Accession Number : ADA576179


Title :   Optimization and Persistence


Descriptive Note : Journal article


Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA DEPT OF OPERATIONS RESEARCH


Personal Author(s) : Brown, Gerald G ; Dell, Robert F ; Wood, R K


Full Text : http://www.dtic.mil/get-tr-doc/pdf?AD=ADA576179


Report Date : Sep 1997


Pagination or Media Count : 25


Abstract : Most optimization-based decision support systems are used repeatedly with only modest changes to input data from scenario to scenario. Unfortunately, optimization (mathematical programming) has a well-deserved reputation for amplifying small input changes into drastically different solutions. A previously optimal solution, or a slight variation of one, may still be nearly optimal in a new scenario and managerially preferable to a dramatically different solution that is mathematically optimal. Mathematical programming models can be stated and solved so that they exhibit varying degrees of persistence with respect to previous values of variables, constraints, or even exogenous considerations. We use case studies to highlight how modeling with persistence has improved managerial acceptance and describe how to incorporate persistence as an intrinsic feature of any optimization model.


Descriptors :   *DECISION SUPPORT SYSTEMS , *OPTIMIZATION , CASE STUDIES , MATHEMATICAL PROGRAMMING , SCENARIOS , STRATEGIC ANALYSIS , SUBMARINES


Subject Categories : Operations Research
      Computer Programming and Software


Distribution Statement : APPROVED FOR PUBLIC RELEASE