1 
Stochastic programs and their value over deterministic programsCorrigall, Stuart January 1998 (has links)
A dissertation submitted to the Faculty of Arts, University of the Witwatersrand,
Johannesburg, in fulfilment of the requirements for the degree of Master of Arts. / Reallife decisionmaking problems can often be modelled by mathematical programs (or
optimization models). It is common for there to be uncertainty about the parameters of
such optimization models. Usually, this uncertainty is ignored and a simplified
deterministic program is obtained. Stochastic programs take account of this uncertainty by
including a probabilistic description of the uncertain parameters in the model. Stochastic
programs are therefore more appropriate or valuable than deterministic programs in many
situations, and this is emphasized throughout the dissertation. The dissertation contains a
development of the theory of stochastic programming, and a number of illustrative
examples are formulated and solved. As a reallife application, a stochastic model for the
unit commitment problem facing Eskom (one of the world's largest producers of electricity)
is formulated and solved, and the solution is compared with that of the current strategy
employed by Eskom. / AC 2018

2 
A documentation/development model for extending the instruction set of a minicomputerAlam, Shah Farooq January 2010 (has links)
Typescript, etc. / Digitized by Kansas Correctional Industries

3 
Multistage quadratic stochastic programmingLau, Karen Karman, School of Mathematics, UNSW January 1999 (has links)
Multistage stochastic programming is an important tool in medium to long term planning where there are uncertainties in the data. In this thesis, we consider a special case of multistage stochastic programming in which each subprogram is a convex quadratic program. The results are also applicable if the quadratic objectives are replaced by convex piecewise quadratic functions. Convex piecewise quadratic functions have important application in financial planning problems as they can be used as very flexible risk measures. The stochastic programming problems can be used as multiperiod portfolio planning problems tailored to the need of individual investors. Using techniques from convex analysis and sensitivity analysis, we show that each subproblem of a multistage quadratic stochastic program is a polyhedral piecewise quadratic program with convex Lipschitz objective. The objective of any subproblem is differentiable with Lipschitz gradient if all its descendent problems have unique dual variables, which can be guaranteed if the linear independence constraint qualification is satisfied. Expression for arbitrary elements of the subdifferential and generalized Hessian at a point can be calculated for quadratic pieces that are active at the point. Generalized Newton methods with linesearch are proposed for solving multistage quadratic stochastic programs. The algorithms converge globally. If the piecewise quadratic objective is differentiable and strictly convex at the solution, then convergence is also finite. A generalized Newton algorithm is implemented in Matlab. Numerical experiments have been carried out to demonstrate its effectiveness. The algorithm is tested on random data with 3, 4 and 5 stages with a maximum of 315 scenarios. The algorithm has also been successfully applied to two sets of test data from a capacity expansion problem and a portfolio management problem. Various strategies have been implemented to improve the efficiency of the proposed algorithm. We experimented with trust region methods with different parameters, using an advanced solution from a smaller version of the original problem and sorting the stochastic right hand sides to encourage faster convergence. The numerical results show that the proposed generalized Newton method is a highly accurate and effective method for multistage quadratic stochastic programs. For problems with the same number of stages, solution times increase linearly with the number of scenarios.

4 
Computing stable models of logic programsSinghi, Soumya. January 2003 (has links) (PDF)
Thesis (M.S.)University of Kentucky, 2003. / Title from document title page (viewed June 21, 2004). Document formatted into pages; contains viii, 55 p. : ill. Includes abstract and vita. Includes bibliographical references (p. 5254).

5 
Towards a semantics bridge between structured specifications and logicspecifications梁秉雄, Leung, Pinghung, Karl Richard. January 1992 (has links)
published_or_final_version / Computer Science / Master / Master of Philosophy

6 
Development of controlled computational experiments on integer linear programming proceduresLin, Benjamin WeiYuh 12 1900 (has links)
No description available.

7 
An investigation of an exterior point method for linear programmingPudwill, Rodger A. 12 1900 (has links)
No description available.

8 
Linearly constrained nonlinear programming : a conjugate directions approachBouzaher, Abdelaziz 12 1900 (has links)
No description available.

9 
Quadratic approximation methods for constrained nonlinear programmingEu, Jai Hong 05 1900 (has links)
No description available.

10 
The box method for minimizing strictly convex functions over convex setsEdwards, Teresa Dawn 08 1900 (has links)
No description available.

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