Showing 1 - 10 of 15
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/10010837949
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/10010731750
We present algorithms to calculate the stability radius of optimal or approximate solutions of binary programming problems with a min-sum or min-max objective function. Our algorithms run in polynomial time if the optimization problem itself is polynomially solvable. We also extend our results...
Persistent link: https://www.econbiz.de/10010731826
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/10011149270
Steel structures like bridges, tanks and pylons are exposed to outdoor weathering conditions. In order to prevent them from corrosion they are protected by organic coating systems. This paper focuses on modelling the deterioration of the organic coating layer that protects steel structures from...
Persistent link: https://www.econbiz.de/10010837839
Airline seat inventory control is a very profitable tool in the airline industry. Mathematical programming models provide booking limits or bid-prices for all itineraries and fare classes based on demand forecasts. But the actual revenue generated in the booking process fails to meet...
Persistent link: https://www.econbiz.de/10010837901
Microsimulation models are increasingly used in the evaluation of cancer screening. Latent parameters of such models 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...
Persistent link: https://www.econbiz.de/10010837974
simulation study. It is found that using a Multistart meta-heuristic in combination with a two-mode k-means algorithm or the …
Persistent link: https://www.econbiz.de/10010837985
be used for modeling "average" or steady-state behavior of complex stochastic systems. Recently, simulation-based methods …
Persistent link: https://www.econbiz.de/10010731565
are considered: controlled and uncontrolled. Simulation results show that uncontrolled arrivals of ships perform worst in …
Persistent link: https://www.econbiz.de/10010731597