Three topics are developed: interval convex programming, and program generation techniques. The interval convex programming problem is similar to the convex programming problem of the real number system except that all parameters are specified as intervals of real numbers rather than as real scalars. The interval programming solution procedure involves the solution of a series of 2n real valued convex programs where n is the dimension of the space. The solution of an interval programming problem is an interval vector which contains all possible solutions to any real valued convex program which may be realized.
Attempts to improve the efficiency of the interval convex programming problem lead to the eventual development of a new solution procedure for the real valued linear programming problem, Orthogonal linear programming. This new algorithm evolved from some heuristic procedures which were initially examined in the attempt to improve solution efficiency. In the course of testing these heuristics, which were unsuccessful, procedures were developed whereby it is possible to generate discrete and continuous mathematical programs with randomly chosen parameters, but known solutions. / Ph. D.
Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/37182 |
Date | 05 January 2010 |
Creators | Ristroph, John Heard |
Contributors | Industrial Engineering and Operations Research |
Publisher | Virginia Tech |
Source Sets | Virginia Tech Theses and Dissertation |
Language | English |
Detected Language | English |
Type | Dissertation, Text |
Format | 191 leaves, BTD, application/pdf, application/pdf |
Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
Relation | OCLC# 21258180, LD5655.V856_1975.R55.pdf |
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