• Title/Summary/Keyword: Linear Programming

Search Result 1,227, Processing Time 0.02 seconds

A use of fuzzy set in linear programming problems (선형문제에서의 퍼지집합 이용)

  • 전용진
    • Korean Management Science Review
    • /
    • v.10 no.2
    • /
    • pp.1-9
    • /
    • 1993
  • This paper shows the application of fuzzy set and nonlinear membership function to linear programming problems in a fuzzy environment. In contrast to typical linear programming problems, the objectives and constraints of the problem in a fuzzy environment are defined imprecisely. This paper describes that fuzzy linear programming models can be formulated using the basic concepts of membership functions and fuzzy sets, and that they can be solved by quadratic programming methods. In a numerical example, a linear programming problem with two constraints and two decision variables is provided to illustrate the solution procedure.

  • PDF

NECESSARY AND SUFFICIENT OPTIMALITY CONDITIONS FOR FUZZY LINEAR PROGRAMMING

  • Farhadinia, Bahram
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.1_2
    • /
    • pp.337-349
    • /
    • 2011
  • This paper is concerned with deriving necessary and sufficient optimality conditions for a fuzzy linear programming problem. Toward this end, an equivalence between fuzzy and crisp linear programming problems is established by means of a specific ranking function. Under this setting, a main theorem gives optimality conditions which do not seem to be in conflict with the so-called Karush-Kuhn-Tucker conditions for a crisp linear programming problem.

THE USE OF MATHEMATICAL PROGRAMMING FOR LINEAR REGRESSION PROBLEMS

  • Park, Sung-Hyun
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.3 no.1
    • /
    • pp.75-79
    • /
    • 1978
  • The use of three mathematical programming techniques (quadratic programming, integer quadratic programming and linear programming) is discussed to solve some problems in linear regression analysis. When the criterion is the minimization of the sum of squared deviations and the parameters are linearly constrained, the problem may be formulated as quadratic programming problem. For the selection of variables to find "best" regression equation in statistics, the technique of integer quadratic programming is proposed and found to be a very useful tool. When the criterion of fitting a linear regression is the minimization of the sum of absolute deviations from the regression function, the problem may be reduced to a linear programming problem and can be solved reasonably well.ably well.

  • PDF

An Applied Technique of Linear Programming Using Multi-Softwares (다종 S/W 적용에 의한 선형계획법 연구)

  • 한계섭
    • The Journal of Information Systems
    • /
    • v.5
    • /
    • pp.21-41
    • /
    • 1996
  • Linear programming has become an important tool in decision-making of modern business management. This remarkable growth can be traced to the pioneering efforts of many individuals and research organizations. The popular using of personal computers make it very easy to process those complicated linear programming models. Furthermore advanced linear programming software packages assist us to solve L.P. models without any difficult process. Even though the advanced L.P. professional packages, the needs of more detailed deterministic elements for business decisions have forced us to apply dynamic approaches for more resonable solutions. For the purpose of these problems applying to the "Mathematica" packages which is composed of mathematic tools, the simplex processes show us the flexible and dynamic decision elements included to any other professional linear programming tools. Especially we need proper dynamic variables to analyze the shadow prices step by step. And applying SAS(Statistical Analysis System) packages to the L.P. problems, it is also one of the best way to get good solution. On the way trying to the other L.P. packages which are prepared for Spreadsheets i.e., MS-Excel, Lotus-123, Quatro etc. can be applied to linear programming models. But they are not so much useful for the problems. Calculating simplex tableau is an important method to interpret L.P. format for the optimal solution. In this paper we find out that the more detailed and efficient techniques to interpret useful software of mathematica and SAS for business decision making of linear programming. So it needs to apply more dynamic technique of using of Mathematica and SAS multiple software to get more efficient deterministic factors for the sophiscated L.P. solutions.

  • PDF

A Linear Programming Model to the Score Adjustment among the CSAT Optional Subjects (대입수능 선택과목 점수조정을 위한 선형계획모형 개발 및 활용)

  • Nam, Bo-Woo
    • Korean Management Science Review
    • /
    • v.28 no.1
    • /
    • pp.141-158
    • /
    • 2011
  • This study concerns with an applicability of the management science approach to the score adjustment among the College Scholastic Aptitude Test(CSAT) optional subjects. A linear programming model is developed to minimize the sum of score distortions between optional subjects. Based on the analysis of the 377,089 CSAT(2010) applicants' performances in social science test section, this study proposes a new approach for the score equating or linking method of the educational measurement theory. This study makes up for the weak points in the previous linear programming model. First, the model utilize the standard score which we can get. Second, the model includes a goal programming concept which minimizes the gap between the adjusting goal and the result of the adjustment. Third, the objective function of the linear programing is the weighted sum of the score distortion and the number of applicants. Fourth, the model is applied to the score adjustment problem for the whole 11 optional subjects of the social science test section. The suggested linear programming model is a generalization of the multi-tests linking problem. So, the approach is consistent with the measurement theory for the two tests and can be applied to the optional three or more tests which do not have a common anchor test or a common anchor group. The college admission decision with CSAT score can be improved by using the suggested linear programming model.

An interactive weight vector space reduction procedure for bicriterion linear programming

  • Lee, Dongyeup
    • Korean Management Science Review
    • /
    • v.13 no.2
    • /
    • pp.205-213
    • /
    • 1996
  • This paper develops a simple interactive procedure which can be efficiently used to solve a bicriteria linear programming problem. The procedure exploits the relatively simple structure of the bicriterion linear programming problem. Its application to a transportation problem is also presented. The results demonstrate that the method developed in this paper could be easily applicable to any bicriteria linear program in general.

  • PDF

A Study on the Extension of Fuzzy Programming Solution Method (Fuzzy 계확법의 해법일반화에 관한 연구)

  • 양태용;김현준
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.11 no.1
    • /
    • pp.36-43
    • /
    • 1986
  • In this study, the fuzzy programming is extended to handle various types of membership functions by transformation of the complicated fuzzy programming problems into the equivalent crisp linear programming problems with single objective. It is well-known that the fuzzy programming problem with linear membership functions (i.e., ramp type) can be easily transformed into a linear programming problem by introducing one dummy variable to minimize the worst unwanted deviation. However, until recently not many researches have been done to handle various general types of complicated linear membership functions which might be more realistic than ramp-or triangular-type functions. In order to handle these complicated membership functions, the goal dividing concept, which is based on the fuzzy set operation (i. e., intersection and union operations), has been prepared. The linear model obtained using the goal dividing concept is more efficient and single than the previous models [4, 8]. In addition, this result can be easily applied to any nonlinear membership functions by piecewise approximation since the membership function is continuous and monotone increasing or decreasing.

  • PDF

Collapse behaviour of three-dimensional brick-block systems using non-linear programming

  • Baggio, Carlo;Trovalusci, Patrizia
    • Structural Engineering and Mechanics
    • /
    • v.10 no.2
    • /
    • pp.181-195
    • /
    • 2000
  • A two-step procedure for the application of non linear constrained programming to the limit analysis of rigid brick-block systems with no-tension and frictional interface is implemented and applied to various masonry structures. In the first step, a linear problem of programming, obtained by applying the upper bound theorem of limit analysis to systems of blocks interacting through no-tension and dilatant interfaces, is solved. The solution of this linear program is then employed as initial guess for a non linear and non convex problem of programming, obtained applying both the 'mechanism' and the 'equilibrium' approaches to the same block system with no-tension and frictional interfaces. The optimiser used is based on the sequential quadratic programming. The gradients of the constraints required are provided directly in symbolic form. In this way the program easily converges to the optimal solution even for systems with many degrees of freedom. Various numerical analyses showed that the procedure allows a reliable investigation of the ultimate behaviour of jointed structures, such as stone masonry structures, under statical load conditions.

Solving A Quadratic Fractional Integer Programming Problem Using Linearization

  • Gaur, Anuradha;Arora, S.R.
    • Management Science and Financial Engineering
    • /
    • v.14 no.2
    • /
    • pp.25-44
    • /
    • 2008
  • This paper concentrates on reduction of a Quadratic Fractional Integer Programming Problem (QFIP) to a 0-1 Mixed Linear Programming Problem (0-1 MLP). The solution technique is based on converting the integer variables to binary variables and then the resulting Quadratic Fractional 0-1 Programming Problem is linearized to a 0-1 Mixed Linear Programming problem. It is illustrated with the help of a numerical example and is solved using the LINDO software.