Showing 1 - 10 of 11
In this chapter we describe the optimal set approach for sensitivity analysis for LP. We show that optimal partitions and optimal sets remain constant between two consecutive transition-points of the optimal value function. The advantage of using this approach instead of the classical approach...
Persistent link: https://www.econbiz.de/10008570616
In this paper we consider properties of the central path and the analytic center of the optimal face in the context of parametric linear programming. We first show that if the right-hand side vector of a standard linear program is perturbed, then the analytic center of the optimal face is...
Persistent link: https://www.econbiz.de/10008570625
In this paper we deal with sensitivity analysis in convex quadratic programming, without making assumptions on nondegeneracy, strict convexity of the objective function, and the existence of a strictly complementary solution. We show that the optimal value as a function of a right--hand side...
Persistent link: https://www.econbiz.de/10008570638
problems with a min-sum or min-max objective function. Our algorithms run in polynomial time if the optimization problem itself …
Persistent link: https://www.econbiz.de/10008584791
We develop a framework for automated optimization of stochastic simulation models using Response Surface Methodology … function is very expensive or time-consuming. Response Surface Methodology is frequently used for the optimization of … need to interfere in the optimization process. In our framework for automated optimization we describe all choices that …
Persistent link: https://www.econbiz.de/10004972270
the complete analysis of continuous optimization problems. Standard reasonable descents give a unified approach to all … central results outside optimization: the fundamental theorem of algebra, the maximum and the minimum principle of complex … function theorem. These optimization proofs compare favorably with the usual proofs and are all based on the same strategy …
Persistent link: https://www.econbiz.de/10005000447
In this paper we study a model to estimate the probability that a target group of an advertising campaign is reached by a commercial message a given number of times. This contact frequency distribution is known to be computationally difficult to calculate because of dependence between the...
Persistent link: https://www.econbiz.de/10008584719
In this paper we give a short novel proof of the well-known Lagrange multiplier rule, discuss the sources of the power of this rule and consider several applications of this rule. The new proof does not use the implicit function theorem and combines the advantages of two of the most well-known...
Persistent link: https://www.econbiz.de/10005504988
can be estimated by optimization of the goodness-of-fit. We compared the efficiency and accuracy of the Response Surface … Methodology and the Nelder and Mead Simplex Method for optimization of microsimulation models. To this end, we tested several … respect to accuracy, Response Surface Methodology performed better in case of optimization of the microsimulation model …
Persistent link: https://www.econbiz.de/10005450860
A railway system needs a substantial amount of maintenance. To prevent unexpected breakdowns as much as possible, preventive maintenance is required. In this paper we discuss the Preventive Maintenance Scheduling Problem (PMSP), where (short) routine activities and (long) unique projects have to...
Persistent link: https://www.econbiz.de/10005256413