Accession Number : ADA297052

Title :   Evaluating End Effects for Linear and Integer Programs using Infinite-Horizon Linear Programming.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s) : Walker, Steven C.

PDF Url : ADA297052

Report Date : MAR 1995

Pagination or Media Count : 226

Abstract : This dissertation considers optimization problems in which similar decisions need to be made repeatedly over many successive periods. These problems have wide applications including manpower planning, scheduling, production planning and control, capacity expansion, and equipment replacement/modemization. In reality these decision problems usually extend over an indeterminate horizon, but it is common practice to model them using a finite horizon. Unfortunately, an artificial finite horizon may adversely influence optimal decisions, a difficulty commonly referred to as the end effects problem. Past research into end effects has focused on theoretical issues associated with solving (or approximately solving) infinite-horizon extensions of finite-horizon problems. This dissertation derives equivalent finite-horizon formulations for a small class of infinite-horizon problem structures. For a larger class of problems, it also develops finite-horizon approximations which bound the infinite- horizon optimal solution, thereby quantifying the influence of end effects. For linear programs, extensions of these approximations quantify the end effects of fixed initial period decisions over a functional range of future infinite-horizon conditions. (KAR) P. 2

Descriptors :   *OPTIMIZATION, *LINEAR PROGRAMMING, *INTEGER PROGRAMMING, *ARMY PLANNING, MANAGEMENT PLANNING AND CONTROL, DECISION MAKING, PRODUCTION, MODELS, CAPACITY(QUANTITY), MANPOWER UTILIZATION, PROBLEM SOLVING, SOLUTIONS(GENERAL), SCHEDULING, EXPANSION, HORIZON, HORIZONTAL INDICATORS.

Subject Categories : Administration and Management
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE