Comportement asymptotique des fonctions harmoniques en courbure négative

LetM be a complete simply connected Riemannian manifold whose sectional curvatures are bounded between two negative constants. It is shown that, for a given harmonic function onM, non-tangential properties of convergence, boundedness and finiteness of energy are equivalent for almost every point of the geometric boundary. This is a “geometric” analogue of Calderón-Stein theorem in the euclidean half-space. The proof is using Brownian motion, like J. Brossard's one for the euclidean case.     

Coincidence conditions in multifacility location problems with positive and negative weights

In minisum multifacility location problems one has to find locations for some new facilities, such that the weighted sum of distances between the new and a certain number of old facilities with known locations is minimized. In this kind of problem, the optimal locations of clusters of facilities frequently tend to coincide. By testing conditions for coincidence, one has the opportunity to collapse some or even all facilities coinciding at an optimal point into one. In this way, the dimension of the problem and the degree of nondifferentiability is reduced. Several conditions for coincidence have been published recently. In this paper, these conditions are extended and improved with respect to new sufficient coincidence conditions for location problems with attracting and repelling facilities. An example shows that these new conditions detect more coincidences than the conditions which are known so far, even if all facilities involved are attracting ones.     

Optimal policy for minimizing risk models in Markov decision processes

We consider the minimizing risk problems in discounted Markov decisions processes with countable state space and bounded general rewards. We characterize optimal values for finite and infinite horizon cases and give two sufficient conditions for the existence of an optimal policy in an infinite horizon case. These conditions are closely connected with Lemma 3 in White (1993), which is not correct as Wu and Lin (1999) point out. We obtain a condition for the lemma to be true, under which we show that there is an optimal policy. Under another condition we show that an optimal value is a unique solution to some optimality equation and there is an optimal policy on a transient set.     

Numerical solutions to continuous linear programming problems

Summary A method for finding approximate solutions for continuous linear programming problems is suggested. The required conditions to be met are: a) the matrix associated with the integrals in the constraints is constant; b) all functions involved are of bounded variation; c) the matrices involved satisfy certain boundedness conditions, and d) there exist feasible solutions.The approximations converge almost everywhere to an optimal solution. The optimal solution is shown to be a function of bounded variation.The method is illustrated by means of a numerical example. Here, the approximate solution reveals also the structure of the exact (analytical) solution and makes its construction possible.     

A capacitated competitive facility location problem

We consider a mathematical model similar in a sense to competitive location problems. There are two competing parties that sequentially open their facilities aiming to “capture” customers and maximize profit. In our model, we assume that facilities’ capacities are bounded. The model is formulated as a bilevel integer mathematical program, and we study the problem of obtaining its optimal (cooperative) solution. It is shown that the problem can be reformulated as that of maximization of a pseudo-Boolean function with the number of arguments equal to the number of places available for facility opening. We propose an algorithm for calculating an upper bound for values that the function takes on subsets which are specified by partial (0, 1)-vectors.     

Algorithms for central-median paths with bounded length on trees

The location of path-shaped facilities on trees has been receiving a growing attention in the specialized literature in the recent years. Examples of such facilities include railroad lines, highways and public transit lines. Most of the papers deal with the problem of locating a path on a tree by minimizing either the maximum distance from the vertices of the tree to the facility or of minimizing the sum of the distances from all the vertices of the tree to the path. However, neither of the two above criteria alone capture all essential elements of a location problem. The sum of the distances criterion alone may result in solutions which are unacceptable from the point of view of the service level for the clients who are located far away from the facilities. On the other hand, the criterion of the minimization of the maximum distance, if used alone, may lead to very costly service systems. In the literature, there is just one paper that considers the problem of finding an optimal location of a path on a tree using combinations of the two above criteria, and efficient algorithms are provided. In particular, the cases where one criterion is optimized subject to a restriction on the value of the other are considered and linear time algorithms are presented. However, these problems do not consider any bound on the length or cost of the facility. In this paper we consider the two following problems: find a path which minimizes the sum of the distances such that the maximum distance from the vertices of the tree to the path is bounded by a fixed constant and such that the length of the path is not greater than a fixed value; find a path which minimizes the maximum distance with the sum of the distances being not greater than a fixed value and with bounded length. From an application point of view the constraint on the length of the path may refer to a budget constraint for establishing the facility. The restriction on the length of the path complicates the two problems but for both of them we give O(n log² n) divide-and-conquer algorithms.     

An LPCC approach to nonconvex quadratic programs

Filling a gap in nonconvex quadratic programming, this paper shows that the global resolution of a feasible quadratic program (QP), which is not known a priori to be bounded or unbounded below, can be accomplished in finite time by solving two linear programs with linear complementarity constraints, i.e., LPCCs. Specifically, this task can be divided into two LPCCs: the first confirms whether the QP is bounded below on the feasible set and, if not, computes a feasible ray on which the QP is unbounded; the second LPCC computes a globally optimal solution if it exists, by identifying a stationary point that yields the best quadratic objective value. In turn, the global resolution of these LPCCs can be accomplished by a parameter-free, mixed integer-programming based, finitely terminating algorithm developed recently by the authors, which can be enhanced in this context by a new kind of valid cut derived from the second-order conditions of the QP and by exploiting the special structure of the LPCCs. Throughout, our treatment makes no boundedness assumption of the QP; this is a significant departure from much of the existing literature which consistently employs the boundedness of the feasible set as a blanket assumption. The general theory is illustrated by 3 classes of indefinite problems: QPs with simple upper and lower bounds (existence of optimal solutions is guaranteed); same QPs with an additional inequality constraint (extending the case of simple bound constraints); and nonnegatively constrained copositive QPs (no guarantee of the existence of an optimal solution). We also present numerical results to support the special cuts obtained due to the QP connection.     

半讨厌型设施选址问题的模型与算法

研究了结合网络和平面模型的半讨厌型设施的选址问题.半讨厌型设施结合了讨厌型设施与喜爱型设施的性质,一方面由于这些设施对人们带来很多副作用,人们想要远离他们以避免遭到污染,但同时人们又希望距离设施不要过远,因此建立0-1整数模型,在保证所有人使用该设施的距离不超过既定距离的基础上,使污染范围最小.由于该问题是NP困难问题,本为给出了启发式算法,通过算例进行了比较分析,证明了算法的有效性.     

A graph-pair representation and MIP-model-based heuristic for the unequal-area facility layout problem

Owing to its theoretical as well as practical significance, the facility layout problem with unequal-area departments has been studied for several decades, with a wide range of heuristic and a few exact solution procedures developed by numerous researchers. In one of the exact procedures, the facility layout problem is formulated as a mixed-integer programming (MIP) model in which binary (0/1) variables are used to prevent departments from overlapping with one another. Obtaining an optimal solution to the MIP model is difficult, and currently only problems with a limited number of departments can be solved to optimality. Motivated by this situation, we developed a heuristic procedure which uses a “graph pair” to determine and manipulate the relative location of the departments in the layout. The graph-pair representation technique essentially eliminates the binary variables in the MIP model, which allows the heuristic to solve a large number of linear programming models to construct and improve the layout in a comparatively short period of time. The search procedure to improve the layout is driven by a simulated annealing algorithm. The effectiveness of the proposed graph-pair heuristic is demonstrated by comparing the results with those reported in recent papers. Possible extensions to the graph-pair representation technique are discussed at the end of the paper.     

On Extensions of the Frank-Wolfe Theorems

In this paper we consider optimization problems defined by a quadratic objective function and a finite number of quadratic inequality constraints. Given that the objective function is bounded over the feasible set, we present a comprehensive study of the conditions under which the optimal solution set is nonempty, thus extending the so-called Frank-Wolfe theorem. In particular, we first prove a general continuity result for the solution set defined by a system of convex quadratic inequalities. This result implies immediately that the optimal solution set of the aforementioned problem is nonempty when all the quadratic functions involved are convex. In the absence of the convexity of the objective function, we give examples showing that the optimal solution set may be empty either when there are two or more convex quadratic constraints, or when the Hessian of the objective function has two or more negative eigenvalues. In the case when there exists only one convex quadratic inequality constraint (together with other linear constraints), or when the constraint functions are all convex quadratic and the objective function is quasi-convex (thus allowing one negative eigenvalue in its Hessian matrix), we prove that the optimal solution set is nonempty.     

A discrete competitive facility location model with variable attractiveness

We consider the discrete version of the competitive facility location problem in which new facilities have to be located by a new market entrant firm to compete against already existing facilities that may belong to one or more competitors. The demand is assumed to be aggregated at certain points in the plane and the new facilities can be located at predetermined candidate sites. We employ Huff's gravity-based rule in modelling the behaviour of the customers where the probability that customers at a demand point patronize a certain facility is proportional to the facility attractiveness and inversely proportional to the distance between the facility site and demand point. The objective of the firm is to determine the locations of the new facilities and their attractiveness levels so as to maximize the profit, which is calculated as the revenue from the customers less the fixed cost of opening the facilities and variable cost of setting their attractiveness levels. We formulate a mixed-integer nonlinear programming model for this problem and propose three methods for its solution: a Lagrangean heuristic, a branch-and-bound method with Lagrangean relaxation, and another branch-and-bound method with nonlinear programming relaxation. Computational results obtained on a set of randomly generated instances show that the last method outperforms the others in terms of accuracy and efficiency and can provide an optimal solution in a reasonable amount of time.     

Fuzzy bounded linear operators

In this paper, a notion of boundedness of a linear operator from a fuzzy normed linear space to another fuzzy normed linear space is introduced and two types (strong and weak) of fuzzy bounded linear operators are defined. Relation between fuzzy continuity and fuzzy boundedness is studied. Definitions of fuzzy bounded linear functionals are given and the notions of fuzzy dual spaces are developed. The Hahn-Banach theorem, the Open mapping theorem, the Closed graph theorem and the Uniform boundedness principle theorem are established.     

p-Median theorems for competitive locations

In competitive location theory, one wishes to optimally choose the locations ofr facilities to compete againstp existing facilities for providing service (or goods) to the customers who are at given discrete points (or nodes). One normally assumes that: (a) the level of demand of each customer is fixed (i.e. this demand is not a function of how far a customer is from a facility), and (b) the customer always uses the closest available facility. In this paper we study competitive locations when one or both of the above assumptions have been relaxed. In particular, we show that for each case and under certain assumptions, there exists a set of optimal locations which consists entirely of nodes.This work was supported by a National Science Foundation Grant ECS-8121741.     

化工园区应急设施区间规划选址模型研究

应急设施选址受应急物资需求量的影响。为优化应急设施选址布局,提高突发事件应急处置能力,以化工园区突发事件为研究背景,对化工园区突发事故下应急设施选址进行研究。考虑到化工园区突发事件的随机性和复杂性、突发事件应急物资需求的不确定性等特点,以应急设施选址安全性最大、经济性和服务效益最好为目标,基于传统确定性应急设施选址模型,构建了不确定需求条件下化工园区应急设施选址区间规划数学模型。模型中应急物资需求量是一个区间值,通过引入区间规划理论和模糊理论对模型进行求解,不仅避免了不确定参数随机概率分布的波动率,而且也降低了模型求解过程中的不确定性。最后,以园区各企业潜在事故为工程背景进行实例分析,得到园区应急设施的布局方案。结果表明,模型的求解效果较好,可为园区应急设施选址决策提供参考依据。     

城市消防站点布局的改进启发式算法

面对数量较多需要及时处理的突发事故,为了满足最短应急时间限制,最低应急资源数和最少的出救点等目标,在城市规划决策中,考虑在一个确定应急限制期下的安全消防站选址问题,给出一个反映决策者对时间和费用偏好的折衷选址方案十分必要.从实际应用出发,运用改进启发式算法方法研究时间与资源限制条件下的多出救点组合模型求解问题.给出了应急限制期和安全消防设施点建立的费用模型,从理论上证明了模型求解方法的正确性.在给定限制期条件下,通过分析得出应急服务设施点选择方法.通过算例说明该计算方法的具体应用,为交通安全消防站点选择提供参考,该方法还适用于诸如医院急救站等类似公共设施的规划建设.     

Optimal boundedness criteria for extended-real-valued functions

The notion of genuinely bounded below function is introduced and characterized by means of the concept of co-equilibrated function. As an application, we state two boundedness criteria for extended-real-valued functions, both optimal in a clearly defined sense. The first one says that an extended-real-valued function minorized by an affine map and coinciding from some value up with a co-equilibrated function is bounded below. The second criterion states that an extended-real-valued function minorized by an affine map is bounded below provided that one of its sub-level sets is co-equilibrated.     

Facility placement with sub-aisle design in an existing layout

In this paper, we consider the integration of facility placement in an existing layout and the configuration of one or two connecting sub-aisles. This is relevant, for example, when placing a new machine/department on a shop floor with existing machines/departments and an existing aisle structure. Our work is motivated by the work of Savas et al. [Savas, S., Batta, R., Nagi, R., 2002. Finite-size facility placement in the presence of barriers to rectilinear travel. Operations Research 50 (6), 1018–1031], that considered the optimal planar placement of a finite-size facility in the presence of existing facilities. Our work differs from theirs in that we consider material handling to be restricted to the aisle structure. We do not allow the newly placed facility to overlap with existing facilities or with the aisle structure. Facilities are rectangular and travel is limited to new or existing aisles. We show that there are a finite number of candidate placements for the new facility. Algorithms are developed to find the optimal placement and the corresponding configurations for the sub-aisles. Complexity of the solution method is analyzed. Also, a numerical example is provided to explore the impact of the number of sub-aisles added.     

The bounded core for games with precedence constraints

An element of the possibly unbounded core of a cooperative game with precedence constraints belongs to its bounded core if any transfer to a player from any of her subordinates results in payoffs outside the core. The bounded core is the union of all bounded faces of the core, it is nonempty if the core is nonempty, and it is a continuous correspondence on games with coinciding precedence constraints. If the precedence constraints generate a connected hierarchy, then the core is always nonempty. It is shown that the bounded core is axiomatized similarly to the core for classical cooperative games, namely by boundedness (BOUND), nonemptiness for zero-inessential two-person games (ZIG), anonymity, covariance under strategic equivalence (COV), and certain variants of the reduced game property (RGP), the converse reduced game property (CRGP), and the reconfirmation property. The core is the maximum solution that satisfies a suitably weakened version of BOUND together with the remaining axioms. For games with connected hierarchies, the bounded core is axiomatized by BOUND, ZIG, COV, and some variants of RGP and CRGP, whereas the core is the maximum solution that satisfies the weakened version of BOUND, COV, and the variants of RGP and CRGP.     

考虑居民选择行为的应急避难场所选址问题研究

突发事件发生后,应急管理部门将面临选择启用哪些应急避难场所供居民避难的决策。与其它设施选址不同,处于有限理性状态下的居民可选择是否去避难以及去哪个避难所避难。为使未被服务的居民数量最小化,考虑居民的有限理性选择行为至关重要。为此,考虑居民避难距离及避难所吸引力等因素,基于竞争选址理论构建避难所对居民的效用函数。在此基础上,运用多项logit模型刻画居民的有限理性选择行为,建立基于有限理性选择行为的选址模型,并与基于效用最优选择行为和基于系统最优原则的选址模型进行对比以验证模型的合理性。为了高效地求解模型,设计了模拟退火算法和遗传算法两种启发式算法。算例分析结果验证了模型和算法的可行性和有效性,并揭示了居民理性程度、选址个数及财政预算均对选址结果有重要影响。