-
activity value
-
The value of a basic or nonbasic variable. The activity of nonbasic variables
is either the upper or lower bound or a fixed value if the variable has
been set to that value.
-
active node
-
In mixed-integer program processing, a node that has been created but has
not yet been evaluated. The current node is also active.
-
adjacent arc
-
An incoming or outgoing arc at a node.
-
adjacency matrix of A
-
A matrix in which the adjacency of rows is indicated (A AT).
A nonzero entry a ij in the adjacency matrix indicates there
is at least one column with a nonzero entry in both rows i and j.
-
adjustable cell
-
A spreadsheet cell containing a numeric value that can be changed to satisfy
constraints and yield an optimal value of the objective function.
-
advanced basis
-
Any basis other than a basis of all logical variables. An advanced basis
might be obtained using EKKCRSH or EKKBASI.
-
APAR
-
Authorized Program Analysis Report. A report of a problem caused by a suspected
defect in a current unaltered release of a program.
-
application
-
For the Optimization Library, your entire mathematical programming problem
and the work area useed in which to store and solve it.
-
arc
-
A column of the LP matrix for a network programming problem. There is a
+1 in the row that corresponds to the tail of the arc and a -1 in the row
that corresponds to the head.
-
arc flow
-
See flow.
-
argument
-
A parameter passed between a calling program and a SUBROUTINE subprogram,
a FUNCTION subprogram, or a statement function.
-
array
-
An ordered set of data items identified by a single name.
-
artificial variable
-
Logical variables associated with equality rows.
-
barrier parameter
-
In the formulation of the interior-point primal barrier method, a sequence
of subproblems of the following form are solved: 'minimize' %% F(bix ;
µ) % = % <bic sup T> bix % - % µ sum from j=1 to n of ln
x sub j subject to: <biA bix % = % bib> labove <mu % gt % 0> The
scalar µ is known as the barrier parameter.
-
basic variables
-
The m logical or structural variables, in an m-row linear
programming model whose values can be computed as a solution of a system
of equations, where the matrix is the basic matrix, and the right-hand
side is computed by fixing the remaining variables at one of their bounds.
-
basic feasible solution (BFS)
-
A feasible solution with m basic variables and n - m nonbasic variables.
-
basis
-
The set of names or indices that identifies the basic variables. The optimal
base of a given model is often kept to be restored later as an advanced
starting solution of a modified model.
-
BFS
-
Basic feasible solution.
-
block
-
A small component matrix. A large matrix may be created by first creating
one or more blocks, then adding them together to get the entire matrix.
-
block angular form
-
Also known as a Dantzig-Wolfe problem, a problem with a collection
of disjoint blocks in the constraint matrix and a small set of coupling
constraints. The coupling constraints may have nonzero coefficients in
columns corresponding to two or more of the blocks.
-
bound
-
A limit on a particular variable (column) or on a row of the constraint
matrix. The value of the variable or row must stay between the upper and
lower bounds.
-
branch-and-bound method
-
The mathematical algorithm used in the Optimization Library to solve mixed-integer
programming problems. It uses a technique of successive tightening of integer
variables to integer values starting from the continuous optimal solution.
-
chaining
-
For 0-1 integer variables only, if one variable is forced to a bound, a
number of variables may be forced into one bound or the other. These variables
are said to be chained.
-
character type
-
The data type for representing strings of alphanumeric characters; in storage,
one byte is used for each character.
-
Cholesky factorization
-
Also known as Cholesky decomposition, the unique representation
of positive definite matrix A as the product A=L
LT, where L
is a lower triangular matrix. Also an algorithm for computing the elements
of the matrix L from the elements of matrix A.
-
clique
-
A set of 0-1 integer variables, such that setting any member in this set
to one bound will fix all other members, while fixing it to the other bound
may not fix any other members.
-
coefficient
-
The factor that multiplies a variable in a row.
-
coefficient matrix
-
The m-row by n-column matrix formed by all the coefficients
that link the rows to the variables of a linear programming model.
-
coefficient strengthening
-
Techniques for modifying coefficients of the model in such a way that a
constraint is still valid when a 0-1 integer variable is 0 or 1, but is
otherwise a stronger constraint.
-
column
-
Used in linear programming terminology as a synonym for variable.
-
common block
-
A storage area that may be referred to by a FORTRAN calling program and
one or more FORTRAN subprograms.
-
complementarity violation
-
The product of a primal variable and its corresponding dual variable, such
as a primal variable and its reduced cost.
-
configuration file
-
In the AIX operating system, a file that specifies the characteristics
of a system or subsystems.
-
constraint cell
-
A cell in a spreadsheet containing a problem constraint. Constraint cells
in a Lotus 1-2-3 spreadsheet should be expressed as logical formulas. For
example, the formula 2*(A1-B1)<=5 can be used to define a constraint
in a Lotus 1-2-3 spreadsheet.
-
constraints
-
The limiting rows and bounds on variables of a model. The model constraints
are the relationships expressed in the rows and in the range between variables
and bound vectors.
-
continuous model
-
A linear programming model with no integer variables.
-
continuous solution
-
The solution to the linear part of a mixed-integer programming problem
(ignoring the fact that some variables must be integers).
-
continuous variable
-
A variable that is not constrained to be an integer.
-
control variable
-
A variable that affects all subroutine calls within a program, such as
how frequently log information will be recorded.
-
convex
-
A closed set in which a line segment between any two points in the set
is also in the set. For example, the set of feasible solutions to a linear
programming problem is convex.
-
convex function
-
A function f from a nonempty convex set S subset <doubleR
sup N> to <doubleR sup 1> is said to be convex if for every bix, biy
memberof biS and for each real scalar lambda, 0 lt lambda lt 1, f (lambda
bix + (1 - lambda) biy) le lambda f(bix) + (1 - lambda) f (biy).
-
convexity constraint
-
In spreadsheet format, an equality constraint with coefficients for the
problem variables of 0 or 1 and a RHS of 1.
-
costs
-
The objective function coefficients, which are called costs because they
often represent the dollar cost of a commodity. For example, in a feed
blending problem in which we want to minimize costs, the objective function
is the sum of the costs of each type of feed multiplied by the amount of
each type of feed used.
-
coupling constraints
-
The constraints of a Dantzig-Wolfe problem that have nonzero coefficients
in columns belonging to two or more of the subblocks.
-
crash
-
To find a starting basis.
-
current basis
-
The basis at any iteration of the simplex method, or after a basis is read
in, or after crash processing.
-
current directory
-
For the AIX and SunOS operating systems, the directory that is the starting
point for relative path names, which can be displayed with the pwd
command.
-
Dantzig-Wolfe problem
-
Also known as a block angular form, a problem with a collection
of disjoint blocks in the constraint matrix and a small set of coupling
constraints. The coupling constraints may have nonzero elements in columns
corresponding to two or more of the blocks.
-
data type
-
The structural characteristics, features, and properties of data that may
be directly specified by a programming language; for example, integers,
real numbers in FORTRAN; arrays in APL2.
-
demand node
-
A node with a negative upper bound on its exogenous flow. Contrast with
supply node.
-
Devex pricing
-
In the simplex method, a way of selecting entering columns based on scaling
the reduced costs with a standard frame of reference.
-
direct access storage
-
Storage in which the access time is in effect independent of the location
of the data.
-
direction of unboundedness
-
In an unbounded problem in which the objective function can be driven infinitely
downward (or upward) in a minimization (or maximization) problem without
violating any constraints, the direction of unboundedness gives the direction
the objective function can move without bounds.
-
directory
-
For the AIX operating system, a type of file containing the names and controlling
information for other files or other directories. Directories in the AIX
operating system are arranged in a tree-like structure.
-
doubleton row
-
A row containing two nonzero coefficients, while the rest of the row is
made up of zeros.
-
doubleword
-
Eight bytes of storage. In the Optimization Library, "doublewords" is usually
used to mean the memory required to store double precision real variables.
-
dspace
-
The user-supplied storage area where Optimization Library modules do their
processing, addressable in doublewords.
-
dual problem
-
See primal problem.
-
dual algorithm
-
An algorithm for which all intermediate solutions are feasible for the
dual problem. The dual algorithm in EKKSSLV and the primal-dual algorithms
in EKKBSLV do not maintain dual feasibility of the intermediate solutions,
but dual feasibility is gradually achieved.
-
efficient frontier
-
For portfolio analysis problems, the values of the solutions to a parametric
family of quadratic programming problems for a range of values of the parameter.
-
entering arc
-
The nonbasic arc that has been selected to be added to the basis. Contrast
with leaving arc.
-
environment variable
-
In the AIX and SunOS operating systems, a name for a data item that is
used by a process. AIX and SunOS environment variables can correspond to
VS FORTRAN unit numbers.
-
equality row
-
A constraint row of the form <biA sub <i &star.> bix> = <b
sub i>
-
exogenous flow
-
The right-hand side element of a network constraint if the constraint is
an equality. If the constraint is not an equality, the exogenous flow is
the sum of the flows on the outgoing arcs minus the sum of the flows on
the incoming arcs.
-
factorization
-
A representation of a matrix as two or more matrices so that when they
are multiplied together in order, the original matrix results.
-
feasible region
-
The region consisting of all feasible solutions.
-
feasible solution
-
A solution where the activities of logical and structural variables are
within their bounds.
-
fixed variables
-
Those variables that may take only a specified value. Each variable to
be fixed will have its value specified as an entry in the bound vector.
-
flag
-
In the AIX and SunOS operating systems, a modifier, appearing on a command
line, that defines the action of the command. Flags in the AIX and SunOS
operating systems are almost always preceded by a dash.
-
flow
-
The value of a variable in a network problem.
-
free variables
-
Those variables that may take on any value between plus and minus infinity.
-
full path name
-
In the AIX and SunOS operating systems, the name of any directory or file
expressed as a string of directories and files beginning with the root
directory (/).
-
fullword
-
Four bytes of storage. In the Optimization Library, "fullwords" is usually
used to mean the memory required to store single precision usually used
for INTEGER*4 variables.
-
generalized upper-bound rows
-
Sets of rows with no columns in common and all coefficients 1.0. The rows
may be L-type or G-type rows.
-
GUB
-
See generalized upper-bound rows.
-
ill-conditioned matrix
-
A matrix, where small changes to a vector x result in large
changes to Ax.
-
incidence matrix
-
See node-arc incidence matrix.
-
incoming arc
-
The incoming arcs for node i are columns that have a -1 in row i
in the coefficient matrix for a network programming problem. Contrast with
outgoing arc.
-
independent rows and columns
-
A set of rows or columns in which no linear combination of any of them
exists that is equal to another member of the set.
-
index
-
A position within an array.
-
indicator records
-
MPS format records containing a single word that specifies the type of
data that follows.
-
infeasibility
-
A variable (column) or row that is outside its bounds. Information provided
about infeasibilities includes both the number of infeasibilities (such
as the number of rows and columns that are out of bounds) and their sum
(such as the sum of all the amounts by which each row or column violates
its bounds).
-
infeasible region
-
The complement of the feasible region.
-
infeasible solution
-
A solution where not all the activities of logical and structural variables
are within their constraints.
-
input redirection
-
In the AIX and SunOS operating systems, the specification of an input source
other than the standard one. The symbol < is used on the command line
to indicate input redirection.
-
integer solution
-
A set of activities for the variables that satisfies the model constraints
and in which the integer variables have integer values.
-
integer variables
-
Variables that must take only integer values (..., -2, -1, 0, 1, 2, ...)
between their bounds.
-
interior-point method
-
A method of solving linear programming problems by stepping through the
interior of the feasible region.
-
input cost
-
The cost of an activity input to the problem.
-
JCL
-
Job control language. (A)
-
job control language (JCL)
-
A problem-oriented language designed to express statements in a job that
are used to identify the job or describe its requirements to the operating
system. (A)
-
leaving arc
-
The basic arc that has been selected to be removed from the basis. Contrast
with entering arc.
-
linear programming (LP)
-
A technique for finding the best of all possible solutions of a system
of linear equalities and inequalities. The criterion for the best solution
is the maximum or minimum value of a given linear function of bounded variables,
called the objective function.
-
link
-
In the AIX operating system, a connection between the information pertaining
to a file and one or more names associated with it.
-
logarithmic barrier method
-
A method of solving linear programming problems by reformulating the problem
as: 'minimize' %% sum from j=1 to n of lbrace <c sub j x sub j - µ
ln(x sub j - l sub j) - µ ln(u sub j - x sub j)> rbrace subject
to: biA bix = bib
where the barrier parameter µ tends to zero from above.
-
logical variable
-
An additional variable introduced for a constraint row. Logical variables
are slack variables for inequality rows and artificial variables for equality
rows.
-
lower bound
-
See bound.
-
LP
-
Linear programming.
-
LP model
-
A model where all constraints and the objective function are linear.
-
main program
-
In FORTRAN, a program unit, required for execution, that can call other
program units but cannot be called by them.
-
mask
-
To use a pattern of characters to control the retention or elimination
of portions of another pattern of characters. (I) (A)
-
mathematical programming (MP)
-
A generic term covering the optimization algorithms for linear programming,
mixed-integer programming, and nonlinear programming.
-
matrix
-
A rectangular array of elements, in rows and columns, that can be manipulated
based on matrix algebra rules. (I) (A)
-
matrix block
-
See block.
-
maxint
-
The maximum integer allowed on your platform.
-
maxreal
-
The maximum real (doubleword) value allowed on your platform.
-
MIP
-
Mixed-integer programming.
-
MIP model
-
A model with linear constraints and both continuous and integer variables.
-
mixed-integer programming (MIP)
-
The linear programming technique for models in which certain variables
may take on only integer values.
-
model
-
(1) A specific mathematical programming problem to be solved. An application
may contain one or more models. (2) A representation of a real-world system
as a set of variables and constraining relationships.
-
MP
-
Mathematical programming.
-
MPS
-
Mathematical Programming System.
-
MPSX/370
-
Mathematical Programming System Extended/370.
-
MPS file
-
A sequential file containing model data in MPS format.
-
MPS format
-
An alphanumeric data format, widely adopted in mathematical programming
to enter data into mathematical programming software.
-
mspace
-
The user-supplied storage area where Optimization Library modules do their
processing, addressable in fullwords.
-
network programming problems
-
A linear programming problem whose matrix is a node-arc incidence matrix.
-
network simplex method
-
A specialization of the simplex method for network programming problems.
-
neutral row
-
A row that is not constrained (there is no active right-hand side and no
range). Objective functions are examples of neutral rows.
-
node
-
A row of the LP matrix for a network programming problem.
-
node-arc incidence matrix
-
The constraint matrix of a (pure) network programming problem. Its rows
correspond to nodes, and its columns correspond to arcs.
-
nonbasic variables
-
The (n-m) variables, in an m-row n-column linear programming
model, that are not in the basis. The activity value of a nonbasic variable
must be either its lower bound (zero if no explicit lower bound) or its
upper bound.
-
null space
-
In matrix A, the set of vectors x, such that
Ax=0.
-
objective cell
-
A cell in a spreadsheet that contains an objective function. The objective
cell in a Lotus 1-2-3 spreadsheet should be a numeric formula, such as
(plus C1 minus 2) '*' (C2 minus G5). For this function, any or all of the
cells C1, C2, or G5 can be adjustable cells.
-
objective function
-
A neutral row, specified as the optimization target to be maximized or
minimized.
-
objective row
-
In a simplex tableau, the row corresponding to the objective function.
-
optimal solution
-
The feasible solution to the set of constraints that gives the best possible
value for the optimization target, that is, the maximum or minimum value
for the objective function.
-
optimal integer solution
-
A solution that has all integer variables at integer values and gives a
value to the objective function such that no other integer solution is
better.
-
outgoing arc
-
The outgoing arcs for node i are the set of columns that have a
+1 in the coefficient matrix for a network programming problem. Contrast
with incoming arc.
-
output redirection
-
In the AIX and SunOS operating systems, the specification of an output
destination other than the standard one. The symbol > is used on the command
line to indicate output redirection.
-
parametrics
-
The practice of modifying a mathematical programming model by simultaneously
adding incremental changes to one or more of the costs or bounds.
-
path
-
Given a tree containing two nodes, the set of arcs and nodes that connect
them.
-
path name
-
In the AIX and SunOS operating systems, the sequential list of directory
names that identifies the location of a particular directory or the sequential
list of directory names and file name that identifies the location of a
particular file in the file hierarchy. Each file has a full path name,
beginning with the root directory (/) and ending with the file's name.
The symbol / is used to separate directory and file names.
-
perturbation
-
A method of reducing degeneracy by adding or subtracting small tolerances
to costs, matrix elements, right-hand side elements, or bounds.
-
phase 1
-
A part of the simplex or interior-point primal algorithm concerned with
making the solution feasible.
-
phase 2
-
A part of the simplex or interior-point primal algorithm in which a feasible
solution is improved toward optimality.
-
platform
-
A particular type and level of hardware and operating system environment.
-
positive definite matrix
-
Matrix biA in which bix sup T biA bix is positive for all nonzero vectors
bix.
-
positive semidefinite matrix
-
Matrix biA in which bix sup T biA bix is nonnegative for all vectors bix.
-
predictor-corrector method
-
An efficient variant of the primal-dual interior point barrier method.
-
primal simplex algorithm
-
An algorithm for which all intermediate solutions are feasible for the
primal problem. Simplex-based primal algorithms select a variable with
a corresponding dual infeasibility and remove the infeasibility by changing
the value of that variable and others. Interior-point methods generate
a sequence of interior points by establishing a search direction at each
point and selecting the next point to lie somewhere in this direction.
The primal algorithms in EKKSSLV, EKKNSLV, EKKQSLV, and the primal-dual
methods in EKKBSLV do not maintain primal feasibility of the intermediate
solutions, but primal feasibility is gradually achieved.
-
primal problem
-
The original problem formulation for a linear or quadratic programming
problem. An LP problem may be either a minimization or maximization problem.
Convex quadratic programming problems with linear constraints must be minimization
problems and must have a positive semidefinite quadratic matrix. Standard
formulations for these problems are:
For LP: 'minimize' %% bic bix subject to: <biA bix % = % bib> labove
<bix % ge % bi0>
For QP: 'minimize' %% bic bix + 0.5 bix biQ bix subject to: <biA
bix % = % bib> labove <bix % ge % bi0>
Every primal problem has an associated dual problem. If a primal problem
is feasible and has a bounded optimal solution, the associated dual problem
has a bounded optimal solution with the same optimal value for the objective
function. The dual problems associated with the above primal problems are:
For LP: 'maximize' %% biw bib subject to: <biw biA % le % c> labove
<biw %% 'unrestricted'>
For QP: 'maximize' %% biw bib - 0.5 bix biQ bix subject to: <biw
biA % - % bix biQ bix> labove <biw %% 'unrestricted,' % <bix ge 0>>
-
principal minor
-
Any square submatrix of a square matrix M that includes the
upper left-hand element of M.
-
print unit
-
A unit used for printing output from a program. See unit.
-
probing
-
A logical technique for determining integer feasibility by setting 0-1
variables to 0 or 1 and observing all the consequences. This may show that
setting the variable one way is feasible, enabling the variable to be fixed
the other way.
-
problem variables
-
The unknown quantities of a mathematical programming model.
-
projection
-
In the interior-point barrier method for linear programming, finding the
vector p in the direction of steepest descent, which lies
in the null space of matrix A.
-
pseudocost
-
Usually applying to 0-1 variables, the estimated change in the objective
function resulting from forcing an integer variable to its upper or lower
limit (hence, up- and down-pseudocosts). Pseudocosts are used to decide
which nodes and branches to pursue first.
-
QP
-
Quadratic programming.
-
quadratic
-
Pertaining to a problem that typically has linear constraints, but the
objective function is of the form: bic sup T bix + 1 over 2 <bix sup
T> biQ bix where biQ is a positive semidefinite matrix.
-
quadratic matrix
-
In the quadratic programming problem: <'minimize' %% f(bix) = <bic
sup T> bix + 1 over 2 <bix sup T> biQ bix> subject to: <biA bix
% = % bib> labove <bix % ge % bi0> The positive semidefinite matrix
biQ, which has dimension <n times n>, is referred to as the quadratic
matrix.
-
quadratic parametric family
-
A family of quadratic programming problems with objective function of the
form: bic sup T bix + lambda bix sup T biQ bix or bic sup T bix + lambda
bid sup T bix + <1 over 2> bix sup T biQ bix where biQ is a nonnegative
semidefinite matrix and &lambda. is a nonnegative scalar. As &lambda.
varies, a family of problems is described.
-
random pricing
-
In the simplex method, a way of selecting an entering column based upon
the previous iteration's reduced costs. A random subset of the columns
is selected, and a potential entering column is selected. This is generally
more efficient early in the algorithms, since selecting the entering variable
uses a lot of computer time.
-
range vector
-
A vector of elements comprising additional constraints on the rows of a
model. Each range element consists of the distance between the existing
right-hand side and the desired additional constraints.
-
rank
-
The rank of a matrix A is equal to the maximum number of
linearly independent columns of A. It is also equal to the
maximum number of independent rows of A.
-
rank deficient
-
The m % x % n matrix A is rank deficient if the rank of A
is less than the minimum of m and n.
-
reduced cost
-
For a variable, the variation of the objective function if the variable
is relaxed by one unit (made higher if the variable is at its upper bound,
or made lower if the variable is at its lower bound), provided such relaxation
is physically or economically possible. The reduced cost of a nonbasic
variable during the optimization process indicates the value per unit of
variable activity when increasing or decreasing the activity of the variable.
A variable that is at one of its bounds in a linear programming solution
can have a nonzero reduced cost.
-
reference row entry
-
A value used in determining the optimum branch to take during branch-and-bound
processing in mixed-integer programming. An ordered set of these values
is used with special ordered sets to compute relative values and make the
branch determination.
-
relative path name
-
In the AIX and SunOS operating systems, the name of a directory or file
expressed as a sequence of directories followed by a file name, beginning
from the current directory.
-
rewind
-
To position a sequentially accessed file at the beginning of the first
record of the file.
-
RHS
-
Right-hand side.
-
right-hand side vector
-
A vector of elements comprising the constant terms of the equalities and
inequalities of the model.
-
row
-
In linear programming, the set of coefficients that expresses a linear
relationship between variables. A row is either a constraint or a neutral
row.
-
row activity
-
The current value of a constraint row.
-
scalar
-
(1) A quantity characterized by a single value. (I) (A). (2) Contrast with
vector.
-
scalar processing
-
Execution of machine instructions that operate on scalars, where a scalar
is a single data item. Contrast with vector processing.
-
scale
-
To improve the numerical and algorithmic stability of a problem by making
the matrix coefficients differ in magnitude by at most 1.
-
shell
-
In the AIX and SunOS operating systems, a program that accepts and interprets
commands for the operating system. Commonly used shells are the Bourne
Shell, the C Shell, and the Korn Shell.
-
simplex method
-
A method of solving linear programming problems by going from one basic
feasible solution of the feasible region to another until an optimal solution
is reached.
-
sink node
-
A demand node. Contrast with source node.
-
slack arc
-
A slack variable for a network problem.
-
slack variables
-
The variables implied by inequality constraints whose activities form the
difference between the row activities and the RHS value for the row.
-
SOS
-
Special ordered set.
-
SOS type 1
-
An ordered set of variables, where at most one variable may take on a nonzero
value.
-
SOS type 2
-
An ordered set of variables, where at most two variables may take on nonzero
values, and if two variables are nonzero, they must be adjacent in the
set.
-
SOS type 3
-
A set of 0-1 variables only one of which may be selected to have the value
1, the other variables in the set having the value 0.
-
SOS row
-
The row that links a set of SOS variables.
-
source node
-
A supply node. Contrast with sink node.
-
solution cell
-
See adjustable cell.
-
sparse matrix
-
A matrix composed mostly of zeros.
-
staircase problem
-
A problem with identifiable blocks in the constraint matrix that are almost
disjoint. Blocks do not share rows, and each block may share columns only
with its two neighboring blocks.
-
standard input
-
In the AIX and SunOS operating systems, the primary source of data going
into a command. Standard input (stdin) comes from the keyboard unless
input redirection or piping is used, in which case standard input can be
from a file or the output from another command.
-
standard output
-
In the AIX and SunOS operating systems, the primary destination of data
coming from a command. Standard output (stdout) goes to the display
unless output redirection or piping is used, in which case standard output
can be to a file or another command.
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stanza
-
In the AIX and SunOS operating systems, a group of lines in a file that
together have a common function. Stanzas are usually separated by blank
lines, and each stanza has a name.
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starting basis
-
A basis used at the beginning of the simplex method. A common starting
basis has all slack variables as basic, with others nonbasic.
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steepest descent method
-
A method of solving optimization problems by selecting a direction within
the feasible region to give the most rapid improvement in the objective
function. An iteration involves a step in this direction, followed by a
recalculation of the steepest descent direction.
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structural variable
-
A variable explicitly defined in the model which represent modelled decisions
and possible actions.
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subscript
-
(1) A symbol associated with the name of a set to identify a particular
subset or element. (I) (A) (2) A subscript expression or set of subscript
expressions, enclosed in parentheses and used with an array name to identify
a particular array element.
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subscript expression
-
An integer expression in a subscript whose value and position in the subscript
determine the index number for the corresponding dimension in the referenced
array.
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supernode
-
In the branch-and-bound method, a node for which all the preprocessing
techniques used in EKKMPRE, such as probing and coefficient reduction,
are used. Several variables may be fixed inside a supernode. When exiting
EKKMPRE, one or more new nodes will be formed.
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supply node
-
A node with a positive lower bound on its exogenous flow. Contrast with
demand node.
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tableau
-
Used in most linear programming textbooks for the simplex method, a table
used to represent the state of the constraints and objective function at
each iteration.
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tolerances
-
Specific values that are used to handle problems of numerical accuracy,
which arise in calculations on computers with finite real number representations.
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traceback
-
A debugging aid that shows the subroutines called in reverse order. This
gives a trail from the subroutine back to the main program.
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transshipment network
-
See network programming problem.
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transportation network
-
A network for which all nodes can be partitioned into two disjoint sets
so that every node in the first set has no incoming arcs, and each node
in the second set has no outgoing arcs.
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tuning
-
The adjustment of standard parameters and tolerances to permit faster solution
of a problem.
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type declaration
-
The explicit specification of the type of a constant, variable, array,
or function by use of an explicit type specification statement.
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unbounded
-
Pertaining to a feasible optimization problem that has no finite optimal
solution.
-
unit
-
In FORTRAN, a file or device. A unit may be a disk, a file, a printer,
or a terminal. Before you can write data to or read data from a file, the
file must be associated with--that is, connected to--a unit.
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upper bound
-
See bound.
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user exit subroutines
-
An option provided by an IBM software product that may be requested by
Calls to specified subroutines, the user exit subroutines, that are built
into Optimization Library modules to provide user contorllable interrupts
to module processing. The sample user exit subroutines that are distributed
with the library (in all but one case) simply pass contnrol directly back
to the calling program. A user may replace these stubs with new subroutines
to extensively customize execution of library modules.
-
variables
-
The unknown quantities of a mathematical programming model.
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vector
-
A one-dimensional ordered collection of scalars. Contrast with scalar.
-
Vector Facility
-
The hardware feature of IBM 3090 and ES/9000 processors that provides the
capability to perform mathematical operations on vectors.
-
vector processing
-
Execution of machine instructions that operate on vectors, where a vector
is an ordered set of scalars. Contrast with scalar processing.
-
wildcard
-
A character used in pattern matching that represents the occurrence of
zero or more characters.
-
work area
-
A storage area provided by the application program for the use of a subroutine.
Throughout this book, the work area is referred to as dspace.
-
working directory
-
See current directory.
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0-1 variables
-
Those integer variables that may only take the values zero or one.