×

Discovering inequality conditions in the analytic solution of optimization problems. (English) Zbl 0674.90085

Summary: Necessary and sufficient conditions for the problem of maximizing or minimizing a function subject to inequality constraints are given by a set of equalities and inequalities known as the Kuhn-Tucker conditions. These conditions can provide an analytic solution to the optimization problem if the artificial variables known as Lagrange multipliers can be eliminated. However, this is tedious to do by hand. This paper develops a computer program to assist in the solution process which combines symbolic computation and automated reasoning techniques. The program may also be useful for other problems involving algebraic reasoning with inequalities which employ general functions or symbolic parameters.

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
68T20 Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.)

Software:

Maple
Full Text: DOI

References:

[1] M. Avriel, W. E. Diewert, S. Schaible, and I. Zang, Generalized Concavity. Plenum Press, New York, 1988.
[2] William J., Baumol, Economic Theory and Operations Analysis. Prentice-Hall, Englewood Cliffs, N.J., 1977.
[3] Robert E. Beam and Stanley N. Laiken, Introduction to Federal Income Taxation in Canada. CCH Canadian, 1987.
[4] A. Bundy and B. Welham, ?Using meta-level inference for selective application of multiple rule sets in algebraic manipulation?, Artificial Intelligence 16, 1981. · Zbl 0438.68041
[5] Bruce W. Char, Gregory J. Fee, Keith O. Geddes, Gaston H. Gonnet, and Michael B. Monagan, ?A tutorial introduction to Maple?, Journal of Symbolic Computation 2(2), 179-200, 1986. · doi:10.1016/S0747-7171(86)80021-9
[6] B. W. Char, K. O. Geddes, G. H. Gonnet, and S. M. Watt, Maple User’s Guide. Watcom Publications, Waterloo, Ontario, 1985.
[7] D. G. Luenberger, Introduction to Linear and Nonlinear Programming. Addison-Wesley, 1984. · Zbl 0571.90051
[8] A. Macnaughton, ?Minimizing tax on capital gains on principal residences: a mathematical approach?, 1986. Paper presented at the annual meeting of the Canadian Academic Accounting Association.
[9] P. Strooper, B. W. Char, and A. Macnaughton, A Theorem Prover for Inequalities to Discover Conditions on the Analytical Solution of Optimization Problems, CS-87-18, Technical Report, University of Waterloo, Computer Science Department, 1987.
[10] M. H. van Emden and R. G. Goebel, Waterloo UNIX Prolog User’s Manual version 2.0. Waterloo, Ontario, Canada, 1985.
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.