Concurrent multiresponse non-linear screening: Robust profiling of webpage performance

Profiling engineered data with robust mining methods continues attracting attention in knowledge engineering systems. The purpose of this article is to propose a simple technique that deals with non-linear multi-factorial multi-characteristic screening suitable for knowledge discovery studies. The method is designed to proactively seek and quantify significant information content in engineered mini-datasets. This is achieved by deploying replicated fractional-factorial sampling schemes. Compiled multi-response data are converted to a single master-response effectuated by a series of distribution-free transformations and multi-compressed data fusions. The resulting amalgamated master response is deciphered by non-linear multi-factorial stealth stochastics intended for saturated schemes. The stealth properties of our method target processing datasets which might be overwhelmed by a lack of knowledge about the nature of reference distributions at play. Stealth features are triggered to overcome restrictions regarding the data normality conformance, the effect sparsity assumption and the inherent collapse of the ‘unexplainable error’ connotation in saturated arrays. The technique is showcased by profiling four ordinary controlling factors that influence webpage content performance by collecting data from a commercial browser monitoring service on a large scale web host. The examined effects are: (1) the number of Cascading Style Sheets files, (2) the number of JavaScript files, (3) the number of Image files, and (4) the Domain Name System Aliasing. The webpage performance level was screened against three popular characteristics: (1) the time to first visual, (2) the total loading time, and (3) the customer satisfaction. Our robust multi-response data mining technique is elucidated for a ten-replicate run study dictated by an L₉(3⁴) orthogonal array scheme where any uncontrolled noise embedded contribution has not been necessarily excluded.     

Generalization of Murty's direct algorithm to linear and convex quadratic programming

Murty's algorithm for the linear complementarity problem is generalized to solve the optimality conditions for linear and convex quadratic programming problems with both equality and inequality constraints. An implementation is suggested which provides both efficiency and tight error control. Numerical experiments as well as field tests in various applications show favorable results.The author thanks K. G. Murty for his encouragement and helpful comments.     

Carathéodory's method for a class of dynamic games

The method of equivalent variational methods, originally due to Carathéodory for free problems in the calculus of variations is extended to investigate feedback Nash equilibria for a class of n-person differential games. Both the finite-horizon and infinite-horizon cases are considered. Examples are given to illustrate the presented results.     

Solving Problems with Min-Type Functions by Disjunctive Programming

We consider applications of disjunctive programming to global optimization and problems with equilibrium constraints. We propose a modification of the algorithm of F. Beaumont for disjunctive programming problems and show its numerical efficiency.     

Sensitivity analysis for discrete optimal control problems

We present local sensitivity analysis for discrete optimal control problems with varying endpoints in the case when the customary regularity of boundary conditions can be violated. We study the behavior of the optimal solutions subject to parametric perturbations of the problem.     

Maximizing a Linear Fractional Function on a Pareto Efficient Frontier

We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included.     

Primal cutting plane algorithms revisited

Dual fractional cutting plane algorithms, in which cutting planes are used to iteratively tighten a linear relaxation of an integer program, are well-known and form the basis of the highly successful branch-and-cut method. It is rather less well-known that various primal cutting plane algorithms were developed in the 1960s, for example by Young. In a primal algorithm, the main role of the cutting planes is to enable a feasible solution to the original problem to be improved. Research on these algorithms has been almost non-existent.  In this paper we argue for a re-examination of these primal methods. We describe a new primal algorithm for pure 0-1 problems based on strong valid inequalities and give some encouraging computational results. Possible extensions to the case of general mixed-integer programs are also discussed.     

Constraint Programming and Operations Research: Comments from an Operations Researcher

This paper relates the author's personal experience with constraint programming and gives a personal assessment of the relationships between constraint programming and operations research.     

最速下降规则不失为一可用规则

本从统计意义上平均迭代次数的观点出发，指出求解线性规划的最速下降规则是可取的，好用的。     

线性分式规划最优解集的求法

本文使用多面集的表示定理，导出了线性分式规划最优解集的结构，并给出确定全部最优解的计算步骤。