Relating Optimization Problems to Systems of Inequalities and Equalities

• 作者: E. O. Dwobeng H. W. Corley
• 来源期刊: 美国运筹学期刊(英文)
• 学科: 数学
• 关键词: OPTIMIZATION Inequalities and Equalities Goal Programming GAMES Diophantine Equations
• 年，卷（期）: 2020,（6）
• 页码范围: 284-298
• 页数: 15页
• 分类号: O17

摘要

In quantitative decision analysis, an analyst applies mathematical models to make decisions. Frequently these models involve an optimization problem to determine the values of the decision variables, a system </span><i><span style="font-family:Verdana;">S</span></i><span style="font-family:Verdana;"> of possibly non</span></span><span style="font-family:Verdana;">- </span><span style="font-family:Verdana;">li</span><span style="font-family:Verdana;">near inequalities and equalities to restrict these variables, or both. In this</span><span style="font-family:""><span style="font-family:Verdana;"> note, </span><span style="font-family:Verdana;">we relate a general nonlinear programming problem to such a system </span><i><span style="font-family:Verdana;">S</span></i><span style="font-family:Verdana;"> in</span><span style="font-family:Verdana;"> such </span><span style="font-family:Verdana;">a way as to provide a solution of either by solving the other—with certain l</span><span style="font-family:Verdana;">imitations. We first start with </span><i><span style="font-family:Verdana;">S</span></i><span style="font-family:Verdana;"> and generalize phase 1 of the two-phase simplex method to either solve </span><i><span style="font-family:Verdana;">S</span></i><span style="font-family:Verdana;"> or establish that a solution does not exist. A conclusion is reached by trying to solve </span><i><span style="font-family:Verdana;">S</span></i><span style="font-family:Verdana;"> by minimizing a sum of artificial variables subject to the system </span><i><span style="font-family:Verdana;">S</span></i><span style="font-family:Verdana;"> as constraints. Using examples, we illustrate </span><span style="font-family:Verdana;">how this approach can give the core of a cooperative game and an equili</span><span style="font-family:Verdana;">brium for a noncooperative game, as well as solve both linear and nonlinear goal programming problems. Similarly, we start with a general nonlinear programming problem and present an algorithm to