Inexact Linear Programming with Generalized Technological Matrix Sets

Article Abstract:

An inexact linear programming problem having a matrix of technological coefficients occurring in a certain closed convex subset is analyzed. It is demonstrated that the region of feasibility of an underlying problem can be pared down through projection transformations yielding a certain set of contraints. A convex auxiliary program is then found which can be exact, but probably will not be linear. Both polyhedral and ellipsoidal coefficients of the matrix sets are exemplified. This research applies to situations where an optimal production plan needs to be developed, given various energy generation prices. A compact expression for the decomposition of the feasible region is featured. Lemmas, proofs and corollaries are included, as is a table of extreme points.

Management science, Analysis, Innovations, Matrix groups, Operations Research

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A modified standard embedding with jumps in nonlinear optimization

Article Abstract:

A method called modified standard embedding for solving a nonlinear optimization problem is presented. The new technique is developed using the concepts of pathfollowing methods and feasible descent direction method.

Mexico, Methods, Usage, Nonlinear theories, Nonlinear programming

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Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management

Article Abstract:

Daily aggregate turns of the Istanbul Stock Exchange are investigated and found to display significant linear and nonlinear dependence. The consequences for financial risk management are assessed.

Research, Risk management, Turkey, Macroeconomics

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