar Simon (1969): that "the science of design is possible and some day we will be able to talk in terms of well-established theories and practices. " The book is divided into five interrelated parts. The conceptual approach is presented first (Part I); followed by the theoretical foundations of PDT (Part II), and from which the algorithmic and pragmatic implications are deduced (Part III). Finally, detailed case-studies illustrate the theory and the methods of the design process (Part IV), and additional practical considerations are evaluated (Part V). The generic nature of the concepts, theory and methods are validated by examples from a variety of disciplines. FDT explores issues such as: algebraic representation of design artifacts, idealized design process cycle, and computational analysis and measurement of design process complexity and quality. FDT's axioms convey the assumptions of the theory about the nature of artifacts, and potential modifications of the artifacts in achieving desired goals or functionality. By being able to state these axioms explicitly, it is possible to derive theorems and corollaries, as well as to develop specific analytical and constructive methodologies.

Progress in Optimization

Progress in Optimization PDF

Author: Xiaoqi Yang

Publisher: Springer Science & Business Media

Published: 2000-04-30

Total Pages: 376

ISBN-13: 9780792362869

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This is the second in a series of contributed, refereed volumes devoted to research in optimization by Australian researchers and their collaborators. These volumes are intended to have wide scope and include survey papers by established researchers providing up-to-date information on research directions. This volume includes survey and research papers on theories and methods of nonlinear programming, nonconvex and discrete optimization, stochastic linear programming, generalized convexity, complementarity and vector variational inequality problems, dynamic systems and optimal control and applications to traffic assignment models, train control, manufacturing systems and substrate diffusion of cutaneous tissue. Audience: Practitioners, postgraduate students and researchers in optimization.

Large-scale Optimization

Large-scale Optimization PDF

Author: Vladimir Tsurkov

Publisher: Springer Science & Business Media

Published: 2001-03-31

Total Pages: 328

ISBN-13: 9780792368175

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Decomposition methods aim to reduce large-scale problems to simpler problems. This monograph presents selected aspects of the dimension-reduction problem. Exact and approximate aggregations of multidimensional systems are developed and from a known model of input-output balance, aggregation methods are categorized. The issues of loss of accuracy, recovery of original variables (disaggregation), and compatibility conditions are analyzed in detail. The method of iterative aggregation in large-scale problems is studied. For fixed weights, successively simpler aggregated problems are solved and the convergence of their solution to that of the original problem is analyzed. An introduction to block integer programming is considered. Duality theory, which is widely used in continuous block programming, does not work for the integer problem. A survey of alternative methods is presented and special attention is given to combined methods of decomposition. Block problems in which the coupling variables do not enter the binding constraints are studied. These models are worthwhile because they permit a decomposition with respect to primal and dual variables by two-level algorithms instead of three-level algorithms. Audience: This book is addressed to specialists in operations research, optimization, and optimal control.