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1.
We study a model of a queueing system with two complementary products/services. In our model, there is one M/M/1 system and another facility that provides instantaneous service. The two services are complementary and the customer has no benefit from obtaining just one of them. We investigate the model under various price structures and ownership assumptions.AMS subject classification: 90B22, 91A10The authors are equal in their contribution to this paper. This paper is submitted by the first author to the Tokyo Institute of Technology as partial fulfillment of the requirements for the Ph.D. program in the Department of Value and Decision Sciences, and the order of names was chosen in compliance with program conditions. This research was supported by the Israel Science Foundation (grant No. 237/02). 相似文献
2.
求解一类非单调线性互补问题的宽邻域内点方法及其计算复杂性 总被引:1,自引:0,他引:1
对于一类非单调线性互补问题给出了一种新的算法——宽邻域内点算法,并讨论了其计算复杂性。 相似文献
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L. Contesse-Becker 《Journal of Optimization Theory and Applications》1993,79(2):273-310
In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile). 相似文献
5.
This article studies some geometrical aspects of the semidefinite linear complementarity problem (SDLCP), which can be viewed as a generalization of the well-known linear complementarity problem (LCP). SDLCP is a special case of a complementarity problem over a closed convex cone, where the cone considered is the closed convex cone of positive semidefinite matrices. It arises naturally in the unified formulation of a pair of primal-dual semidefinite programming problems. In this article, we introduce the notion of complementary cones in the semidefinite setting using the faces of the cone of positive semidefinite matrices and show that unlike complementary cones induced by an LCP, semidefinite complementary cones need not be closed. However, under R0-property of the linear transformation, closedness of all the semidefinite complementary cones induced by L is ensured. We also introduce the notion of a principal subtransformation with respect to a face of the cone of positive semidefinite matrices and show that for a self-adjoint linear transformation, strict copositivity is equivalent to strict semimonotonicity of each principal subtransformation. Besides the above, various other solution properties of SDLCP will be interpreted and studied geometrically. 相似文献
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该文通过构造特殊形式的有效集来逼近KKT点处的有效集,给出了一个任意初始点下的序列线性方程组新算法,并证明了该算法在没有严格互补松驰条件的情况下具有全局收敛性和一步超线性收敛性。
相似文献
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Complete complementary sequences are widely used in spectrum spread communications because of their ideal correlation functions. A previous method generates complete complementary sequences with lengths of N^nN (n,N ∈ Z^+). This paper presents a new iterative method to construct complete complementary sequences with lengths of 2^mN (m,N ∈ Z^+). The analysis proves that this method can produce many sequence sets that do not appear in sequence sets generated by the former method, especially shorter sequence sets. The result will certainly increase the application of complete complementary sequences in communication engineering and related fields. 相似文献
10.
Michael K. -H. Kiessling 《Journal of statistical physics》1990,59(5-6):1157-1186
The canonical equilibrium measure of classical two-component Coulomb matter with regularized interactions is analyzed in a finite volume. It is shown that, in the mean-field regime, the one-particle density is inhomogeneous on a new characteristic length scale inh. For a system ofN positive andN negative particles, inh and the characteristic length scale of correlations corr (=Debye screening length) are related via inh=(2N)1/2 corr. The major conceptual conclusion that is drawn from this is that one needs two nontrivial complementary thermodynamic limits to define the equilibrium thermodynamics of two-component Coulomb systems. One of them is the standard thermodynamic limit (infinite volume), where one takesN, corr fixed. Its complementary limit is characterized byN, inh fixed, and is a finite-volume inhomogeneous mean-field limit. The most prominent new feature in the mean-field thermodynamic limit, which is absent in the standard thermodynamic limit, is an anomalous first-order phase transition where the Coulomb system explodes or implodes, respectively. The phase transition is connected with the existence of a metastable plasma phase far below the ionization temperature. 相似文献