Monte Carlo Algorithms for Linear Problems

MSC Subject Classification: 65C05, 65U05.

Vector Combinatorial Problems in a Space of Combinations with Linear Fractional Functions of Criteria

The paper considers vector discrete optimization problem with linear fractional functions of criteria on a feasible set that has combinatorial properties of combinations. Structural properties of a feasible solution domain and of Pareto–optimal (efficient), weakly efficient, strictly efficient solution sets are examined. A relation between vector optimization problems on a combinatorial set of combinations and on a continuous feasible set is determined. One possible approach is proposed in order to solve a multicriteria combinatorial problem with linear- fractional functions of criteria on a set of combinations.

Quasi-Monte Carlo Methods for some Linear Algebra Problems. Convergence and Complexity

We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods use quasirandom sequences with the resulting convergence rate for numerical integration as good as O((logN)^k)N^(−1)). We have shown theoretically and through numerical tests that the use of quasirandom sequences improves both the magnitude of the error and the convergence rate of the considered Monte Carlo methods. We also analyze the complexity of considered quasi-Monte Carlo algorithms and compare them to the complexity of the analogous Monte Carlo and deterministic algorithms.

Constructing a Canonical form of a Matrix in Several Problems about Combinatorial Designs

Partially supported by the Bulgarian Science Fund contract with TU Varna, No 487.

Data Flow Analysis and the Linear Programming Model

* The research is supported partly by INTAS: 04-77-7173 project, http://www.intas.be

Randomized Parallelization – a New Method for Solving Hard Combinatorial Problems

A new method for solving some hard combinatorial optimization problems is suggested, admitting a certain reformulation. Considering such a problem, several different similar problems are prepared which have the same set of solutions. They are solved on computer in parallel until one of them will be solved, and that solution is accepted. Notwithstanding the evident overhead, the whole run-time could be significantly reduced due to dispersion of velocities of combinatorial search in regarded cases. The efficiency of this approach is investigated on the concrete problem of finding short solutions of non-deterministic system of linear logical equations.

An Interactive Method of Linear Mixed Integer Multicriteria Optimization

The paper describes a learning-oriented interactive method for solving linear mixed integer problems of multicriteria optimization. The method increases the possibilities of the decision maker (DM) to describe his/her local preferences and at the same time it overcomes some computational difficulties, especially in problems of large dimension. The method is realized in an experimental decision support system for finding the solution of linear mixed integer multicriteria optimization problems.

Classification-Based Method of Linear Multicriteria Optimization

The paper describes a classification-based learning-oriented interactive method for solving linear multicriteria optimization problems. The method allows the decision makers describe their preferences with greater flexibility, accuracy and reliability. The method is realized in an experimental software system supporting the solution of multicriteria optimization problems.

Non-Linear Network-Flow Model of Lukasiewicz’s Multivalue Logic

The paper presents a new network-flow interpretation of Łukasiewicz’s logic based on models with an increased effectiveness. The obtained results show that the presented network-flow models principally may work for multivalue logics with more than three states of the variables i.e. with a finite set of states in the interval from 0 to 1. The described models give the opportunity to formulate various logical functions. If the results from a given model that are contained in the obtained values of the arc flow functions are used as input data for other models then it is possible in Łukasiewicz’s logic to interpret successfully other sophisticated logical structures. The obtained models allow a research of Łukasiewicz’s logic with specific effective methods of the network-flow programming. It is possible successfully to use the specific peculiarities and the results pertaining to the function ‘traffic capacity of the network arcs’. Based on the introduced network-flow approach it is possible to interpret other multivalue logics – of E.Post, of L.Brauer, of Kolmogorov, etc.

On a Direct Approach to the Solution of Inverse Optical Problems

The evaluation from experimental data, of physical quantities, which enter into the electromagnetic Maxwell equations, is described as inverse optical problem. The functional relations between the dependent and independent variables are of transcendental character and numeric procedures for evaluation of the unknowns are largely used. Herein, we discuss a direct approach to the solution, illustrated by a specific example of determination of thin films optical constants from spectrophotometric data. New algorithm is proposed for the parameters evaluation, which does not need an initial guess of the unknowns and does not use iterative procedures. Thus we overcome the intrinsic deficiency of minimization techniques, such as gradient search methods, Simplex methods, etc. The price of it is a need of more computing power, but our algorithm is easily implemented in structures such as grid clusters. We show the advantages of this approach and its potential for generalization to other inverse optical problems.

Method of Linear Programming as an Idea for High School Curriculum

2010 Mathematics Subject Classification: 97D40, 97M10, 97M40, 97N60, 97N80, 97R80

Maximization of a Linear Utility Function over the Set of the Housing Market Short-Term Equilibria

AMS subject classification: 90C05, 90A14.

Problems for P-Monge-Ampere Equations

2010 Mathematics Subject Classification: 35A23, 35B51, 35J96, 35P30, 47J20, 52A40.

Dimension Reduction of the Explanatory Variables in Multiple Linear Regression

2002 Mathematics Subject Classification: 62J05, 62G35.

Parameterized Link Functions in Generalized Linear Random Effect Models: a Case Study on Breast Cancer Treatment

In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.