constrained

Production Theory for Constrained Linear Activity Models

  • Somdeb Lahiri
    • Categories Finance and Economics, Linear Programming, Production and Logistics Tags , ,

    The purpose of this paper is to generalize the framework of activity analysis discussed in Villar (2003) and obtain similar results concerning solvability. We generalize the model due to Villar (2003), without requiring any dimensional requirements on the activity matrices and by introducing a model of activity analysis in which each activity may (or may … Read more

    Sequential Penalty Quadratic Programming Filter Methods for Nonlinear Programming

  • Nie Pu-yan
    • Categories Nonlinear Optimization Tags , , , ,

    Filter approach is recently proposed by Fletcher and Leyffer in 2002 and is attached importance to. In this paper, the filter approach is used in an sequential penalty quadratic programming (S$l$QP) algorithm which is similar to that of Yuan’s. In every trial step, the step length is controlled by a trust region radius. If the … Read more