Selected Topics in Operations Research and Mathematical Economics: Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983
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 : mi...
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1984
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Ausgabe: | 1st ed. 1984 |
Schriftenreihe: | Lecture Notes in Economics and Mathematical Systems
226 |
Schlagworte: | |
Online-Zugang: | BTU01 URL des Erstveröffentlichers |
Zusammenfassung: | 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 under 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] |
Beschreibung: | 1 Online-Ressource (X, 482 p) |
ISBN: | 9783642455674 |
DOI: | 10.1007/978-3-642-45567-4 |
Internformat
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245 | 1 | 0 | |a Selected Topics in Operations Research and Mathematical Economics |b Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 |c edited by G. Hammer, Diethard Pallaschke |
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520 | |a 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 under 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] | ||
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edition | 1st ed. 1984 |
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spelling | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 edited by G. Hammer, Diethard Pallaschke 1st ed. 1984 Berlin, Heidelberg Springer Berlin Heidelberg 1984 1 Online-Ressource (X, 482 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Economics and Mathematical Systems 226 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 under 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] Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Econometrics Economic theory Operations research Decision making Operations Research (DE-588)4043586-6 gnd rswk-swf Wirtschaftsmathematik (DE-588)4066472-7 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1983 Karlsruhe gnd-content Wirtschaftsmathematik (DE-588)4066472-7 s Operations Research (DE-588)4043586-6 s DE-604 Hammer, G. edt Pallaschke, Diethard edt Erscheint auch als Druck-Ausgabe 9783540129189 Erscheint auch als Druck-Ausgabe 9783642455681 https://doi.org/10.1007/978-3-642-45567-4 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Econometrics Economic theory Operations research Decision making Operations Research (DE-588)4043586-6 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd |
subject_GND | (DE-588)4043586-6 (DE-588)4066472-7 (DE-588)1071861417 |
title | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 |
title_auth | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 |
title_exact_search | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 |
title_exact_search_txtP | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 |
title_full | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 edited by G. Hammer, Diethard Pallaschke |
title_fullStr | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 edited by G. Hammer, Diethard Pallaschke |
title_full_unstemmed | Selected Topics in Operations Research and Mathematical Economics Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 edited by G. Hammer, Diethard Pallaschke |
title_short | Selected Topics in Operations Research and Mathematical Economics |
title_sort | selected topics in operations research and mathematical economics proceedings of the 8th symposium on operations research held at the university of karlsruhe west germany august 22 25 1983 |
title_sub | Proceedings of the 8th Symposium on Operations Research, Held at the University of Karlsruhe, West Germany August 22–25, 1983 |
topic | Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Econometrics Economic theory Operations research Decision making Operations Research (DE-588)4043586-6 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd |
topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Econometrics Economic theory Operations research Decision making Operations Research Wirtschaftsmathematik Konferenzschrift 1983 Karlsruhe |
url | https://doi.org/10.1007/978-3-642-45567-4 |
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