نتایج جستجو برای: inverse linear programming
تعداد نتایج: 846615 فیلتر نتایج به سال:
in this paper, we study the classical sensitivity analysis when the right - hand – side vector, and the coefficients of the objective function are allowed to vary.
in this paper, we study the extremal ranks and inertias of the hermitian matrix expression $$ f(x,y)=c_{4}-b_{4}y-(b_{4}y)^{*}-a_{4}xa_{4}^{*},$$ where $c_{4}$ is hermitian, $*$ denotes the conjugate transpose, $x$ and $y$ satisfy the following consistent system of matrix equations $a_{3}y=c_{3}, a_{1}x=c_{1},xb_{1}=d_{1},a_{2}xa_{2}^{*}=c_{2},x=x^{*}.$ as consequences, we g...
zinc is the first modelling language which supports solver and technique independence. this means that a high level conceptual model can be automatically mapped into an appropriate low level design model for a specific solver or technique. to date, zinc uses three different techniques to solve a model: constraint programming (cp), local search (ls), and mixed integer programming (mip). in this ...
Our acoustic to articulatory inversion method exploits an original codebook representing the articulatory space by hypercubes. The articulatory space is decomposed into regions where the articulatory-to-acoustic mapping is linear. Each region is represented by a hypercube. The inversion procedure retrieves articulatory vectors corresponding to an acoustic entry from the hypercube codebook. The ...
Different approaches are presented to address the uncertainty of data and appropriate description of uncertain parameters of linear programming models. One of them is to use the grey systems theory in modeling such problem. Especially, recently, grey linear programming has attracted many researchers. In this paper, a kind of linear programming with grey coefficients is discussed. Introducing th...
In this paper, we study inverse optimization problems defined as follows: Let S denote the set of feasible solutions of an optimization problem P, let c be a specified cost vector, and x0 be a given feasible solution. The solution x0 may or may not be an optimal solution of P with respect to the cost vector c. The inverse optimization problem is to perturb the cost vector c to d so that x0 is a...
The Envelope Theorem is a statement about derivatives along an optimal trajectory. In Dynamic Programming the Envelope Theorem can be used to characterize and compute the Optimal Value Function from its derivatives. We illustrate this here for the Linear-Quadratic Control Problem, the Resource Allocation Problem, and the Inverse Problem of Dynamic Programming.
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