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Non-Linear Programming Solvers for Decision Analysis

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Operations Research Proceedings 2003

Part of the book series: Operations Research Proceedings ((ORP,volume 2003))

Abstract

Several methods have been developed over a number of years for solving decision problems when vague and numerically imprecise information prevails. However, the DELTA method and similar methods give rise to particular bilinear programming problems that are time consuming to solve in a real-time environment. This paper presents a set of benchmark tests for non-linear programming solvers for solving this special type of problems. With two existing linear programming based algorithms, it also investigates the performance of linear programming solvers for special decision situations in decision analysis systems.

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Author information

Authors and Affiliations

  1. Department of Information Technology and Media, Mid-Sweden University, 851 70, Sundsvall, Sweden

    **aosong Ding

  2. Department of Informatics/ESI, Örebro University, 701 82, Örebro, Sweden

    Mats Danielson

  3. Department of Computer and Systems Sciences, Stockholm University and Royal Institute of Technology, Forum 100, Kista, 164 40, Stockholm, Sweden

    Love Ekenberg

Authors
  1. **aosong Ding
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  2. Mats Danielson
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  3. Love Ekenberg
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Editor information

Editors and Affiliations

  1. Institut für Informatik, Universität Heidelberg, Im Neuenheimer Feld 368, 69120, Heidelberg, Germany

    Dino Ahr , Marcus Oswald  & Gerhard Reinelt ,  & 

  2. Alfred-Weber-Institut, Universität Heidelberg, Grabengasse 14, 69117, Heidelberg, Germany

    Roland Fahrion

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© 2004 Springer-Verlag Berlin Heidelberg

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Ding, X., Danielson, M., Ekenberg, L. (2004). Non-Linear Programming Solvers for Decision Analysis. In: Ahr, D., Fahrion, R., Oswald, M., Reinelt, G. (eds) Operations Research Proceedings 2003. Operations Research Proceedings, vol 2003. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-17022-5_61

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  • DOI: https://doi.org/10.1007/978-3-642-17022-5_61

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-21445-8

  • Online ISBN: 978-3-642-17022-5

  • eBook Packages: Springer Book Archive

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