A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forc...A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forced to be integer. An integer coding for upper level variables is adopted, and then a discrete differential evolution algorithm with an improved feasibility-based comparison is developed to directly explore the integer solution at the upper level. For a given upper level integer variable, the lower level integer programming problem is solved by the existing branch and bound algorithm to obtain the optimal integer solution at the lower level. In the same framework of the algorithm, two other constraint handling methods, i.e. the penalty function method and the feasibility-based comparison method are also tested. The experimental results demonstrate that the discrete differential evolution algorithm with different constraint handling methods is effective in finding the global optimal integer solutions, but the improved constraint handling method performs better than two compared constraint handling methods.展开更多
How to distribute total sum of funds among different investment priorities？ It is not only a theoretical problem in Management Accounting, but also a realistic problem in the investment decision of an enterprise. In ...How to distribute total sum of funds among different investment priorities？ It is not only a theoretical problem in Management Accounting, but also a realistic problem in the investment decision of an enterprise. In this paper, the author queries the method of ＂use linear programming to find out optimum combination＂, which put forward in management accounting, and gives a convenient and reasonable method---effective gradient method.展开更多
This is a brief report on our recent work in network piecewise linear programming (NPLP),and it consists of two parts. In the first park, we describe a generator for NPLP problems which is derived from the classical n...This is a brief report on our recent work in network piecewise linear programming (NPLP),and it consists of two parts. In the first park, we describe a generator for NPLP problems which is derived from the classical network linear program generator NETGEN. The generator creates networks of the same topological structures as NETGEN, but each arc is associated with a convex piecewise linear cost. The purpose of this program is to provide a set of standard test problems which can be used to compare the performance of various algorithms for NPLP. In the second part,we introduce a network simplex method that directly solves a network piecewise linear program without reformulating it as a network linear program of higher dimension. Forty benchmark NPLP problems are solved by this method and a reformulation method. The computational results are in favor of the direct method and show that solving an NPLP problem is not much harder than solving a network linear program of the same dimension.展开更多
In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an a...In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an approach based on a non-converging state-value function that fluctuates（increases and decreases） between states of the dynamic process.We prove that it is possible to represent that function in a recursive format using a one-step-ahead fixed-optimal policy.Then,we provide an analytical formula for the numerical realization of the fixed local-optimal strategy.We also present a second approach based on linear programming,to solve the same problem,that implement the c-variable method for making the problem computationally tractable.At the end,we show that these two approaches are related：after a finite number of iterations our proposed approach converges to same result as the linear programming method.We also present a non-traditional approach for ergodicity verification.The validity of the proposed methods is successfully demonstrated theoretically and,by simulated credit-card marketing experiments computing the customer lifetime value for both an optimization and a game theory approach.展开更多
基金supported by the Natural Science Basic Research Plan in Shaanxi Province of China(2013JM1022)the Fundamental Research Funds for the Central Universities(K50511700004)
文摘A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forced to be integer. An integer coding for upper level variables is adopted, and then a discrete differential evolution algorithm with an improved feasibility-based comparison is developed to directly explore the integer solution at the upper level. For a given upper level integer variable, the lower level integer programming problem is solved by the existing branch and bound algorithm to obtain the optimal integer solution at the lower level. In the same framework of the algorithm, two other constraint handling methods, i.e. the penalty function method and the feasibility-based comparison method are also tested. The experimental results demonstrate that the discrete differential evolution algorithm with different constraint handling methods is effective in finding the global optimal integer solutions, but the improved constraint handling method performs better than two compared constraint handling methods.
文摘How to distribute total sum of funds among different investment priorities？ It is not only a theoretical problem in Management Accounting, but also a realistic problem in the investment decision of an enterprise. In this paper, the author queries the method of ＂use linear programming to find out optimum combination＂, which put forward in management accounting, and gives a convenient and reasonable method---effective gradient method.
文摘This is a brief report on our recent work in network piecewise linear programming (NPLP),and it consists of two parts. In the first park, we describe a generator for NPLP problems which is derived from the classical network linear program generator NETGEN. The generator creates networks of the same topological structures as NETGEN, but each arc is associated with a convex piecewise linear cost. The purpose of this program is to provide a set of standard test problems which can be used to compare the performance of various algorithms for NPLP. In the second part,we introduce a network simplex method that directly solves a network piecewise linear program without reformulating it as a network linear program of higher dimension. Forty benchmark NPLP problems are solved by this method and a reformulation method. The computational results are in favor of the direct method and show that solving an NPLP problem is not much harder than solving a network linear program of the same dimension.
文摘In this paper,we present a new method for finding a fixed local-optimal policy for computing the customer lifetime value.The method is developed for a class of ergodic controllable finite Markov chains.We propose an approach based on a non-converging state-value function that fluctuates（increases and decreases） between states of the dynamic process.We prove that it is possible to represent that function in a recursive format using a one-step-ahead fixed-optimal policy.Then,we provide an analytical formula for the numerical realization of the fixed local-optimal strategy.We also present a second approach based on linear programming,to solve the same problem,that implement the c-variable method for making the problem computationally tractable.At the end,we show that these two approaches are related：after a finite number of iterations our proposed approach converges to same result as the linear programming method.We also present a non-traditional approach for ergodicity verification.The validity of the proposed methods is successfully demonstrated theoretically and,by simulated credit-card marketing experiments computing the customer lifetime value for both an optimization and a game theory approach.
