Author: Hang Tong Lau
Publisher: Springer Science & Business Media
ISBN: 3642616496
Category : Business & Economics
Languages : en
Pages : 135
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Book Description
In recent years researchers have spent much effort in developing efficient heuristic algorithms for solving the class of NP-complete problems which are widely believed to be inherently intractable from the computational point of view. Although algorithms have been designed and are notorious among researchers, computer programs are either not implemented on computers or very difficult to obtain. The purpose of this book is to provide a source of FORTRAN coded algorithms for a selected number of well-known combinatorial optimization problems. The book is intended to be used as a supplementary text in combinatorial algorithms, network optimization, operations research and management science. In addition, a short description on each algorithm will allow the book to be used as a convenient reference. This work would not have been possible without the excellent facilities of Bell-Northern Research, Canada. H. T. Lau lIe des Soeurs Quebec, Canada August 1986 CONTENTS Page Introduction Part I. INTEGER PROGRAMMING Chapter 1. Integer Linear Programming Chapter 2. Zero-one Linear Programming 30 Chapter 3. Zero-one Knapsack Problem 38 Part II. NETWORK DESIGN Chapter 4. Traveling Salesman Problem 52 Chapter 5. Steiner Tree Problem 81 Chapter 6. Graph Partitioning 98 Chapter 7. K-Median Location 106 Chapter 8. K-Center Location 114 List of Subroutines 123 Bibliographic Notes 124 INTRODUCTION Following the elegant theory of NP-comp1eteness, the idea of developing efficient heuristic algorithms has been gaining its popularity and significance.
Author: Timothy M. Doup
Publisher: Springer Science & Business Media
ISBN: 3642466516
Category : Business & Economics
Languages : en
Pages : 264
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Book Description
1.1. Introduction Solving systems of nonlinear equations has since long been of great interest to researchers in the field of economics, mathematics, en gineering, and many other professions. Many problems such as finding an equilibrium, a zero point, or a fixed point, can be formulated as the problem of finding a solution to a system of nonlinear equations. There are many methods to solve the nonlinear system such as Newton's method, the homotopy method, and the simplicial method. In this monograph we mainly consider the simplicial method. Traditionally, the zero point and fixed point problem have been solved by iterative methods such as Newton's method and modifications thereof. Among the difficulties which may cause an iterative method to perform inefficiently or even fail are: the lack of good starting points, slow convergence, and the lack of smoothness of the underlying function. These difficulties have been partly overcome by the introduction of homo topy methods.
Author: S. Martello
Publisher: Elsevier
ISBN: 0080872433
Category : Mathematics
Languages : en
Pages : 395
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Book Description
A collection of papers surveying recent progress in the field of Combinatorial Optimization.Topics examined include theoretical and computational aspects (Boolean Programming, Probabilistic Analysis of Algorithms, Parallel Computer Models and Combinatorial Algorithms), well-known combinatorial problems (such as the Linear Assignment Problem, the Quadratic Assignment Problem, the Knapsack Problem and Steiner Problems in Graphs) and more applied problems (such as Network Synthesis and Dynamic Network Optimization, Single Facility Location Problems on Networks, the Vehicle Routing Problem and Scheduling Problems).
Author: Claudia Keser
Publisher: Springer Science & Business Media
ISBN: 3642481442
Category : Business & Economics
Languages : en
Pages : 162
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Book Description
This report portrays the results of experimental research on dynamic duopoly markets with demand inertia. Two methods of experimentation are studied: game-playing experiments where subjects interact spontaneously via computer terminals, and computer tournaments between strategies designed by subjects. The principal aim of this study is the understanding of boundedly rational decision making in the dynamic duopoly situation. 1. 1 Motivation The experiments examine a multistage duopoly game where prices in each period are the only decision variables. Sales depend on current prices and also on past sales (demand inertia). Applying the game-theoretic concept of subgame perfect equilibrium, the game is solved by backward induction. The result is a uniquely determined system of decision rules. However, we can hardly expect that human beings behave according to the equilibrium strategy of this game. It is unlikely that subjects are able to compute the equilibrium. And even if a subject is able to compute it, he might not make use of this knowledge. Only if he expects the others to behave according to the equilibrium, it is optimal for him to play the equilibrium strategy. We have evidence from several earlier experimental studies on oligopoly markets that, even in less complex oligopoly situations where the equilibrium solutions are very easy to compute, human behavior often is different from what is prescribed by normative theory. ! Normative theory is based on the concept of ideal rationality. However, human capabilities impose cognitive limits on rationality.
Author: Javier Gardeazabal
Publisher: Springer Science & Business Media
ISBN: 3642488587
Category : Business & Economics
Languages : en
Pages : 206
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Book Description
These notes draw from the Theory of Cointegration in order to test the monetary model of exchange rate determination. Previous evidence shows that the monetary model does not capture the short run dynamics of the exchange rate, specially when assessed in terms of forecasting accuracy. Even though the monetary equations of exchange rate determination may be bad indicators of how exchange rates are determined in the short run, they couldstill describe long run equilibrium relationships between the exchange rate and its fundamentals. Stationary deviations from those long run relationships are allowed in the short run. This book also addresses severalissues on Cointegration. Chapter 6 studies the small sample distribution of the likelihood ratio test statistics (on the dimension and restrictions on the cointegrating space) under deviations from normality. This monograph also focuses on the issue of optimal prediction in partially nonstationary multivariate time series models. In particular, it caries out an exchange rate prediction exercise.
Author: Joan Esteban
Publisher: Springer Science & Business Media
ISBN: 3642467555
Category : Business & Economics
Languages : en
Pages : 209
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Book Description
In this book overlapping generations economies are analysed from a game theoretical point of view and the social acceptability of consumption allocations is studied in infinite horizon models of pure exchange economieswith agents with finite lifetimes who behave cooperatively. The core of such economies and its relation with competitive equilibria, both walrasian and monetary and the essential characteristics of the overlapping generations model are examined. The author defines the problem of trust in intertemporal consumption allocations as a question of belonging or not to the core of economy and provides a full characterization of the core allocations for n-goods pure exchange economies with one agent per generation: a consumption allocation belongs to the core if and only it is Pareto optimal and Sequentially Individually Rational. From this it follows that for one commodity economies no consumption allocation involving intertemporal transfers can belong to the core of the economy. In other words, no monetary equilibrium is socially viable. This result is no longer true for many goods models. For that case it is demonstrated that there exist bounds on the real value of equilibrium money purchases beyond which monetary equilibria are not socially viableand with many agents in every generation it is shown that as the economy becomes large and monetary (as well as IOU) equilibria become eventually excluded from the core of the economy. These results provide an analytical rationale for the fact that in most countries fiat money is legal tender.
Author: Lucio Bianco
Publisher: Springer Science & Business Media
ISBN: 3662025515
Category : Business & Economics
Languages : en
Pages : 582
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Book Description
Improvements in the performance of a freight transport system can be achieved either through technological innovation or by using advanced planning tools. This volume includes contributions on planning which cover the following topics: - analysis of current trends in developed countries, - demand analysis and forecasting, - flows simulation and prediction, - shipment and delivery problems, - regulation problems, - investment evaluation. Papers consider such applications as warehouse location, crude oil transportation, newspaper distribution, the trucking industry, rail planning and seaport systems. Transport issues in North America and Italy are described and compared. The papers in this volume are revised versions of contributions to the International Seminar on Freight Transport Planning and Logistics held in Bressanone, Italy, in July 1987.
Author: Karl-Heinz Jöckel
Publisher: Springer Science & Business Media
ISBN: 3642488501
Category : Mathematics
Languages : en
Pages : 231
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Book Description
This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.
Author: Jaap Wessels
Publisher: Springer Science & Business Media
ISBN: 3662225875
Category : Business & Economics
Languages : en
Pages : 308
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Book Description
This book presents selected papers from an international workshop devoted tothe theory, techniques and tools of decision analysis and support. Major trends in the development of this field are stressed, such as the tendency to place the final user of a decision support system in the center of attention, or an emerging connection between tools and software environments for modeling and for decision support. The volume is acontinuation of the reports on earlier meetings which were published in the same series.
Author: Günter Haag
Publisher: Springer Science & Business Media
ISBN: 3642488080
Category : Business & Economics
Languages : en
Pages : 424
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Book Description
The articles collected in this volume have two features in common: they wantto integrate economics, demography and geography, and they want to overcome the stationary approach in modelling in favour of a dynamic one. The book is subdivided into three parts, where Part I is focussing on economic evolution, Part II on geographical development and Part III is related to demographic change. The present volume aims at providing a new look at this triangle in view of the classical background of discussions by introducing new research ideas focussing in nonlinear dynamics and stochastic modelling. Thus the main purpose of this book is to make a contribution to the interdisciplinary work needed to integrate the effortsbetween these three research fields and to serve as a research source in demonstrating the current state of art in dynamic modelling. The book isaddressed to social scientists in general, and those in particular with a background in economics, geographics and demographics. It should also be of interest to mathematicians, physicists, and systems analysts interested in model building and applications of nonlinear dynamics.
