Abstract
Improper mathematical programming problems are analyzed and deterministic and stochastic approaches to correcting these problems are suggested. Numerical experiments with test examples are presented. The paper focuses on numerical analysis of improper linear programming problems [1–4], which arise in the context of scarce resources in economics [5]. Parametrization is applied to examine one of the possible approaches to approximation of improper LP problems under deterministic and stochastic conditions. Although the main focus is on improper problems of the 1st kind, we also touch upon some issues connected with improper problems of 2nd and 3rd kind [1]. The analysis of improper LP problems is based on duality theory [2]. Some results specialize the ideas previously presented in [1, 6]. The present paper is a continuation of [4].
Similar content being viewed by others
References
I. I. Eremin, Contradictory Optimal Planning Models [in Russian], Nauka, Moscow (1988).
I. I. Eremin, “General duality scheme for improper mathematical programming problems,” Kibernetika, No. 5, 79–82 (1989).
F. Mirzoakhmedov and L. I. Mosheev, Analysis of Improper Linear Programming Problems and Their Applications [in Russian], Preprint 90-30, V. M. Glushkova Inst. Kiber., Akad. Nauk UkrSSR, Kiev (1990).
F. Mirzoakhmedov and L. I. Mosheev, “Duality for one class of improper linear programming problems and their applications,” Kibernetika, No. 6, 31–35 (1990).
J. Kornai, Economics of Shortage [Russian translation], Nauka, Moscow (1990).
A. A. Vatolin, “Approximation of improper linear programming problems in the Euclidean norm,” Zh. Vychisl. Matem. Mat. Fiz.,24, No. 12, 1907–1908 (1984).
Yu. M. Ermol'ev and V. S. Mikhalevich, Studies of Risk [in Russian], Preprint 91-19, V. M. Glushkova Inst. Kiber., Akad. Nauk UkrSSR, Kiev (1991).
I. I. Eremin and A. A. Vatolin, “Duality for improper mathematical programming problems under information uncertainty,” in: Stochastic Optimization, Intern. Conf., Kiev, Sept. 9–16, 1984, Abstracts of papers [in Russian], part 1, IK Akad. Nauk UkrSSR, Kiev (1984), p. 82.
F. Mirzoakhmedov and L. I. Mosheev, “Stochastic analog of one class of improper linear programming problems,” in: Mathematical Methods of Decision Making Under Uncertainty [in Russian], V. M. Glushkova Inst. Kiber., Akad. Nauk UkrSSR, Kiev (1990), pp. 65–68.
F. Mirzoakhmedov and L. I. Mosheev, “Approximation of one class of improper two-stage stochastic programming problems with simple recursion,” in: Mathematical Programming and Applications, Abstracts of papers at Int. Conf., Feb. 25-March 1, 1991 [in Russian], Sverdlovsk (1991), pp. 105–106.
B. Murtagh, Advanced Linear Programming [Russian translation], Mir, Moscow (1984).
A. J. King, “Stochastic programming problems: examples from the literature,” in: Numerical Techniques for Stochastic Optimization, Yu. Ermoliev and R. J.-B. Wets (eds.), Springer-Verlag, Berlin (1988), pp. 543–567.
Yu. Ermoliev, “Stochastic quasigradient methods,” in: Numerical Techniques for Stochastic Optimization, Yu. Ermoliev and R. J.-B. Wets (eds.), Springer-Verlag, Berlin (1988), pp. 141–185.
Additional information
Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 114–125, May–June, 1992.
Rights and permissions
About this article
Cite this article
Mirzoakhmedov, F., Mosheev, L.I. Deterministic and stochastic approximating problems with applications to production control. Cybern Syst Anal 28, 422–431 (1992). https://doi.org/10.1007/BF01125422
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01125422