Results 141 to 150 of about 750,593 (188)

Linear Bi-level Programming Problems — A Review

Journal of the Operational Research Society, 1991
Multi-level programming is characterized as mathematical programming to solve decentralized planning problems. The decision variables are partitioned among ordered levels. A decision-maker at one level of the hierarchy may have his own objective function and decision space, but may be influenced by other levels.
Ue-Pyng Wen, Shuh-Tzy Hsu
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Statistical approximations forstochastic linear programming problems

Annals of Operations Research, 1999
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Higle, Julia L., Sen, Suvrajeet
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Generation of Degenerate Linear Programming Problems

Journal of Optimization Theory and Applications, 2007
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The bilevel linear/linear fractional programming problem

European Journal of Operational Research, 1999
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Calvete, Herminia I., Galé, Carmen
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A linear programming approach for linear multi-level programming problems

Journal of the Operational Research Society, 2004
Summary: In an earlier paper, we proposed a modified fuzzy programming method to handle higher level multi-level decentralized programming problems (ML(D)PPs). Here we present a simple and practical method to solve the same. This method overcomes the subjectivity inherent in choosing the tolerance values and the membership functions.
Sinha, S. B., Sinha, S.
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Solved Linear Program Problems

2009
This chapter contains sections titled: Problems Involving Optimal Mixing Simple Dispatch Problem Simple Auction Dispatch Problem with Demand Bids Dispatch Problem with Demand Bids and Transmission Network Tradeoff Between Cost of Emissions and Cost of Dispatch Optimal Power Flow (OPF) Based on DC Load Flow
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The Linear Programming Problem

2003
In verbal terms, the linear programming problem (also referred to as linear program, LP) is to optimize (minimize or maximize) a linear function subject to linear equality and/or inequality constraints.
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Inequalities for Stochastic Linear Programming Problems

Management Science, 1960
Consider a linear-programming problem in which the “right-hand side” is a random vector whose expected value is known and where the expected value of the objective function is to be minimized. An approximate solution is often found by replacing the “right-hand side” by its expected value and solving the resulting linear programming problem.
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Noncanonical Linear Programming Problems

1989
The simplex algorithm discussed in Chapter 2 solves canonical maximization and canonical minimization linear programming problems. The important properties that characterize a canonical linear programming problem (in this book at least) are the nonnegativity of the initial independent variables and the inequality form of the main constraints.
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Nonconvex quadratic programs, linear complementarity problems, and integer linear programs

1973
The problem of nonconvex quadratic programs is considered, and an algorithm is proposed to find the global minimum, solving the correspon ding linear complementarity problem. An application to the general complementarity problem and to 0–1 integer programming problems, is shown.
F. Giannessi, E. Tomasin
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