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31.
Jerzy A. Filar 《Mathematical Programming》1984,30(3):313-325
We consider a two-person, general-sum, rational-data, undiscounted stochastic game in which one player (player II) controls
the transition probabilities. We show that the set of stationary equilibrium points is the union of a finite number of sets
such that, every element of each of these sets can be constructed from a finite number of extreme equilibrium strategies for
player I and from a finite number of pseudo-extreme equilibrium strategies for player II. These extreme and pseudo-extreme
strategies can themselves be constructed by finite (but inefficient) algorithms. Analogous results can also be established
in the more straightforward case of discounted single-controller games. 相似文献
32.
Given a graphG=[V, E] with positive edge weights, the max-cut problem is to find a cut inG such that the sum of the weights of the edges of this cut is as large as possible. Letg(K) be the class of graphs whose longest odd cycle is not longer than2K+1, whereK is a nonnegative integer independent of the numbern of nodes ofG. We present an O(n
4K) algorithm for the max-cut problem for graphs ing(K). The algorithm is recursive and is based on some properties of longest and longest odd cycles of graphs.
This research was supported by National Science Foundation Grant ECS-8005350 to Cornell University. 相似文献
33.
G. Tinhofer 《Mathematical Programming》1984,28(3):337-348
A graphsack problem is a certain binary linear optimization problem with applications in optimal network design. From there
a rational graphsack problem is derived by allowing the variables to vary continuously between 0 and 1. In this paper we deal
with rational graphsack problems. First we develop the concept of compressed solutions and the concept of augmenting cuts.
Making use of these concepts a very simple optimality criterion is derived. Finally an efficient algorithm solving rational
graphsack problems is given which is polynomially bounded in time and which is closely related to the simplex algorithm. 相似文献
34.
Israel Zang 《Mathematical Programming》1978,15(1):36-52
The gradient path of a real valued differentiable function is given by the solution of a system of differential equations. For a quadratic function the above equations are linear, resulting in a closed form solution. A quasi-Newton type algorithm for minimizing ann-dimensional differentiable function is presented. Each stage of the algorithm consists of a search along an arc corresponding to some local quadratic approximation of the function being minimized. The algorithm uses a matrix approximating the Hessian in order to represent the arc. This matrix is updated each stage and is stored in its Cholesky product form. This simplifies the representation of the arc and the updating process. Quadratic termination properties of the algorithm are discussed as well as its global convergence for a general continuously differentiable function. Numerical experiments indicating the efficiency of the algorithm are presented. 相似文献
35.
Michael J. Todd 《Mathematical Programming》1982,24(1):216-224
We show that piecewise-linear homotopy algorithms may take a number of steps that grows exponentially with the dimension when solving a system of linear equations whose solution lies close to the starting point. Our examples are based on an example of Murty exhibiting exponential growth for Lemke's algorithm for the linear complementarity problem.This research was supported in part by NSF grant ECS-7921279 and by a Guggenheim Fellowship. 相似文献
36.
Michael J. Todd 《Mathematical Programming》1980,18(1):233-247
We consider the recent algorithms for computing fixed points or zeros of continuous functions fromR
n
to itself that are based on tracing piecewise-linear paths in triangulations. We investigate the possible savings that arise when these fixed-point algorithms with their usual triangulations are applied to computing zeros of functionsf with special structure:f is either piecewise-linear in certain variables, separable, or has Jacobian with small bandwidth. Each of these structures leads to a property we call modularity; the algorithmic path within a simplex can be continued into an adjacent simplex without a function evaluation or linear programming pivot. Modularity also arises without any special structure onf from the linearity of the function that is deformed tof.
In the case thatf is separable we show that the path generated by Kojima's algorithm with the homotopyH
2 coincides with the path generated by the standard restart algorithm of Merrill when the usual triangulations are employed. The extra function evaluations and linear programming steps required by the standard algorithm can be avoided by exploiting modularity.This research was performed while the author was visiting the Mathematics Research Center, University of Wisconsin-Madison, and was sponsored by the United States Army under Contract No. DAAG-29-75-C-0024 and by the National Science Foundation under Grant No. ENG76-08749. 相似文献
37.
Since the original work of Dantzig and Wolfe in 1960, the idea of decomposition has persisted as an attractive approach to large-scale linear programming. However, empirical experience reported in the literature over the years has not been encouraging enough to stimulate practical application. Recent experiments indicate that much improvement is possible through advanced implementations and careful selection of computational strategies. This paper describes such an effort based on state-of-the-art, modular linear programming software (IBM's MPSX/370). 相似文献
38.
This paper provides decomposition algorithms for locating minimal cuts in a large directed network. The main theorem provides several cases for the algorithms. In the worst case, it is shown that the efficiency of one of the proposed algorithms is of the same order as a no-decomposition algorithm. As in linear programming, the obvious advantage of the proposed decomposition procedure is its ability to potentially handle larger problems than a no-decomposition algorithm. 相似文献
39.
Uwe Martin Stephenson 《Applied Acoustics》2006,67(10):959-981
Computation times of room acoustical simulation algorithms still suffer from the time consuming search for ray-wall-intersections. Spatial subdivision may speed up ray tracing considerably. For room acoustics, where the number of surface polygons (walls) is not so high, the voxel technique appears suitable. The voxel crossing algorithm is very fast. However, its performance was not yet investigated up to now. Voxels are small cubes by which the space is subdivided periodically. The advantage: Only in the rare case a voxel intersects a wall the intersection point needs to be computed. In this paper, by estimating the probabilities of such intersections, an analytical formula is derived, by which the optimum degree of spatial subdivision and the factor of acceleration of the algorithm can be forecasted. It turns out that the computation time increases only with instead of with K0 (the number of polygons of the room). Thus, on a modern PC, computation time for a full room acoustical simulation even for highly complicated rooms may be reduced by a factor in the order of 100, i.e. to a few seconds. 相似文献
40.
Guillermo Durán Min Chih Lin Sergio Mera Jayme Luiz Szwarcfiter 《Discrete Applied Mathematics》2006,154(13):1783-1790
A circular-arc graph is the intersection graph of arcs on a circle. A Helly circular-arc graph is a circular-arc graph admitting a model whose arcs satisfy the Helly property. A clique-independent set of a graph is a set of pairwise disjoint cliques of the graph. It is NP-hard to compute the maximum cardinality of a clique-independent set for a general graph. In the present paper, we propose polynomial time algorithms for finding the maximum cardinality and weight of a clique-independent set of a -free CA graph. Also, we apply the algorithms to the special case of an HCA graph. The complexity of the proposed algorithm for the cardinality problem in HCA graphs is O(n). This represents an improvement over the existing algorithm by Guruswami and Pandu Rangan, whose complexity is O(n2). These algorithms suppose that an HCA model of the graph is given. 相似文献