Showing 1 - 10 of 19
In this paper we study the concepts of equilibrium and optimum in static transportation networks with elastic and non-elastic demands. The main mathematical tool of our paper is the theory of variational inequalities. We demonstrate that this theory is useful for proving the existence theorems....
Persistent link: https://www.econbiz.de/10005669267
Given a compact connected component of zeros of a vector field, we give a necessary condition for its asymptotic stability in terms of its index and Euler characteristic.
Persistent link: https://www.econbiz.de/10005669272
In this paper, we prove an existence theorem for equilibria in production economies with increasing returns, which generalizes the classis results on this topic. In partular, we eliminate both the free-disposal assumptions and any smoothness requirements on the boundary of the production sets....
Persistent link: https://www.econbiz.de/10005669274
In this paper we consider a labor constrained scheduling problem (LCSP) which is a simplification of a practical problem arising in industry. Jobs are subject to precedence constraints and have specified processing times. Moreover, for each job the labor requirements varies as the job is...
Persistent link: https://www.econbiz.de/10005669315
We develop and experiment with new upper bounds for the constrained maximum-entropy sampling problem. Our partition bounds are based on Fischer's inequality. Further new upper bounds combine the use of Fischer's inequality with previously developed bounds.
Persistent link: https://www.econbiz.de/10005669347
In the first part of this paper we prove that the global quadratic optimization problem over a simplex can be solved with a constant relative accuracy. In the second part we consider some natural extensions of the result.
Persistent link: https://www.econbiz.de/10005779402
We present a convex conic relaxation for a problem of maximising an indefinite quadratic form over a set of convex constraints on the squared variables. We show that for all these problems we get at least 12/37 relative accuracy of the approximation. In the second part of the paper we derive the...
Persistent link: https://www.econbiz.de/10005779408
This paper presents a combinatorial polynomial-time algorithm for minimizing submodular set functions. The algorithm employs a scaling scheme that uses a flow in the complete directed graph on the underlying set with each arc capacity equal to the scaled parameter.
Persistent link: https://www.econbiz.de/10005779433
Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlo method for Bayesian analysis of models with ill-behaved posterior distributions. In order to sample efficiency from such a distribution, location-scale transformation and a transformation to polar coordinates are used.
Persistent link: https://www.econbiz.de/10005779535
The cut polyhedron cut(G) of an undirected graph G = (V,E) is the dominant of the convex hull of all of its nonempty edge cutsets. After examining various compact extended formulations for cut(G), we study some of its polyhedral properties. In particular, we characterize all of the facets...
Persistent link: https://www.econbiz.de/10005634023