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41.
Juan Pablo Vielma 《Operations Research Letters》2007,35(1):29-35
Two independent proofs of the polyhedrality of the split closure of mixed integer linear program have been previously presented. Unfortunately neither of these proofs is constructive. In this paper, we present a constructive version of this proof. We also show that split cuts dominate a family of inequalities introduced by Köppe and Weismantel. 相似文献
42.
Wei Wang Li-Ping Pang Zun-Quan Xia 《应用数学学报(英文版)》2007,23(1):29-38
In this paper,the UV-theory and P-differential calculus are employed to study second-order ex-pansion of a class of D.C.functions and minimization problems.Under certain conditions,some properties ofthe U-Lagrangian,the second-order expansion of this class of functions along some trajectories are formulated.Some first and second order optimality conditions for the class of D.C.optimization problems are given. 相似文献
43.
基于SUN5500小型计算机并行开发环境,给出了消息传递模型和蕴式行模型的实现方法,通过实例分析了SUNMPI实际编程,并对选取不同模型有不同参数的运算时间进行了比较,结果表明,在SUN5500计算机上MPI模型和蕴式并行模型均能较大地提高运算速度,而且MPI在灵活性和并行程度方面更优。 相似文献
44.
M.V. Devyaterikova 《Operations Research Letters》2006,34(2):149-154
In the present paper we develop our approach for studying the stability of integer programming problems. We prove that the L-class enumeration method is stable on integer linear programming problems in the case of bounded relaxation sets [9]. The stability of some cutting plane algorithms is discussed. 相似文献
45.
The Dantzig-Wolfe reformulation principle is presented based on the concept of generating sets. The use of generating sets allows for an easy extension to mixed integer programming. Moreover, it provides a unifying framework for viewing various column generation practices, such as relaxing or tightening the column generation subproblem and introducing stabilization techniques. 相似文献
46.
In this paper we propose a general integration scheme for a Multi-Criteria Decision Making model of the Multi-Attribute Utility
Theory in Constraint Programming. We introduce the Choquet integral as a general aggregation function for multi-criteria optimization
problems and define the Choquet global constraint that propagates this function during the Branch-and-Bound search. Finally the benefits of the propagation
of the Choquet constraint are evaluated on the examination timetabling problem. 相似文献
47.
Dmitry I. Belov Ronald D. Armstrong 《Computational Optimization and Applications》2006,33(2-3):319-332
This paper introduces a novel approach for extracting the maximum number of non-overlapping test forms from a large collection
of overlapping test sections assembled from a given item bank. The approach involves solving maximum set packing problems
(MSPs). A branch-and-bound MSP algorithm is developed along with techniques adapted from constraint programming to estimate
lower and upper bounds on the optimal MSP solution. The algorithm is general and can be applied in other applications including
combinatorial auctions. The results of computer simulations and experiments with an operational item bank are presented.
An erratum to this article is available at . 相似文献
48.
Regina S. Burachik Rafail N. Gasimov Nergiz A. Ismayilova C. Yalçin. Kaya 《Journal of Global Optimization》2006,34(1):55-78
We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented
Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal
and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the
step-size parameters, we demonstrate the algorithm and its advantages on test problems, including an integer programming and
an optimal control problem.
*Partially Supported by 2003 UniSA ITEE Small Research Grant Ero2.
Supported by CAPES, Brazil, Grant No. 0664-02/2, during her visit to the School of Mathematics and Statistics, UniSA. 相似文献
49.
全生寅 《数学的实践与认识》2006,36(1):253-256
证明了线性规划的K uhn-Tucker条件蕴含着它的对偶问题,解释了L agrange乘子的意义.进而显示了K-T条件中的互补松驰性与对偶线性规划的互补松紧定理之间的联系. 相似文献
50.
Hadi Mohammadi Bidhandi 《Annals of Operations Research》2006,143(1):237-250
This paper develops a mathematical model for project time compression problems in CPM/PERT type networks. It is noted this
formulation of the problem will be an adequate approximation for solving the time compression problem with any continuous
and non-increasing time-cost curve. The kind of this model is Mixed Integer Linear Program (MILP) with zero-one variables,
and the Benders' decomposition procedure for analyzing this model has been developed. Then this paper proposes a new approach
based on the surrogating method for solving these problems. In addition, the required computer programs have been prepared
by the author to execute the algorithm. An illustrative example solved by the new algorithm, and two methods are compared
by several numerical examples. Computational experience with these data shows the superiority of the new approach. 相似文献