Search results for "linear programming"
showing 10 items of 137 documents
A fuzzy mathematical programming approach to the assessment of efficiency with DEA models
2003
In many real applications, the data of production processes cannot be precisely measured. This is particularly worrying when assessing efficiency with frontier-type models, such as data envelopment analysis (DEA) models, since they are very sensitive to possible data errors. For this reason, the possibility of having available a methodology that allows the analyst to deal with imprecise data becomes an issue of great interest in these contexts. To that end, we develop some fuzzy versions of the classical DEA models (in particular, the BCC model) by using some ranking methods based on the comparison of α-cuts. The resulting auxiliary crisp problems can be solved by the usual DEA software. We…
ROBUST CONTROL STRATEGIES FOR MULTI—INVENTORY SYSTEMS WITH AVERAGE FLOW CONSTRAINTS
2006
Abstract In this paper we consider multi—inventory systems in presence of uncertain demand. We assume that i) demand is unknown but bounded in an assigned compact set and ii) the control inputs (controlled flows) are subject to assigned constraints. Given a long—term average demand, we select a nominal flow that feeds such a demand. In this context, we are interested in a control strategy that meets at each time all possible current demands and achieves the nominal flow in the average. We provide necessary and sufficient conditions for such a strategy to exist and we characterize the set of achievable flows. Such conditions are based on linear programming and thus they are constructive. In …
A combined approach of SGBEM and conic quadratic optimization for limit analysis
2011
The static approach to evaluate the limit multiplier directly was rephrased using the Symmetric Galerkin Boundary Element Method (SGBEM) for multidomain type problems [1,2]. The present formulation couples SGBEM multidomain procedure with nonlinear optimization techniques, making use of the self-equilibrium stress equation [3-5]. This equation connects the stresses at the Gauss points of each substructure (bem-e) to plastic strains through a self-stress matrix computed in all the bem-elements of the discretized system. The analysis was performed by means of a conic quadratic optimization problem, in terms of discrete variables, and implemented using Karnak.sGbem code [6] coupled with MathLa…
Bootstrapping profit change: An application to Spanish banks
2012
The aim of this study is to provide a tool which enables us to conduct statistical analysis in the context of changes in productivity and profit. We build on previous initiatives to decompose profit change into mutually exclusive and exhaustive sources. To do this we use distance functions, which are calculated empirically using linear programming techniques. However, we may not learn a great deal by solving these linear programs unless methods of statistical analysis are used to examine the properties of the relevant estimators. Our purpose is to provide a methodology based on bootstrap that allows us to conduct statistical inference for the profit change decomposition. Thus, it will be po…
Optimal Switches in Multi–inventory Systems
2007
Given a switched multi-inventory system we wish to find the optimal schedule of the resets to maintain the system in a safe operating interval, while minimizing a function related to the cost of the resets. We discuss a family of instances that can be solved in polynomial time by linear programming. We do this by introducing a set-covering formulation with a totally unimodular constraint matrix.
Improving Interpolants for Linear Arithmetic
2015
Craig interpolation for satisfiability modulo theory formulas have come more into focus for applications of formal verification. In this paper we, introduce a method to reduce the size of linear constraints used in the description of already computed interpolant in the theory of linear arithmetic with respect to the number of linear constraints. We successfully improve interpolants by combining satisfiability modulo theory and linear programming in a local search heuristic. Our experimental results suggest a lower running time and a larger reduction compared to other methods from the literature.
Parameter-free adaptive step-size multiobjective optimization applied to remote photoplethysmography
2018
International audience; In this work, we propose to reformulate the objective function of Independent Component Analysis (ICA) to make it a better posed problem in the context of Remote photoplethysmography (rPPG). In recent previous works, linear combination coefficients of RGB channels are estimated maximizing the non-Gaussianity of ICA output components. However, in the context of rPPG a priori knowledge of the pulse signal can be incorporated into the component extraction algorithm. To this end, the contrast function of regular ICA is extended with a measure of periodicity formulated using autocorrelation. This novel semi-blind source extraction method for measuring rPPG has the interes…
ASPECTS REGARDING THE OPTIMIZATION OF THE QUALITY OF MANAGERIAL DECISIONS - SOLVING AN OPTIMIZATION PROBLEM IN THE SENSE OF SUSTAINABILITY WITH WINQSB
2012
In this paper we present an optimization problem solving, problem that is mathematically shaped as a linear programming problem. This is made with the purpose of finding an optimal solution which is also a sustainable one. In the present and future society, it is clear that nothing can be done honestly, but only in the sense of a professional and sustainable thinking (Konrad, C., 2011, pp.202-217, Petrescu, I., 2006, p.1). To think sustainable can also mean “to be calculated”, in popular language “to choose wisely”, all for achieving the proposed project, being careful to using non-renewable resources, to pollution, to protection for human resource, etc. Of course that the logical and preci…
Mixed integer optimal compensation: Decompositions and mean-field approximations
2012
Mixed integer optimal compensation deals with optimizing integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls might be a cause of intractability for instances of larger dimensions. To tackle this issue, we propose a decomposition method which turns the original n-dimensional problem into n independent scalar problems of lot sizing form. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon. This last reformulation step mirrors a standard procedure in mixed integer programming. We apply the decomposition method to a mean-field coupled multi-agent s…
Collaborative Content Downloading in VANETs with Fuzzy Comprehensive Evaluation
2019
Vehicle collaborative content downloading has become a hotspot in current vehicular ad-hoc network (VANET) research. However, in reality, the highly dynamic nature of VANET makes users lose resources easily, and the transmission of invalid segment data also wastes valuable bandwidth and storage of the users&rsquo