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Now showing items 1-10 of 30

#### Escaping local optima in a class of multi-agent distributed optimization problems: a boosting function approach

(IEEE, 2014)

We address the problem of multiple local optima commonly arising in optimization problems for multi-agent systems, where objective functions are nonlinear and nonconvex. For the class of coverage control problems, we propose ...

#### 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 ...

#### Linear programming via a quadratic penalty function

(Physica - Verlag, 1996)

We use quadratic penalty functions along with some recent ideas from linear l1 estimation to arrive at a new characterization of primal optimal solutions in linear programs. The algorithmic implications of this analysis ...

#### 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 ...

#### 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 ...

#### A new finite continuation algorithm for linear programming

(Society for Industrial and Applied Mathematics, 1996)

We describe a new finite continuation algorithm for linear programming. The dual of the linear programming problem with unit lower and upper bounds is formulated as an f\ minimization problem augmented with the addition ...

#### Piecewise-linear pathways to the optimal solution set in linear programming

(Kluwer Academic Publishers - Plenum Publishers, 1997)

This paper takes a fresh look at the application of quadratic penalty functions to linear programming. Recently, Madsen et al. (Ref. 1) described a continuation algorithm for linear programming based on smoothing a dual ...

#### 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 ...

#### A parametric simplex algorithm for linear vector optimization problems

(Springer, 2017)

In this paper, a parametric simplex algorithm for solving linear vector optimization problems (LVOPs) is presented. This algorithm can be seen as a variant of the multi-objective simplex (the Evans–Steuer) algorithm (Math ...

#### On the single-assignment p-hub center problem

(Elsevier, 2000)

We study the computational aspects of the single-assignment p-hub center problem on the basis of a basic model and a new model. The new model's performance is substantially better in CPU time than different linearizations ...