簡易檢索 / 詳目顯示

研究生: 簡伯均
Jian, Bo-Jyun
論文名稱: 無限維線性規劃在Lp空間上的演算法
An algorithm for infinite-dimensional linear programming problems on Lp space
指導教授: 吳順益
Wu, Soon-Yi
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系應用數學碩博士班
Department of Mathematics
論文出版年: 2010
畢業學年度: 98
語文別: 英文
論文頁數: 31
中文關鍵詞: 無限維線性規劃有限維線性規劃半無限維線性規劃切平面法離散法
外文關鍵詞: Infinite linear programming, finite linear programming, semi-infinite linear programming, cutting plane method, discretization method
相關次數: 點閱:202下載:1
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 本篇論文研究積分型式的無限維線性規劃問題,其中決策變數要落在Lp空間中,同時要求決策變數定義在一個緊緻區間上,並界於一個上界連續函數與一個下界連續函數之間。為了簡化原本的問題,我們轉換原問題成一個等價的問題來討論。在此我們發展兩個演算法來解這類型的問題,並證明演算法是收斂的。最後利用發展的演算法來解幾個數值例子。

    This thesis studies the infinite-dimensional linear programming problems of integral type. The decision variable is taken in the Lp space where 1<p<infty and required to have an upper bound and a lower bound by continuous functions on a compact interval. To simplify the original problems, we transform them to equivalent problems. Two numerical algorithms are proposed for solving these problems and the convergence properties of the algorithms are given. Some numerical examples are also given to implement the proposed algorithms.

    Contents 1 Introduction 1 2 Transformation problem and its properties 4 3 A cutting plane algorithm and its convergence 7 4 A discretization algorithm and its convergence 10 5 Approximation solution for program (P) 17 6 Numerical examples 21 7 Conclusion 29 Reference 30

    [1]E. J. Anderson and P. Nash, Linear programming in infinite-dimensional spaces, John Wiley and Sons, Chichester, 1987.
    [2]R. Bellman, Dynamic Programming, Princeton University Press, Princeton, N. J., 1957.
    [3]S. Y. Chen and S. Y. Wu, Algorithms for infinite quadratic programming in Lp spaces, Journal of Computational and Applied Mathematics, Vol. 213, pp. 408-422, 2008.
    [4]G. Choquet, Theory of capacities, Annales de l'Institut Fourier, Vol. 5 ,pp. 131-295, 1954.
    [5]G. B. Dantzig, Linear Programming and Extensions, Princeton, NJ: Princeton University Press, 1963.
    [6]G. B. Dantzig and M. N. Thapa, Linear programming 1: introduction, Springer, New York, 1997.
    [7]S. C. Fang, C. J. Lin, and S. Y. Wu, Solving quadratic semi-infinite programming problems by using relaxed cutting plane scheme, Journal of Computational and Applied Mathematics, Vol. 129, pp. 89-104, 2001.
    [8]P. R. Gribik, A central cutting plane algorithm for semi-infinite programming, in: R. Hettich(Ed.), Semi-infinite Programming, Springer, Berlin, pp. 6-82, 1979.
    [9]R. Hettich, A review of numerical methods for semi-infinite optimization, in: A. V. Fiacco and K. O. Kortanek(Eds.), Semi-infinite Programming and Applications, Springer, Berlin, pp. 158-178, 1983.
    [10]R. Hettich and K. O. Kortanek, Semi-infinite programming: theory, method and applications, SIAM Review, Vol. 35, pp. 380-429, 1993.
    [11]S. Ito, S. Y. Wu, T. J. Shiu, and K. L. Teo, A numerical approach to infinite-dimensional linear programming in L1 spaces, Journal of industrial and management optimization, Vol. 6, pp. 15-28, 2010.
    [12]D. G. Luenberger, Linear and nonlinear programming, Addison-Wesley, Massachusetts, 1984.
    [13]H. C. Lai and S. Y. Wu, Extremal points and optimal solutions for general capacity problems, Mathematical Programming, Vol. 54, pp. 87-113, 1992.
    [14]M. Ohtsuka, Generalized capacity and duality theorem in linear programming, Journal of Science, Hiroshima University Series A-I, Vol. 30, pp. 45-56, 1966.
    [15]H. L. Royden, Real analysis, Prentice-Hall, New Jersey, 1988.
    [16]W. Rudin, Functional analysis, McGraw-Hill, New York, 1973.
    [17]W. Rudin, Real and complex analysis, McGraw-Hill, New York, 1977.
    [18]A. E. Taylor, Introduction to functional analysis, John Wiley and Sons, 1958.
    [19]R. J. Vanderbei, Extreme optics and the search for Earth-like planets, Mathematical Programming, Vol. 112, pp. 255-272, 2007.
    [20]Z.Wan, S. Y.Wu and K. L. Teo, Some properties on quadratic infinite programs of integral type, Applied Mathematics Letters, Vol. 20, pp. 676-680, 2007.
    [21]S. Y. Wu, S. Fang, and C. J. Lin, Solving general capacity problem by relaxed cutting plane approach, Annals of Operations Research, Vol. 103, pp. 193-211, 2001.
    [22]S. Y. Wu, Linear programming in measure spaces, Ph. D. Dissertation, Cambridge University, 1985.
    [23]S. Y. Wu, A cutting plane approach to solving quadratic infinite programs on measure spaces, Journal of Global Optimization, Vol. 21, pp. 67-87, 2001.
    [24]S. Y.Wu and C. F.Wen, An approximation approach for linear programming in measure space, Optimization and control with applications, pp. 331-350, Appl. Optim., 96, Springer, New York, 2005.
    [25]M. Yamasaki, On a capacitability problem raised in connection with linear programming, Journal of Science, Hiroshima University Series A-I, Vol. 30, pp. 227-244, 1966.

    下載圖示 校內:立即公開
    校外:立即公開
    QR CODE