Browsing by Keywords "Linear programming"
Now showing items 1-20 of 44
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An algorithm based on facial decomposition for finding the efficient set in multiple objective linear programming
(Elsevier, 1996)We propose a method for finding the efficient set of a multiple objective linear program based on the well-known facial decomposition of the efficient set. The method incorporates a simple linear programming test that ... -
Auction design and optimal allocation by linear programming
(Bilkent University, 2015)For the sale of a single object through an auction, we assume discrete type space for agents and make use of linear programming to find optimal mechanism design for a risk-neutral seller. First, we show that the celebrated ... -
A Benders decomposition approach for the charging station location problem with plug-in hybrid electric vehicles
(Elsevier, 2016)The flow refueling location problem (FRLP) locates p stations in order to maximize the flow volume that can be accommodated in a road network respecting the range limitations of the vehicles. This paper introduces the ... -
Bicriteria multiresource generalized assignment problem
(John Wiley & Sons, 2014)In this study,we consider a bicriteria multiresource generalized assignment problem. Our criteria are the total assignment load and maximum assignment load over all agents. We aim to generate all nondominated objective ... -
Bilateral trade in discrete type spaces by linear and convex optimization with application to supply chain coordination
(INSA Lyon, 2018)We consider the bilateral trade of an object between a seller and a buyer through an intermediary who aims to maximize his expected gains as in Myerson and Satterthwaite [1], in a Bayes-Nash equilibrium framework where the ... -
A characterization of the optimal set of linear programs based on the augmented lagrangian
(Taylor & Francis, 1999)It is proved that in a certain neighborhood of the optimal set of multipliers, the set of minimizers of the augmented lagrangian nmction generates a new characterization of the optimal solution set of the linear program. -
Concurrent consideration of product design, process planning and production planning activities
(1998)In manufacturing engineering, product design, process planning and production planning activities are often considered independently. However, in order to effectively respond to changes in business situations, such as ... -
Continuous knapsack sets with divisible capacities
(Springer, 2016)We study two continuous knapsack sets (Formula presented.) and (Formula presented.) with (Formula presented.) integer, one unbounded continuous and (Formula presented.) bounded continuous variables in either (Formula ... -
Decomposing linear programs for parallel solution
(Springer Verlag, 1996)Coarse grain parallelism inherent in the solution of Linear Programming (LP) problems with block angular constraint matrices has been exploited in recent research works. However, these approaches suffer from unscalability ... -
A derivation of Lovász' theta via augmented lagrange duality
(E D P Sciences, 2003)A recently introduced dualization technique for binary linear programs with equality constraints, essentially due to Poljak et al. [13], and further developed in Lemar´echal and Oustry [9], leads to simple alternative ... -
Design of translucent optical networks: Partitioning and restoration
(Kluwer, 2004)We discuss the problem of designing translucent optical networks composed of restorable, transparent subnetworks interconnected via transponders. We develop an integer linear programming (ILP) formulation for partitioning ... -
Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model
(2013)An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option ... -
An effective model to decompose linear programs for parallel solution
(Springer Verlag, 1996)Although inherent parallelism in the solution of block angulax Linear Programming (LP) problems has been exploited in many research works, the literature that addresses decomposing constraint matrices into block angular ... -
Equiripple FIR filter design by the FFT algorithm
(Institute of Electrical and Electronics Engineers, 1997-03)The fast Fourier transform (FFT) algorithm has been used in a variety of applications in signal and image processing. In this article, a simple procedure for designing finite-extent impulse response (FIR) discrete-time ... -
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
(Elsevier, 2010)We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a "λ gain-loss ratio opportunity". Pricing results somewhat different from, but ... -
Formulations and valid inequalities for the heterogeneous vehicle routing problem
(Springer, 2006)We consider the vehicle routing problem where one can choose among vehicles with different costs and capacities to serve the trips. We develop six different formulations: the first four based on Miller-Tucker-Zemlin ... -
Generalized column generation for linear programming
(Institute for Operations Research and the Management Sciences (INFORMS), 2002)Column generation is a well-known and widely practiced technique for solving linear programs with too many variables or constraints to include in the initial formulation explicitly. Instead, the required column information ... -
Generalized second price auction is optimal for discrete types
(Elsevier, 2016)We prove that a variant of the second price auction for the sale of a single good through a Bayesian incentive compatible mechanism that maximizes expected revenue of the seller is optimal when the type space is discrete. ... -
A genuinely polynomial primal simplex algorithm for the assignment problem
(Elsevier, 1993)We present a primal simplex algorithm that solves the assignment problem in 1 2n(n+3)-4 pivots. Starting with a problem of size 1, we sequentially solve problems of size 2,3,4,...,n. The algorithm utilizes degeneracy by ... -
A global error bound for quadratic perturbation of linear programs
(Elsevier, 2002)We prove a global error bound result on the quadratic perturbation of linear programs. The error bound is stated in terms of function values.
