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Introduction to Dynamic Programming introduces the reader to dynamic programming and presents the underlying mathematical ideas and results, as well as the application of these ideas to various problem areas. A large number of solved practical proble
Autor:
Mary W. Cooper
Publikováno v:
Naval Research Logistics Quarterly. 27:89-95
This paper presents an application of a method for finding the global solution to a problem in integers with a separable objective function of a very general form. This report shows that there is a relationship between an integer problem with a separ
Autor:
Mary W. Cooper, Leon Cooper
Publikováno v:
Naval Research Logistics Quarterly. 25:415-429
An exact method for solving all-integer linear-programming problems is presented. Dynamic-programming methodology is used to search efficiently candidate hyperplanes for the optimal feasible integer solution. The explosive storage requirements for hi
Autor:
Mary W. Cooper
Publikováno v:
Management Science. 27:353-361
The subject of this paper is a classification and discussion of algorithms for solution of nonlinear pure integer programming problems. The survey is organized by characterizing the mathematical form of the nonlinear optimization problems addressed b
Autor:
Mary W. Cooper, Keyvan Farhangian
Publikováno v:
Naval Research Logistics Quarterly. 29:147-150
A mean-variance portfolio selection model with limited diversification is formulated in which transaction and management costs are incorporated as the sum of a linear cost and a fixed cost. The problem is a fixed charge integer programming problem so
Autor:
Mary W. Cooper
Publikováno v:
Computers & Mathematics with Applications. 5(2):145-152
An exact method for solving all-integer non-linear programming problems with a separable non-decreasing objective function is presented. Dynamic programming methodology is used to search candidate hypersurfaces for the optimal feasible integer soluti
Autor:
Keyvan Farhangian, Mary W. Cooper
Publikováno v:
Naval Research Logistics Quarterly. 29:585-592
A theoretical and computational investigation is made of the performance of a dynamic-programming-based algorithm for nonlinear integer problems with various types of constraints. We include linear constraints, aggregated linear constraints, separabl
Autor:
Mary W. Cooper
Publikováno v:
Naval Research Logistics Quarterly. 28:301-307
An algorithm is presented to gain postoptimality data about the family of nonlinear pure integer programming problems in which the objective function and constraints remain the same except for changes in the right-hand side of the constraints. It is
Autor:
Mary W. Cooper
Publikováno v:
Journal of Regional Science. 20:525-530
Autor:
Mary W. Cooper, Keyvan Farhangian
Publikováno v:
Computers & Mathematics with Applications. 10:279-282
This report concerns a discrete mathematical programming problem in which the variables are binary or integer, the objective function separable or factorable, and the constraints are in either of two classes: linear or multiple-choice constraints. Th