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ファイル | 記述 | サイズ | フォーマット | |
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mfeku_36_3_183.pdf | 681.18 kB | Adobe PDF | 見る/開く |
タイトル: | A Method for Solving Linear Programming Problems with Unknown Parameters |
著者: | SANNOMIYA, Nobuo NISHIKAWA, Yoshikazu LEE, Kyuill |
発行日: | 31-Oct-1974 |
出版者: | Faculty of Engineering, Kyoto University |
誌名: | Memoirs of the Faculty of Engineering, Kyoto University |
巻: | 36 |
号: | 3 |
開始ページ: | 183 |
終了ページ: | 196 |
抄録: | A method is proposed for solving a problem of linear programming with unknown constraints. The form of the unknown constraints needs to be identified by a proper choice of the observation data. The present method is based upon a bicriterion formulation to the joint identification and optimization problem. A parametric approach is used to obtain an efficient solution to the bicriterion problem. Further, a decomposition into subproblems easily solvable is introduced. The interaction between subproblems is coordinated by an adjustment of a scalar parameter varying over the unit interval. |
URI: | http://hdl.handle.net/2433/280946 |
出現コレクション: | Vol.36 Part 3 |
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