Spelling suggestions: "subject:"none linear programming"" "subject:"noun linear programming""
271 |
Optimization Models For Public Debt ManagementAlver, Mustafa Ugur 01 March 2009 (has links) (PDF)
Management of public debt is crucial for every country. Public debt managers make efforts to both minimize the cost of borrowing and to keep debt stock at sustainable levels. However, due to competition for funds in the continuously changing and developing financial markets, new threats and opportunities appear constantly.
Public debt managers construct borrowing policies in order to minimize the cost of borrowing and also to decrease risk by using various borrowing instruments. This thesis presents a mathematical model to determine the borrowing policy that minimizes the cost of borrowing in line with future projections and then seeks to extend it to construct risk sensitive policies that allow minimizing the effects of changes in the market on the cost of borrowing.
The model&rsquo / s application results for determining the borrowing strategies of Turkish Treasury for 100 month horizon have been evaluated through the study.
|
272 |
Disassembly Line Balancing Problem With Fixed Number Of Workstations And Finite SupplyGoksoy, Eda 01 June 2010 (has links) (PDF)
In this thesis, we consider a Disassembly Line Balancing Problem (DLBP) with fixed number of workstations. We aim to maximize the total value of the recovered parts.
We assume that there is a limited supply for the products to be disassembled. Different components can be obtained by disassembling different units of the product. Our aim is to assign the tasks to the workstations of the disassembly line so as to maximize the total value of the recovered parts. We present several upper and one lower bounding procedure. The results of our computational study have revealed the satisfactory behavior of our bounding mechanisms.
|
273 |
RELAXATION HEURISTICS FOR THE SET COVERING PROBLEMUmetani, Shunji, Yagiura, Mutsunori, 柳浦, 睦憲 12 1900 (has links) (PDF)
No description available.
|
274 |
Advances in shortest path based column generation for integer programmingEngineer, Faramroze Godrej 22 June 2009 (has links)
Branch-price-and-cut algorithms are among the most successful exact optimization approaches for solving many routing and scheduling problems. This is due, in part, to the availability of extremely efficient and effective dynamic programming algorithms for solving the pricing problem, and the availability of efficient and effective branching schemes and cutting planes that drive integrality. In terms of branch-price-and-cut, two obstacles we face today are (1) being able to solve harder and larger pricing problems, and (2) solving mixed-integer column generation formulations that suffer from relatively weak LP bounds compared to the more traditional 0-1 set partitioning type. As part of the work presented in this thesis, we encounter column generation formulations motivated by real life problems that require overcoming both types of challenges.
The first part of this thesis is dedicated to solving the resource constrained shortest path problem (RCSPP) arising in column generation pricing problems for formulations involving extremely large networks and a huge number of local resource constraints. We present a relaxation-based dynamic programming algorithm that alternates between a forward and a backward search. Each search employs bounds derived in the previous search to prune the search, and between consecutive searches, the relaxation is tightened over a set of critical resources and arcs.
The second part of this thesis focuses in the fixed charge shortest path problem (FCSPP) in which the amount of resource consumed is itself a continuous bounded variable. By exploiting the structure of optimal solutions to FCSPP, we design and implement a solution approach that relies on solving multiple RCSPPs, and therefore can again make use of extremely efficient and effective dynamic programming algorithms.
In the third and final part of this thesis, we present a branch-price-and-cut algorithm for the inventory routing problem (IRP). We extend a class of cuts known for the vehicle routing problem, and develop a new class of cuts specifically for IRP to tighten the formulation. Both the branching schemes and cuts preserve the structure of the pricing problem making them efficiently implementable within a branch-price-and-cut algorithm.
|
275 |
Applications of accuracy certificates for problems with convex structureCox, Bruce 21 February 2011 (has links)
Applications of accuracy certificates for problems with convex structure This dissertation addresses the efficient generation and potential applications of accuracy certificates in the framework of “black-box-represented” convex optimization problems - convex problems where the objective and the constraints are represented by “black boxes” which, given on input a value x of the argument, somehow (perhaps in a fashion unknown to the user) provide on output the values and the derivatives of the objective and the constraints at x. The main body of the dissertation can be split into three parts. In the first part, we provide our background --- state of the art of the theory of accuracy certificates for black-box-represented convex optimization. In the second part, we extend the toolbox of black-box-oriented convex optimization algorithms with accuracy certificates by equipping with these certificates a state-of-the-art algorithm for large-scale nonsmooth black-box-represented problems with convex structure, specifically, the Non-Euclidean Restricted Memory Level (NERML) method. In the third part, we present several novel academic applications of accuracy certificates. The dissertation is organized as follows: In Chapter 1, we motivate our research goals and present a detailed summary of our results. In Chapter 2, we outline the relevant background, specifically, describe four generic black-box-represented generic problems with convex structure (Convex Minimization, Convex-Concave Saddle Point, Convex Nash Equilibrium, and Variational Inequality with Monotone Operator), and outline the existing theory of accuracy certificates for these problems. In Chapter 3, we develop techniques for equipping with on-line accuracy certificates the state-of-the-art NERML algorithm for large-scale nonsmooth problems with convex structure, both in the cases when the domain of the problem is a simple solid and in the case when the domain is given by Separation oracle. In Chapter 4, we develop several novel academic applications of accuracy certificates, primarily to (a) efficient certifying emptiness of the intersection of finitely many solids given by Separation oracles, and (b) building efficient algorithms for convex minimization over solids given by Linear Optimization oracles (both precise and approximate). In Chapter 5, we apply accuracy certificates to efficient decomposition of “well structured” convex-concave saddle point problems, with applications to computationally attractive decomposition of a large-scale LP program with the constraint matrix which becomes block-diagonal after eliminating a relatively small number of possibly dense columns (corresponding to “linking variables”) and possibly dense rows (corresponding to “linking constraints”).
|
276 |
On Models and Methods for Global Optimization of Structural TopologyStolpe, Mathias January 2003 (has links)
<p>This thesis consists of an introduction and sevenindependent, but closely related, papers which all deal withproblems in structural optimization. In particular, we considermodels and methods for global optimization of problems intopology design of discrete and continuum structures.</p><p>In the first four papers of the thesis the nonconvex problemof minimizing the weight of a truss structure subject to stressconstraints is considered. First itis shown that a certainsubclass of these problems can equivalently be cast as linearprograms and thus efficiently solved to global optimality.Thereafter, the behavior of a certain well-known perturbationtechnique is studied. It is concluded that, in practice, thistechnique can not guarantee that a global minimizer is found.Finally, a convergent continuous branch-and-bound method forglobal optimization of minimum weight problems with stress,displacement, and local buckling constraints is developed.Using this method, several problems taken from the literatureare solved with a proof of global optimality for the firsttime.</p><p>The last three papers of the thesis deal with topologyoptimization of discretized continuum structures. Theseproblems are usually modeled as mixed or pure nonlinear 0-1programs. First, the behavior of certain often usedpenalization methods for minimum compliance problems isstudied. It is concluded that these methods may fail to producea zero-one solution to the considered problem. To remedy this,a material interpolation scheme based on a rational functionsuch that compli- ance becomes a concave function is proposed.Finally, it is shown that a broad range of nonlinear 0-1topology optimization problems, including stress- anddisplacement-constrained minimum weight problems, canequivalently be modeled as linear mixed 0-1 programs. Thisresult implies that any of the standard methods available forgeneral linear integer programming can now be used on topologyoptimization problems.</p><p><b>Keywords:</b>topology optimization, global optimization,stress constraints, linear programming, mixed integerprogramming, branch-and-bound.</p>
|
277 |
Biorefienry network design under uncertaintyReid, Korin J. M. 08 June 2015 (has links)
This work integrates perennial feedstock yield modeling using climate model data from current and future climate scenarios, land use datasets, transportation network data sets, Geographic Information Systems (GIS) tools, and Mixed integer linear programming (MILP) optimization models to examine biorefinery network designs in the southeastern United States from an overall systems perspective. Both deterministic and stochastic cases are modeled. Findings indicate that the high transportation costs incurred by biorefinery networks resulting from the need to transport harvested biomass from harvest location to processing facilities can be mitigated by performing initial processing steps in small scale mobile units at the cost of increased unit production costs associated with operating at smaller scales.
Indeed, it can be financially advantageous to move the processing units instead of the harvested biomass, particularly when considering a 10-year planning period (typical switchgrass stand life). In this case, the mobile processing supply chain configuration provides added flexibility to respond to year-to-year variation in the geographic distribution of switchgrass yields. In order to capture the effects of variation in switchgrass yields and incorporate it in optimization models, yield modeling was conducted for both current and future climate scenarios. (In general profits are lower in future climate scenarios). Thus, both the effects of annual variation in weather patterns and varying climate scenarios on optimization model decisions can be observed.
|
278 |
Re-engineering graduate medical education: An analysis of the contribution of residents to teaching hospitals utilizing a model of an internal medicine residency programElius, Ian M 01 June 2005 (has links)
According to the Institute of Medicine (IOM), the U.S. health care delivery system does not provide consistent, high-quality medical care to all people all the time. As a significant component of the health care delivery system, the state of Graduate Medical Education in the United States has prompted much analysis in recent years due to the general view that desired and actual outcomes are increasingly at variance with each other. One area of focus has been the implications of change for provider credentialing and funding of graduate medical education. With this research we test the hypothesis that residents perform valuable work in the teaching hospitals where they undergo training, to inform the issue regarding provider credentialing for residents.
We developed a framework to compare second-year residents (PGY2), physician assistants with one year of experience, and nurse practitioners with one year of experience to measurably address the interchangeability of providers. Data was collected by obtaining expert opinions on the proficiency of the three provider options (resident, physician assistant, nurse practitioner) in performing a set of tasks/procedures by surveying the program directors of Internal Medicine residency programs in the United States. The other residency programs at the University of South Floridas College of Medicine were also surveyed to obtain measurable performance on the service providers.Statistical tools were used to analyze the survey responses, aggregate patient data and salary data for each provider. The data analysis and summary indicated that residents displayed higher levels of proficiency than physician assistants and nurse practitioners for the tasks investigated.
|
279 |
Evaluation of basis functions for generating approximate linear programming (ALP) average cost solutions and policies for multiclass queueing networksGurfein, Kate Elizabeth 16 August 2012 (has links)
The average cost of operating a queueing network depends on several factors such as the complexity of the network and the service policy used. Approximate linear programming (ALP) is a method that can be used to compute an accurate lower bound on the optimal average cost as well as generate policies to be used in operating the network. These average cost solutions and policies are dependent on the type of basis function used in the ALP. In this paper, the ALP average cost solutions and policies are analyzed for twelve networks with four different types of basis functions (quadratic, linear, pure exponential, and mixed exponential). An approximate bound on the optimality gap between the ALP average cost solution and the optimal average cost solution is computed for each system, and the size of this bound is determined relative to the ALP average cost solution. Using the same set of networks, the performance of ALP generated policies are compared to the performance of the heuristic policies first-buffer-first-served (FBFS), last-buffer-first-served (LBFS), highest-queue-first-served (HQFS), and random-queue-first-served (RQFS). In general, ALP generated average cost solutions are considerably smaller than the simulated average cost under the corresponding policy, and therefore the approximate bounds on the optimality gaps are quite large. This bound increases with the complexity of the queueing network. Some ALP generated policies are not stabilizing policies for their corresponding networks, especially those produced using pure exponential and mixed exponential basis functions. For almost all systems, at least one of the heuristic policies results in mean average cost less than or nearly equal to the smallest mean average cost of all ALP generated policies in simulation runs. This means that generally there exists a heuristic policy which can perform as well as or better than any ALP generated policy. In conclusion, a useful bound on the optimality gap between the ALP average cost solution and the optimal average cost solution cannot be computed with this method. Further, heuristic policies, which are more computationally tractable than ALP generated policies, can generally match or exceed the performance of ALP generated policies, and thus computing such policies is often unnecessary for realizing cost benefits in queueing networks. / text
|
280 |
Αποδοτική επίλυση του προβλήματος χρονοπρογραμματισμού ανθρωπίνων πόρωνΑλεφραγκής, Παναγιώτης 10 September 2009 (has links)
- / -
|
Page generated in 0.3347 seconds