Upper Bounds, Secondary Constraints, and Block Triangularity in Linear Programming

Econometrica ◽  
1955 ◽  
Vol 23 (2) ◽  
pp. 174 ◽  
Author(s):  
George B. Dantzig
Author(s):  
Ralph Bottesch ◽  
Max W. Haslbeck ◽  
Alban Reynaud ◽  
René Thiemann

AbstractWe implement a decision procedure for linear mixed integer arithmetic and formally verify its soundness in Isabelle/HOL. We further integrate this procedure into one application, namely into , a formally verified certifier to check untrusted termination proofs. This checking involves assertions of unsatisfiability of linear integer inequalities; previously, only a sufficient criterion for such checks was supported. To verify the soundness of the decision procedure, we first formalize the proof that every satisfiable set of linear integer inequalities also has a small solution, and give explicit upper bounds. To this end we mechanize several important theorems on linear programming, including statements on integrality and bounds. The procedure itself is then implemented as a branch-and-bound algorithm, and is available in several languages via Isabelle’s code generator. It internally relies upon an adapted version of an existing verified incremental simplex algorithm.


Author(s):  
Samuel E. Bodily ◽  
Akshay Mittal

The managing director of a steel plant faces the decision of how much of each raw material to order for the plant for the following month. Due to lower and upper bounds on the amounts of each raw material in a batch and varying amounts of electricity and time consumed for different raw materials, one can't simply use the cheapest raw material. A linear program and the solver optimization function of Excel will provide the optimal amounts that meet the constraints. Interestingly, the best mixture for a batch is not the best mixture for a monthly plan. Shadow prices indicate the value of relaxing constraints. The typical monthly model from a student will be nonlinear, although it can be written as a linear model. This case provides the basis for an introductory class on linear programming and linear versus nonlinear models.


2014 ◽  
Vol 18 (5) ◽  
pp. 1793-1803 ◽  
Author(s):  
C. Dong ◽  
Q. Tan ◽  
G.-H. Huang ◽  
Y.-P. Cai

Abstract. In this research, a dual-inexact fuzzy stochastic programming (DIFSP) method was developed for supporting the planning of water and farmland use management system considering the non-point source pollution mitigation under uncertainty. The random boundary interval (RBI) was incorporated into DIFSP through integrating fuzzy linear programming (FLP) and chance-constrained programming (CCP) approaches within an interval linear programming (ILP) framework. This developed method could effectively tackle the uncertainties expressed as intervals and fuzzy sets. Moreover, the lower and upper bounds of RBI are continuous random variables, and the correlation existing between the lower and upper bounds can be tackled in RBI through the joint probability distribution function. And thus the subjectivity of decision making is greatly reduced, enhancing the stability and robustness of obtained solutions. The proposed method was then applied to solve a water and farmland use planning model (WFUPM) with non-point source pollution mitigation. The generated results could provide decision makers with detailed water supply–demand schemes involving diversified water-related activities under preferred satisfaction degrees. These useful solutions could allow more in-depth analyses of the trade-offs between humans and environment, as well as those between system optimality and reliability. In addition, comparative analyses on the solutions obtained from ICCP (Interval chance-constraints programming) and DIFSP demonstrated the higher application of this developed approach for supporting the water and farmland use system planning.


2014 ◽  
Vol 2 ◽  
Author(s):  
DAVID DE LAAT ◽  
FERNANDO MÁRIO DE OLIVEIRA FILHO ◽  
FRANK VALLENTIN

AbstractWe give theorems that can be used to upper bound the densities of packings of different spherical caps in the unit sphere and of translates of different convex bodies in Euclidean space. These theorems extend the linear programming bounds for packings of spherical caps and of convex bodies through the use of semidefinite programming. We perform explicit computations, obtaining new bounds for packings of spherical caps of two different sizes and for binary sphere packings. We also slightly improve the bounds for the classical problem of packing identical spheres.


Author(s):  
ALI EBRAHIMNEJAD ◽  
SEYED HADI NASSERI ◽  
FARHAD HOSSEINZADEH LOTFI

Recently Ganesan and Veeramani introduced a new approach for solving a kind of linear programming problems involving symmetric trapezoidal fuzzy numbers without converting them to the crisp linear programming problems. But their approach is not efficient for situations in which some or all variables are restricted to lie within fuzzy lower and fuzzy upper bounds. In this paper, by a natural extension of their approach we obtain some new results leading to a new method to overcome this shortcoming.


10.37236/407 ◽  
2010 ◽  
Vol 17 (1) ◽  
Author(s):  
Mathieu Bogaerts

An $(n,d)$-permutation code of size $s$ is a subset $C$ of $S_n$ with $s$ elements such that the Hamming distance $d_H$ between any two distinct elements of $C$ is at least equal to $d$. In this paper, we give new upper bounds for the maximal size $\mu(n,d)$ of an $(n,d)$-permutation code of degree $n$ with $11\le n\le 14$. In order to obtain these bounds, we use the structure of association scheme of the permutation group $S_n$ and the irreducible characters of $S_n$. The upper bounds for $\mu(n,d)$ are determined solving an optimization problem with linear inequalities.


Author(s):  
Ali Ebrahimnejad ◽  
Seyed Hadi Nasseri ◽  
Sayyed Mehdi Mansourzadeh

In most practical problems of linear programming problems with fuzzy cost coefficients, some or all variables are restricted to lie within lower and upper bounds. In this paper, the authors propose a new method for solving such problems called the bounded fuzzy primal simplex algorithm. Some researchers used the linear programming problem with fuzzy cost coefficients as an auxiliary problem for solving linear programming with fuzzy variables, but their method is not efficient when the decision variables are bounded variables in the auxiliary problem. In this paper the authors introduce an efficient approach to overcome this shortcoming. The bounded fuzzy primal simplex algorithm starts with a primal feasible basis and moves towards attaining primal optimality while maintaining primal feasibility throughout. This algorithm will be useful for sensitivity analysis using primal simplex tableaus.


2007 ◽  
Vol 1 (2) ◽  
pp. 173-195 ◽  
Author(s):  
Beniamin Mounits ◽  
◽  
Tuvi Etzion ◽  
Simon Litsyn ◽  
◽  
...  

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