عنوان

Selected Topics in Operations Research and Mathematical Economics :

3540129189

3642455670

9783540129189

9783642455674

b568200

Selected Topics in Operations Research and Mathematical Economics :

[Book]

Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22-25, 1983

edited by Gerald Hammer, Diethard Pallaschke.

Berlin, Heidelberg

Springer Berlin Heidelberg

1984

Lecture notes in economics and mathematical systems, 226.

I: Optimization Theory --; A method for linearly constrained minimization problems --; On a class of nonconvex optimization problems --; Lower semicontinuity of marginal functions --; A new approach to symmetric quasiconvex conjugacy --; Generalized convexity, functional hulls and applications to conjugate duality in optimization --; Conjugation Operators --; Global minimization of a difference of two convex functions --; Closures and neighbourhoods induced by tangential approximations --; II: Control Theory --; On the principal of "Internal Modelling" in linear control theory --; On optimal observability of Lipschitz systems --; III: Mathematical Economics --; Convergence of?-fields and applications to mathematical economics --; Optimal growth policies for resource-dependent open economies --; A characterization of the proportional income tax --; Duality in the theory of social choice --; Nonlinear models of business cycle theory --; Existence of economic equilibrium: new results and open problems --; IV: Game Theory --; Silent duel with accuracies less than 1 --; Extensions and modifications of the?-value for cooperative games --; Stochastic games with state independent transitions and separable rewards --; Core stability and duality of effectivity functions --; A procedure for computing the f-nucleolus of a cooperative game --; V: Graph Theory --; An O(nlogn)-algorithm for the minimum cost flow problem in trees --; A construction for strongly greedy ordered sets --; Plane constructions for graphs, networks and maps measurements of planarity --; On two problems related to the traveling salesman problem on Halin graphs --; VI: Fixed Point Theory --; Piecewise linear approximation of solution manifolds for nonlinear systems of equations --; Periodic orbits of semiflows --; local indices and sections --; VII: Statistics and Measure Theoretic Concepts --; Monotone decision rules for the two-armed bandit --; On the existence of monotone optimal decision rules --; Integral representation of functionals on arbitrary sets of functions --; Invariance properties of the Banach algebra of Darboux integrable functions --; Construction of locally extremal measure extensions --; Generalized fox integral equations solved by functional equations --; VIII: Applications --; An algorithm for linear multiple-choice Knapsack problem --; New algorithms and results of numerical experiments for solution of mathematical programming and optimal control problems --; Methods of determining systems of time-table arranging with predetermined area --; Some remarks on the relation between mathematics, computer science, and medicine.

Let eRN be the usual vector-space of real N-uples with the usual inner product denoted by (., .). In this paper P is a nonempty compact polyhedral set of mN, f is a real-valued function defined on (RN continuously differentiable and fP is the line- ly constrained minimization problem stated as : min (f(x) I x € P) " For computing stationary points of problemtj) we propose a method which attempts to operate within the linear-simplex method structure. This method then appears as a same type of method as the convex-simplex method of Zangwill [6]. It is however, different and has the advantage of being less technical with regards to the Zangwill method. It has also a simple geometrical interpretation which makes it more underƯ standable and more open to other improvements. Also in the case where f is convex an implementable line-search is proposed which is not the case in the Zangwill method. Moreover, if f(x) = (c, x) this method will coincide with the simplex method (this is also true in the case of the convex simplex method) i if f(x) = I Ixl 12 it will be almost the same as the algorithm given by Bazaraa, Goode, Rardin [2].

Economics.

edited by Gerald Hammer, Diethard Pallaschke.

Diethard Pallaschke

Gerald Hammer

[Book]

Y