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Author: Robert L. Armacost
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 59
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Book Description
Pursuing a number of theoretical results recently obtained by Fiacco, this paper continues the development of a basis for calculating first-order changes in a Kuhn-Tucker triple and second-order changes in the optimal value function of a class of general parametric nonlinear programming problems, with respect to a perturbation of the problem parameters. Exploiting problem structure, specific formulas are derived for calculating the first partial derivatives of a Kuhn-Tucker triple. Approximations to these quantities are obtained in parallel throughout, by way of an associated logarithmic-quadratic penalty function. Applications are indicated.
Author: Robert L. Armacost
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 59
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Book Description
Pursuing a number of theoretical results recently obtained by Fiacco, this paper continues the development of a basis for calculating first-order changes in a Kuhn-Tucker triple and second-order changes in the optimal value function of a class of general parametric nonlinear programming problems, with respect to a perturbation of the problem parameters. Exploiting problem structure, specific formulas are derived for calculating the first partial derivatives of a Kuhn-Tucker triple. Approximations to these quantities are obtained in parallel throughout, by way of an associated logarithmic-quadratic penalty function. Applications are indicated.
Author: Fumiko Seo
Publisher: Springer Science & Business Media
ISBN: 9400940351
Category : Business & Economics
Languages : en
Pages : 551
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Book Description
This book is devoted to presenting theoretical fundamentals for the methods of multiple criteria decision making (MCDM) in the social sciences with particular intent to their applicability to real-world decision making. The main characteristics of the complex problems facing humans in the world today are multidimensional and have multiple objecti ves; they are large-scale, and have nonconimensura te and conflicting objectives, such as economic, environmental, societal, technical, and aesthetic ones. The authors intend to establish basic concepts for treating these complex problems and to present methodological discussions for MCDM with some applications to administrative, or regional, planning. MCDM is composed of two phases: analytical and judgmental. In this book, we intend to consolidate these two phases and to present integrated methodologies for manipulating them with particular interest in managerial decision making, which has not yet been properly treated in spite of its urgent necessi ty. Al though a number of books in MCDM fields have already been published in recent years, most of them have mainly trea ted one aspect of MCDM. Our work specifically intends to trea t the methodology in unified systems and to construct a conceptual structure with special regards to the intrinsic properties of MCDM and its "economic meanings" from the social scientific point of view.
Author: Fiacco
Publisher: Academic Press
ISBN: 0080956718
Category : Computers
Languages : en
Pages : 381
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Book Description
Introduction to Sensitivity and Stability Analysis in Nonlinear Programming
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 978
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Book Description
Author: Valentine Korah
Publisher:
ISBN:
Category : Antitrust law
Languages : en
Pages : 2354
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Book Description
Author: Robert L. Armacost
Publisher:
ISBN:
Category : Lagrangian functions
Languages : en
Pages : 64
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Book Description
The paper first presents a brief historical survey of the introduction of Lagrange multipliers in characterizing optimality and duality in mathematical programming. Attention is focused on the interpretation of optimal Lagrange multipliers as a first-order measure of the sensitivity of the optimal value function of the problem with right-hand side perturbations of the constraints. For the latter problem, explicit formulas are then obtained for calculating the first derivatives of a Kuhn-Tucker triple, resulting in second-order characterizations of the optimal value function. Approximation formulas are developed for the algorithm based on the logarithmic-quadratic penalty function. Applications are indicated, e.g., in obtaining sharper estimates of the optimal value of a problem with different constraint right-hand sides, in applying a well known approach to solving a class of large-scale decomposable nonlinear programming problems, and in supplementing the rich theoretical developments associated with a first-order analysis of the optimal value function of the problem with perturbations in the right-hand sides of the constraints. (Author).
Author: William Wallace White
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 388
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Author:
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 466
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Book Description
Author: Malamas Caracotsios
Publisher:
ISBN:
Category : Parameter estimation
Languages : en
Pages : 488
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Book Description
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 590
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Book Description
