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。     

非光滑非凸多目标规划解的充分条件

Kuhn-Tucker型条件的充分性一直是最优化理论中引人注意的一个问题.本文对非光滑函数提出了几个非凸概念,然后,讨论了非光滑非凸多目标规划中Kuhn-Tucker型条件和Fritz John型条件的充分性,在很弱的条件下,建立了一系列充分条件.     

大口径宽视场双波段扫描红外相机光学设计

通过分析计算,设计了一种大口径宽视场折射式红外相机光学系统。该系统设计用于超长线阵扫描红外相机的地面演示成像,它能同时对短波2μm—3μm、中波3μm—4.5μm双波段成像,且同时具有24°的大视场和150mm的宽口径,成像质量接近衍射极限。该系统在航天遥感领域应用广泛。     

Modelling recruitment training in mathematical human resource planning

This paper deals with mathematical human resource planning; more specifically, it suggests a new model for a manpower‐planning system. In general, we study a k‐classed hierarchical system where the workforce demand at each time period is satisfied through internal mobility and recruitment. The motivation for this work is based on various European Union incentives, which promote regional or local government assistance programs that could be exploited by firms not only for hiring and training newcomers, but also to improve the skills and knowledge of their existing personnel. In this respect, in our augmented mobility model we establish a new ‘training/standby’ class, which serves as a manpower inventory position for potential recruits. This class, which may very well be internal or external to the system, is incorporated into the framework of a non‐homogeneous Markov chain model. Furthermore, cost objectives are employed using the goal‐programming approach, under different operating assumptions, in order to minimize the operational cost in the presence of system's constraints and regulations. Copyright © 2002 John Wiley & Sons, Ltd.     

Toward Fuzzy Optimization without Mathematical Ambiguity

Fuzzy programming has been discussed widely in literature and applied in such various disciplines as operations research, economic management, business administration, and engineering. The main purpose of this paper is to present a brief review on fuzzy programming models, and classify them into three broad classes: expected value model, chance-constrained programming and dependent-chance programming. In order to solve general fuzzy programming models, a hybrid intelligent algorithm is also documented. Finally, some related topics are discussed.