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Die Theoreme von Everett und die Lösung ganzzahliger Investitionsprogramme

Conference paper
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Part of the Proceedings in Operations Research book series (ORP, volume 1973)

Abstract

The derivation of optimal Investment policies through mathematical programming frequently Involves computational difficulties. Therefore usually one tries to find a solution by applying the classical investment criteria. In this paper it is shown, that two theorems originally proved by Everett are a suitable basis for the comparison of these methods. Conditions are developed, under which the classical methods provide a correct solution. An upper bound for the deviation from the exact optimum is given in cases, where the classical methods lead to a nonoptimal solution of the problem.

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Literatur

  1. 1).
    Everett, H.: Generalized Lagrange Multiplier Methods for Solving Problems of Optimum Allocation of Resources. Operations Research 11(1963). S.399–417CrossRefGoogle Scholar
  2. 1).
    Brooks, R., Geoffrion, A.: Finding Everett’s Multiplier by Linear. Programming. Operations Research 14 (1966). S. 1149–1153CrossRefGoogle Scholar

Copyright information

© Physica-Verlag, Rudolf Liebing KG, Würzburg 1974

Authors and Affiliations

  1. 1.KarlsruheDeutschland

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