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71.
This paper studies a supply chain consisting of two suppliers and one retailer in a spot market, where the retailer uses the
newsvendor solution as its purchase policy, and suppliers compete for the retailer’s purchase. Since each supplier’s bidding
strategy affects the other’s profit, a game theory approach is used to identify optimal bidding strategies. We prove the existence
and uniqueness of a Nash solution. It is also shown that the competition between the supplier leads to a lower market clearing
price, and as a result, the retailer benefits from it. Finally, we demonstrate the applicability of the obtained results by
deriving optimal bidding strategies for power generator plants in the deregulated California energy market.
Supported in part by RGC (Hong Kong) Competitive Earmarked Research Grants (CUHK4167/04E and CUHK4239/03E), a Distinguished
Young Investigator Grant from the National Natural Sciences Foundation of China, and a grant from Hundred Talents Program
of the Chinese Academy of Sciences. 相似文献
72.
Nicholas I. M. Gould Dominique Orban Annick Sartenaer Phillipe L. Toint 《4OR: A Quarterly Journal of Operations Research》2005,3(3):227-241
In this paper, we examine the sensitivity of trust-region algorithms on the parameters related to the step acceptance and
update of the trust region. We show, in the context of unconstrained programming, that the numerical efficiency of these algorithms
can easily be improved by choosing appropriate parameters. Recommended ranges of values for these parameters are exhibited
on the basis of extensive numerical tests.
MSC classification:
65K05, 90C26, 90C30 相似文献
73.
Researchers first examined the problem of separable concave programming more than thirty years ago, making it one of the earliest branches of nonlinear programming to be explored. This paper proposes a new algorithm that finds the exact global minimum of this problem in a finite number of iterations. In addition to proving that our algorithm terminates finitely, the paper extends a guarantee of finiteness to all branch-and-bound algorithms for concave programming that (1) partition exhaustively using rectangular subdivisions and (2) branch on the incumbent solution when possible. The algorithm uses domain reduction techniques to accelerate convergence; it solves problems with as many as 100 nonlinear variables, 400 linear variables and 50 constraints in about five minutes on an IBM RS/6000 Power PC. An industrial application with 152 nonlinear variables, 593 linear variables, and 417 constraints is also solved in about ten minutes. 相似文献
74.
Andrew V. Goldberg Michael D. Grigoriadis Robert E. Tarjan 《Mathematical Programming》1991,50(1-3):277-290
Goldfarb and Hao (1990) have proposed a pivot rule for the primal network simplex algorithm that will solve a maximum flow problem on ann-vertex,m-arc network in at mostnm pivots and O(n
2
m) time. In this paper we describe how to extend the dynamic tree data structure of Sleator and Tarjan (1983, 1985) to reduce the running time of this algorithm to O(nm logn). This bound is less than a logarithmic factor larger than those of the fastest known algorithms for the problem. Our extension of dynamic trees is interesting in its own right and may well have additional applications.Research partially supported by a Presidential Young Investigator Award from the National Science Foundation, Grant No. CCR-8858097, an IBM Faculty Development Award, and AT&T Bell Laboratories.Research partially supported by the Office of Naval Research, Contract No. N00014-87-K-0467.Research partially supported by the National Science Foundation, Grant No. DCR-8605961, and the Office of Naval Research, Contract No. N00014-87-K-0467. 相似文献
75.
Masakazu Muramatsu 《Mathematical Programming》1998,83(1-3):393-406
In this paper, we introduce an affine scaling algorithm for semidefinite programming (SDP), and give an example of a semidefinite
program such that the affine scaling algorithm converges to a non-optimal point. Both our program and its dual have interior
feasible solutions and unique optimal solutions which satisfy strict complementarity, and they are non-degenerate everywhere. 相似文献
76.
77.
关于E-凸函数及E-凸规划几个错误结论的修正 总被引:2,自引:0,他引:2
本文研究Youness在1999年建立的有关E凸函数和E规划的结论.利用E凸函数和E凸规划的基本性质和优化分析技术,获得了有关E凸函数E凸规划的几个错误结论的修正.. 相似文献
78.
We consider a class of non-linear mixed integer programs with n integer variables and k continuous variables. Solving instances from this class to optimality is an NP-hard problem. We show that for the cases with
k=1 and k=2, every optimal solution is integral. In contrast to this, for every k≥3 there exist instances where every optimal solution takes non-integral values.
Received: August 2001 / Accepted: January 2002?Published online March 27, 2002 相似文献
79.
Hua Ning LIU Wen Peng ZHANG 《数学学报(英文版)》2007,23(5):915-924
The main purpose of this paper is to use the generalized Bernoulli numbers, Gauss sums and the mean value theorems of Dirichlet L-functions between a quadratic residue and its inverse modulo p value formula. to study the asymptotic property of the difference (a prime), and to give an interesting hybrid mean 相似文献
80.
Abdulaziz S. Alidi 《Applied Mathematical Modelling》1992,16(12):645-651
The improper handling and disposal of hazardous wastes cause threats to human health and the environment. One reason for the improper handling and disposal of these wastes is that not much consideration is usually given to the logistical aspects of hazardous waste systems. In this paper an integer goal programming model is developed that takes into consideration the multiple goals and needs of many groups involved in managing and planning hazardous waste systems. The model can easily be implemented and can be used to address many of the issues related to facility location, recycling, treatment, and disposal of hazardous wastes. 相似文献