Mathematical programming techniques in majorization |
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Authors: | J. P. Dauer R. J. Krueger |
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Affiliation: | (1) Department of Mathematics and Statistics, University of Nebraska, Lincoln, Nebraska |
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Abstract: | In this paper, we are concerned with mathematical programs which construct nonmajorizing vectors for several specific majorization applications. In particular, we develop a linear integer program and two integer goal programs which solve the assignment majorization problem. We also develop a quadratic program for solving majorization problems which arise in probability and statistics. In the appendix, we present a general goal-programming algorithm for these, as well as others, goal programs.The authors would like to thank Professor Y. Tong for introducing them to majorization and its applications. They would also like to thank Professors Y. Tong and D. Mesner for helpful discussions. |
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Keywords: | Mathematical programming majorization goal programming assignment problem |
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