A multiobjective security game problem with fuzzy payoffs is studied in this paper. The problem is formulated as a bilevel programming problem with fuzzy coefficients. Using the idea of nearest interval approximation of fuzzy numbers, the problem is transformed into a bilevel programming problem with interval coefficients. The Karush-Kuhn-Tucker conditions is applied then to reduce the problem ...

The purpose of this study is to develop an effective scheduling methodology for a realistic flow shop sequencing problem. The flow shop consists of two machines where only the first machine has separable, external, and sequence dependent setup times. The length of setup times required for a job depends not on the immediately preceding job but on the job which is two steps prior to it. The probl...

fuzzy linear programming problem occur in many elds such as mathematical modeling, control theory and management sciences, etc. in this paper we focus on a kind of linear programming with fuzzy numbers and variables namely fully fuzzy linear programming (fflp) problem, in which the constraints are in inequality forms. then a new method is proposed to ne the fuzzy solution for solving (fflp). ...

We consider the fundamental problem of computing an optimal portfolio based on a quadratic mean-variance model of the objective function and a given polyhedral representation of the constraints. The main departure from the classical quadratic programming formulation is the inclusion in the objective function of piecewise linear, separable functions representing the transaction costs. We handle ...

‎linear semi-infinite programming problem is an important class of optimization problems which deals with infinite constraints‎. ‎in this paper‎, ‎to solve this problem‎, ‎we combine a discretization method and a neural network method‎. ‎by a simple discretization of the infinite constraints,we convert the linear semi-infinite programming problem into linear programming problem‎. ‎then‎, ‎we use...

We investigate the computational complexity of some basic problems regarding non-unique probe selection using separable matrices. In particular, we prove that the Minimal d̄-Separable Matrix problem is DP -complete, and the d̄-Separable Submatrix with Reserved Rows problem, which is a generalization of the decision version of the Minimum d̄-Separable Submatrix problem, is Σ2 -complete.

We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of such penalties as our motivating examples: 1) overlapping-group-lasso penalty, based on `1/`2 mixed-norm, and 2) graph-guided fusion penalty. For both types of ...

In this paper we provide a complete analytic solution to a particular separable convex quadratic programming problem with bound and equality constraints. This study constitutes the generalization of prior papers in which additional simplifications were considered. We present an algorithm that leads to determination of the analytic optimal solution. We demonstrate that our algorithm is able to d...

in this paper the real-world occurrence of the multiple-product multiple-constraint single period newsboy problem with two objectives, in which there is incremental discounts on the purchasing prices, is investigated. the constraints are the warehouse capacity and the batch forms of the order placements. the first objective of this problem is to find the order quantities such that the expected ...

The unsteady flow of a visco-elastic Maxwell fluid through a rectilinear pipe having its cross-section as a parallelogram under the influence of a axial pressure gradient (I) varying linearly with time , and (II) decreasing exponentially with time has been discussed in the present paper. Variables separable and Laplace transform methods have been used to solve the problem.