arXiv subjects

Nikolai Krivulin

Publications and source records attributed to Nikolai Krivulin.

At least 37 records · Page 2Linked to original sources

arXiv2017

Methods of tropical optimization in rating alternatives based on pairwise comparisons

We apply methods of tropical optimization to handle problems of rating alternatives on the basis of the log-Chebyshev approximation of pairwise comparison matrices. We derive a direct solution in a closed form, and investigate the obtained solution when it is not unique. Provided the approximation problem yields a set of score vectors, rather than a unique (up to a constant factor) one, we find those vectors in the set, which least and most differentiate between the alternatives with the highest and lowest scores, and thus can be representative of the entire solution.

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arXiv2017

Algebraic solution of tropical optimization problems via matrix sparsification with application to scheduling

Optimization problems are considered in the framework of tropical algebra to minimize and maximize a nonlinear objective function defined on vectors over an idempotent semifield, and calculated using multiplicative conjugate transposition. To find the minimum of the function, we first obtain a partial solution, which explicitly represents a subset of solution vectors. We characterize all solutions by a system of simultaneous equation and inequality, and show that the solution set is closed under vector addition and scalar multiplication. A matrix sparsification technique is proposed to extend the partial solution, and then to obtain a complete solution described as a family of subsets. We offer a backtracking procedure that generates all members of the family, and derive an explicit representation for the complete solution. As another result, we deduce a complete solution of the maximization problem, given in a compact vector form by the use of sparsified matrices. The results obtained are illustrated with illuminating examples and graphical representations. We apply the results to solve real-world problems drawn from project (machine) scheduling, and give numerical examples.

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arXiv2016

Tropical optimization problems with application to project scheduling with minimum makespan

We consider multidimensional optimization problems in the framework of tropical mathematics. The problems are formulated to minimize a nonlinear objective function that is defined on vectors over an idempotent semifield and calculated by means of multiplicative conjugate transposition. We start with an unconstrained problem and offer two complete direct solutions to demonstrate different practicable argumentation schemes. The first solution consists of the derivation of a sharp lower bound for the objective function and the solving of an equation to find all vectors that yield the bound. The second is based on extremal properties of the spectral radius of matrices and involves the evaluation of this radius for a certain matrix. This solution is then extended to problems with boundary constraints that specify the feasible solution set by a double inequality, and with a linear inequality constraint given by a matrix. To illustrate one application of the results obtained, we solve problems in project scheduling under the minimum makespan criterion subject to various precedence constraints on the time of initiation and completion of activities in the project. Simple numerical examples are given to show the computational technique used for solutions.

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arXiv2015

Rating alternatives from pairwise comparisons by solving tropical optimization problems

We consider problems of rating alternatives based on their pairwise comparison under various assumptions, including constraints on the final scores of alternatives. The problems are formulated in the framework of tropical mathematics to approximate pairwise comparison matrices by reciprocal matrices of unit rank, and written in a common form for both multiplicative and additive comparison scales. To solve the unconstrained and constrained approximation problems, we apply recent results in tropical optimization, which provide new complete direct solutions given in a compact vector form. These solutions extend known results and involve less computational effort. As an illustration, numerical examples of rating alternatives are presented.

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arXiv2014

Tropical optimization problems

We consider optimization problems that are formulated and solved in the framework of tropical mathematics. The problems consist in minimizing or maximizing functionals defined on vectors of finite-dimensional semimodules over idempotent semifields, and may involve constraints in the form of linear equations and inequalities. The objective function can be either a linear function or nonlinear function calculated by means of multiplicative conjugate transposition of vectors. We start with an overview of known tropical optimization problems and solution methods. Then, we formulate certain new problems and present direct solutions to the problems in a closed compact vector form suitable for further analysis and applications. For many problems, the results obtained are complete solutions.

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arXiv2014

Complete solution of a constrained tropical optimization problem with application to location analysis

We present a multidimensional optimization problem that is formulated and solved in the tropical mathematics setting. The problem consists of minimizing a nonlinear objective function defined on vectors over an idempotent semifield by means of a conjugate transposition operator, subject to constraints in the form of linear vector inequalities. A complete direct solution to the problem under fairly general assumptions is given in a compact vector form suitable for both further analysis and practical implementation. We apply the result to solve a multidimensional minimax single facility location problem with Chebyshev distance and with inequality constraints imposed on the feasible location area.

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arXiv2014

Extremal properties of tropical eigenvalues and solutions to tropical optimization problems

An unconstrained optimization problem is formulated in terms of tropical mathematics to minimize a functional that is defined on a vector set by a matrix and calculated through multiplicative conjugate transposition. For some particular cases, the minimum in the problem is known to be equal to the tropical spectral radius of the matrix. We examine the problem in the common setting of a general idempotent semifield. A complete direct solution in a compact vector form is obtained to this problem under fairly general conditions. The result is extended to solve new tropical optimization problems with more general objective functions and inequality constraints. Applications to real-world problems that arise in project scheduling are presented. To illustrate the results obtained, numerical examples are also provided.

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arXiv2013

Explicit solution of a tropical optimization problem with application to project scheduling

A new multidimensional optimization problem is considered in the tropical mathematics setting. The problem is to minimize a nonlinear function defined on a finite-dimensional semimodule over an idempotent semifield and given by a conjugate transposition operator. A special case of the problem, which arises in just-in-time scheduling, serves as a motivation for the study. To solve the general problem, we derive a sharp lower bound for the objective function and then find vectors that yield the bound. Under general conditions, an explicit solution is obtained in a compact vector form. This result is applied to provide new solutions for scheduling problems under consideration. To illustrate, numerical examples are also presented.

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arXiv2013

Direct solutions to tropical optimization problems with nonlinear objective functions and boundary constraints

We examine two multidimensional optimization problems that are formulated in terms of tropical mathematics. The problems are to minimize nonlinear objective functions, which are defined through the multiplicative conjugate vector transposition on vectors of a finite-dimensional semimodule over an idempotent semifield, and subject to boundary constraints. The solution approach is implemented, which involves the derivation of the sharp bounds on the objective functions, followed by determination of vectors that yield the bound. Based on the approach, direct solutions to the problems are obtained in a compact vector form. To illustrate, we apply the results to solving constrained Chebyshev approximation and location problems, and give numerical examples.

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arXiv2013

A multidimensional tropical optimization problem with nonlinear objective function and linear constraints

We examine a multidimensional optimisation problem in the tropical mathematics setting. The problem involves the minimisation of a nonlinear function defined on a finite-dimensional semimodule over an idempotent semifield subject to linear inequality constraints. We start with an overview of known tropical optimisation problems with linear and nonlinear objective functions. A short introduction to tropical algebra is provided to offer a formal framework for solving the problem under study. As a preliminary result, a solution to a linear inequality with an arbitrary matrix is presented. We describe an example optimisation problem drawn from project scheduling and then offer a general representation of the problem. To solve the problem, we introduce an additional variable and reduce the problem to the solving of a linear inequality, in which the variable plays the role of a parameter. A necessary and sufficient condition for the inequality to hold is used to evaluate the parameter, whereas the solution to the inequality is considered a solution to the problem. Based on this approach, a complete direct solution in a compact vector form is derived for the optimisation problem under fairly general conditions. Numerical and graphical examples for two-dimensional problems are given to illustrate the obtained results.

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arXiv2013

A constrained tropical optimization problem: complete solution and application example

The paper focuses on a multidimensional optimization problem, which is formulated in terms of tropical mathematics and consists in minimizing a nonlinear objective function subject to linear inequality constraints. To solve the problem, we follow an approach based on the introduction of an additional unknown variable to reduce the problem to solving linear inequalities, where the variable plays the role of a parameter. A necessary and sufficient condition for the inequalities to hold is used to evaluate the parameter, whereas the general solution of the inequalities is taken as a solution of the original problem. Under fairly general assumptions, a complete direct solution to the problem is obtained in a compact vector form. The result is applied to solve a problem in project scheduling when an optimal schedule is given by minimizing the flow time of activities in a project under various activity precedence constraints. As an illustration, a numerical example of optimal scheduling is also presented.

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arXiv2013

Solution of linear equations and inequalities in idempotent vector spaces

Linear vector equations and inequalities are considered defined in terms of idempotent mathematics. To solve the equations, we apply an approach that is based on the analysis of distances between vectors in idempotent vector spaces. The approach reduces the solution of the equation to that of an optimization problem in the idempotent algebra setting. Based on the approach, existence and uniqueness conditions are established for the solution of equations, and a general solution to both linear equations and inequalities are given. Finally, a problem of simultaneous solution of equations and inequalities is also considered.

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arXiv2013

A maximization problem in tropical mathematics: a complete solution and application examples

A multidimensional optimization problem is formulated in the tropical mathematics setting as to maximize a nonlinear objective function, which is defined through a multiplicative conjugate transposition operator on vectors in a finite-dimensional semimodule over a general idempotent semifield. The study is motivated by problems drawn from project scheduling, where the deviation between initiation or completion times of activities in a project is to be maximized subject to various precedence constraints among the activities. To solve the unconstrained problem, we first establish an upper bound for the objective function, and then solve a system of vector equations to find all vectors that yield the bound. As a corollary, an extension of the solution to handle constrained problems is discussed. The results obtained are applied to give complete direct solutions to the motivating problems from project scheduling. Numerical examples of the development of optimal schedules are also presented.

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arXiv2012

A tropical extremal problem with nonlinear objective function and linear inequality constraints

We consider a multidimensional extremal problem formulated in terms of tropical mathematics. The problem is to minimize a nonlinear objective function, which is defined on a finite-dimensional semimodule over an idempotent semifield, subject to linear inequality constraints. An efficient solution approach is developed which reduces the problem to that of solving a linear inequality with an extended set of unknown variables. We use the approach to obtain a complete solution to the problem in a closed form under quite general assumptions. To illustrate the obtained results, a two-dimensional problem is examined and its numerical solution is given.

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arXiv2012

A solution of a tropical linear vector equation

A linear vector equation is considered defined in terms of idempotent mathematics. To solve the equation, we apply an approach that is based on the analysis of distances between vectors in idempotent vector spaces and reduces the solution of the equation to that of a tropical optimization problem. Based on the approach, existence and uniqueness conditions are established for the solution, and a general solution to the equation is given.

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arXiv2012

Evaluation of the Lyapunov exponent for generalized linear second-order exponential systems

We consider generalized linear stochastic dynamical systems with second-order state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of new results on evaluation of asymptotic growth rate of the system state vector, which is called the Lyapunov exponent of the system.

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arXiv2012

Algebraic solutions to multidimensional minimax location problems with Chebyshev distance

Multidimensional minimax single facility location problems with Chebyshev distance are examined within the framework of idempotent algebra. A new algebraic solution based on an extremal property of the eigenvalues of irreducible matrices is given. The solution reduces both unconstrained and constrained location problems to evaluation of the eigenvalue and eigenvectors of an appropriate matrix.

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arXiv2012

Algebraic solution to a constrained rectilinear minimax location problem on the plane

We consider a constrained minimax single facility location problem on the plane with rectilinear distance. The feasible set of location points is restricted to rectangles with sides oriented at a 45 degrees angle to the axes of Cartesian coordinates. To solve the problem, an algebraic approach based on an extremal property of eigenvalues of irreducible matrices in idempotent algebra is applied. A new algebraic solution is given that reduces the problem to finding eigenvalues and eigenvectors of appropriately defined matrices.

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