Accession Number : AD0674392

Title :   THE DISCRETE MAXIMUM PRINCIPLE WITH APPLICATIONS TO MANAGEMENT SCIENCE.

Descriptive Note : Research rept.,

Corporate Author : CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP

Personal Author(s) : Kleindorfer,G. B. ; Kleindorfer,P. R. ; Thompson,G. L.

Report Date : JUL 1968

Pagination or Media Count : 29

Abstract : A general version of the discrete control system is formulated which includes difference inequalities and the possibility of inequality as well as equality state space constraints. The authors apply the well-known Kuhn-Tucker theorem to derive necessary conditions that the primal and adjoint functions must satisfy in order that they be a solution to the optimum control problem. These necessary conditions are valid only if the constraint qualification holds. One of the necessary conditions is the Pontryagin maximum principle. A special version of the general problem is stated, and applied to a separable non-linear programming problem. Finally, production control examples are solved by means of the theory. (Author)

Descriptors :   (*MANAGEMENT PLANNING AND CONTROL, PROBLEM SOLVING), PRODUCTION CONTROL, SCHEDULING, INVENTORY CONTROL, NONLINEAR PROGRAMMING, NONLINEAR SYSTEMS, OPTIMIZATION, SET THEORY, CONTROL, THEOREMS

Subject Categories : Administration and Management
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE