互补性 该软件包为(1)混合互补问题(MCP)和(2)带有平衡问题的数学程序(MPEC)提供了建模语言。 注意@complmentarity对于MCP, @complements对于MPEC, @complements 。 混合互补问题(MCP) 注意: 已在v0.6.2和v1.1.0之间完全重写。 现在,PATHSolver.jl既提供了指向解算器的接口,又提供了与JuMP的集成,但目前仅限于线性问题。 对于非线性问题,您仍然需要使用 ,现在它还使用新的PATHSolver.jl作为其求解器。 Complementarity.jl的大多数部分保持不变,除了如何传递求解器选项。 该软件包提供了一个建模和计算接口,用于解决(MCP):通过建模,以及通过和计算。 请参阅。 F(x) ⟂ lb ≤ x ≤ ub 一个非常简单的例子: (x+2) x = 0, x ≥ 0, x+2
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The book is organized in five parts. Part I, which includes Chapter 1, provides motivating examples and illustrates how optimization problems with decomposable structure are ubiquitous. Part II describes decomposition theory, algorithms, and procedures. Particularly, Chapter 2 and 3 address solution procedures for linear programming problems with complicating constraints and complicating variables, respectively. Chapter 4 reviews and summarizes VIII Preface duality theory. Chapter 5 describes decomposition techniques appropriate for continuous nonlinear programming problems. Chapter 6 presents decomposition procedures relevant for mixed-integer linear and nonlinear problems. Chapter 7 considers specific decomposition techniques not analyzed in the previous chapters. Part III, which includes Chapter 8, provides a comprehensive treatment of sensitivity analysis. Part IV provides in Chapter 9 some case studies of clear interest for the engineering profession. Part V contains some of the codes in GAMS used throughout the book. Finally, Part VI contains the solutions of the even exercises proposed throughout the book.
2021-10-07 16:09:20 3.36MB Benders Dantzig-Wolf Decompositio Decompositio
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Benders分解等模型分解技术,用于大规模最优化问题等的求解
2021-04-22 22:58:35 2.04MB Bendes
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AMPL.A.Mathematical.Programming.Language.v2014.07.04.Cracked-EAT 另推荐官方IDE:https://ampl.com/products/IDE/
2019-12-21 22:26:30 4.73MB AMPL
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