A methodology is presented for planning the operation of the Fuerte-Carrizo irrigation system in northwest Mexico. The system has two storage dams, two irrigation districts, and water transfer capabilities between both dams. The methodology uses a combination of linear programming (LP) and...

The problem of irrigation planning becomes more complex by considering an uncertainty. The uncertainties can be tackled by formulating the problem of irrigation planning as Fuzzy Linear Programming (FLP). FLP models can incorporate the scenario of real world problem. In the present study, Multi...

We show that the simplex method can be interpreted as a cutting-plane method, assuming that a special pricing rule is used. This approach is motivated by the recent success of the cutting-plane method in the solution of special stochastic programming problems. We focus on the special linear...

We introduce an efficient and robust proposal for solving linear systems arising at each iteration of primal-dual interior-point methods for linear programming. Our proposal is based on the stable system presented by Gonzalez-Lima et al. (Comput. Opt. Appl. 44:213–247, <CitationRef CitationID="CR14">2009</CitationRef>). Using similar...</citationref>

This paper deals with the stability of the intersection of a given set <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$ X\subset \mathbb{R}^{n}$$</EquationSource> </InlineEquation>with the solution, <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$F\subset \mathbb{R}^{n}$$</EquationSource> </InlineEquation>, of a given linear system whose coefficients can be arbitrarily perturbed. In the optimization context, the fixed constraint set X can be the...</equationsource></inlineequation></equationsource></inlineequation>

In this paper, an interior-point based global filtering algorithm is proposed to solve linear programming problems with the right-hand-side and cost vectors being stochastic. Previous results on the limiting properties of the Kalman filtering process have been extended to handle some...

In this paper we derive a lower bound on the average complexity of the Simplex-Method as a solution-process for linear programs (LP) of the type:<Equation ID="Equ1"> <EquationSource Format="TEX"/> </Equation> We assume these problems to be randomly generated according to the Rotation-Symmetry-Model: *Let a <Subscript>1</Subscript>,…,a <Subscript>m</Subscript>, v be distributed independently,...</subscript></subscript></equation>

We study the problem of optimally controlling a multiserver queueing system. Customers arrive in a Poisson fashion and join a single queue, served by N servers, S <Subscript>1</Subscript>,S <Subscript>2</Subscript>,… , S <Subscript>N</Subscript>. The servers have different rates. The service times at each server are independent and exponentially distributed....</subscript></subscript></subscript>

In this paper, we propose a second order interior point algorithm for symmetric cone programming using a wide neighborhood of the central path. The convergence is shown for commutative class of search directions. The complexity bound is <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${O(r^{3/2}\,\log\epsilon^{-1})}$$</EquationSource> </InlineEquation> for the NT methods,...</equationsource></inlineequation>