Ebook: Degeneracy Graphs and Simplex Cycling
Author: Peter Zörnig (auth.)
- Tags: Operations Research/Decision Theory, Systems Theory Control, Calculus of Variations and Optimal Control, Optimization, Economic Theory
- Series: Lecture Notes in Economics and Mathematical Systems 357
- Year: 1991
- Publisher: Springer-Verlag Berlin Heidelberg
- Edition: 1
- Language: English
- pdf
Many problems in economics can be formulated as linearly constrained mathematical optimization problems, where the feasible solution set X represents a convex polyhedral set. In practice, the set X frequently contains degenerate verti- ces, yielding diverse problems in the determination of an optimal solution as well as in postoptimal analysis.The so- called degeneracy graphs represent a useful tool for des- cribing and solving degeneracy problems. The study of dege- neracy graphs opens a new field of research with many theo- retical aspects and practical applications. The present pu- blication pursues two aims. On the one hand the theory of degeneracy graphs is developed generally, which will serve as a basis for further applications. On the other hand dege- neracy graphs will be used to explain simplex cycling, i.e. necessary and sufficient conditions for cycling will be de- rived.
Many problems in economics can be formulated as linearly constrained mathematical optimization problems, where the feasible solution set X represents a convex polyhedral set. In practice, the set X frequently contains degenerate verti- ces, yielding diverse problems in the determination of an optimal solution as well as in postoptimal analysis.The so- called degeneracy graphs represent a useful tool for des- cribing and solving degeneracy problems. The study of dege- neracy graphs opens a new field of research with many theo- retical aspects and practical applications. The present pu- blication pursues two aims. On the one hand the theory of degeneracy graphs is developed generally, which will serve as a basis for further applications. On the other hand dege- neracy graphs will be used to explain simplex cycling, i.e. necessary and sufficient conditions for cycling will be de- rived.
Content:
Front Matter....Pages I-XV
Introduction....Pages 1-3
Degeneracy Problems in Mathematical Optimization....Pages 3-14
Theory of Degeneracy Graphs....Pages 15-75
Concepts to Explain Simplex Cycling....Pages 76-118
Procedures for Constructing Cycling Examples....Pages 119-163
Back Matter....Pages 164-198
Many problems in economics can be formulated as linearly constrained mathematical optimization problems, where the feasible solution set X represents a convex polyhedral set. In practice, the set X frequently contains degenerate verti- ces, yielding diverse problems in the determination of an optimal solution as well as in postoptimal analysis.The so- called degeneracy graphs represent a useful tool for des- cribing and solving degeneracy problems. The study of dege- neracy graphs opens a new field of research with many theo- retical aspects and practical applications. The present pu- blication pursues two aims. On the one hand the theory of degeneracy graphs is developed generally, which will serve as a basis for further applications. On the other hand dege- neracy graphs will be used to explain simplex cycling, i.e. necessary and sufficient conditions for cycling will be de- rived.
Content:
Front Matter....Pages I-XV
Introduction....Pages 1-3
Degeneracy Problems in Mathematical Optimization....Pages 3-14
Theory of Degeneracy Graphs....Pages 15-75
Concepts to Explain Simplex Cycling....Pages 76-118
Procedures for Constructing Cycling Examples....Pages 119-163
Back Matter....Pages 164-198
....
Many problems in economics can be formulated as linearly constrained mathematical optimization problems, where the feasible solution set X represents a convex polyhedral set. In practice, the set X frequently contains degenerate verti- ces, yielding diverse problems in the determination of an optimal solution as well as in postoptimal analysis.The so- called degeneracy graphs represent a useful tool for des- cribing and solving degeneracy problems. The study of dege- neracy graphs opens a new field of research with many theo- retical aspects and practical applications. The present pu- blication pursues two aims. On the one hand the theory of degeneracy graphs is developed generally, which will serve as a basis for further applications. On the other hand dege- neracy graphs will be used to explain simplex cycling, i.e. necessary and sufficient conditions for cycling will be de- rived.
Content:
Front Matter....Pages I-XV
Introduction....Pages 1-3
Degeneracy Problems in Mathematical Optimization....Pages 3-14
Theory of Degeneracy Graphs....Pages 15-75
Concepts to Explain Simplex Cycling....Pages 76-118
Procedures for Constructing Cycling Examples....Pages 119-163
Back Matter....Pages 164-198
Many problems in economics can be formulated as linearly constrained mathematical optimization problems, where the feasible solution set X represents a convex polyhedral set. In practice, the set X frequently contains degenerate verti- ces, yielding diverse problems in the determination of an optimal solution as well as in postoptimal analysis.The so- called degeneracy graphs represent a useful tool for des- cribing and solving degeneracy problems. The study of dege- neracy graphs opens a new field of research with many theo- retical aspects and practical applications. The present pu- blication pursues two aims. On the one hand the theory of degeneracy graphs is developed generally, which will serve as a basis for further applications. On the other hand dege- neracy graphs will be used to explain simplex cycling, i.e. necessary and sufficient conditions for cycling will be de- rived.
Content:
Front Matter....Pages I-XV
Introduction....Pages 1-3
Degeneracy Problems in Mathematical Optimization....Pages 3-14
Theory of Degeneracy Graphs....Pages 15-75
Concepts to Explain Simplex Cycling....Pages 76-118
Procedures for Constructing Cycling Examples....Pages 119-163
Back Matter....Pages 164-198
....
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