书目名称 | Selected Topics in Operations Research and Mathematical Economics |
副标题 | Proceedings of the 8 |
编辑 | Gerald Hammer,Diethard Pallaschke |
视频video | |
丛书名称 | Lecture Notes in Economics and Mathematical Systems |
图书封面 |  |
描述 | 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]. |
出版日期 | Conference proceedings 1984 |
关键词 | Economics; Operations; Operations Research; algorithms; game theory; optimization; Ökonometrie |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-45567-4 |
isbn_softcover | 978-3-540-12918-9 |
isbn_ebook | 978-3-642-45567-4Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
issn_series | 0075-8442 |
copyright | Springer-Verlag Berlin Heidelberg 1984 |