| Selected Topics in Operations Research and Mathematical Economics: Proceedings of the 8th Symposium on Operations Research, Held at the University of Softcover Repri Edition Contributor(s): Hammer, G. (Editor), Pallaschke, Diethard (Editor) |
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ISBN: 3540129189 ISBN-13: 9783540129189 Publisher: Springer OUR PRICE: $104.49 Product Type: Paperback Published: April 1984 |
| Additional Information |
| BISAC Categories: - Business & Economics | Operations Research - Business & Economics | Economics - Theory - Business & Economics | Econometrics |
| Dewey: 330.015 |
| Series: Lecture Notes in Economic and Mathematical Systems |
| Physical Information: 1" H x 6.69" W x 9.61" (1.72 lbs) 482 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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]. |