Sains Ma1aysiana 25(2): 79-85 (1996)                                                                                 Pengajian Kuantititif/

                                                                                                                                                      Quantitative Studies

 

Solution of Capital Investment Problems Via

Branch and Bounds Method

 

 

Zainodin bin Haji Jubok

Fakulti Sains Matematik

Universiti Kebangsaan Malaysia

43600 UKM Bangi Selangor D.E. Malaysia

 

 

ABSTRACT

 

In this paper a class of capital investment problem is considered within the context of mathematical programming. The usual and commonly used approach is presented upon the basis of the next present value criterion, and a branch and bound method is discussed for a model under extended assumptions.

 

ABSTRAK

 

Dalam kertas ini satu kelas masalah pelaburan kapital difikirkan di dalam konteks pengaturcaraan matematik. Pendekatan biasa dan selalu digunakan, dikemukakan berasaskan kriterium Nilai Semasa Berikut dan satu kaedah bercabang dan terbatas dibincangkan untuk satu model di bawah anggapan yang diperluaskan.

 

RUJUKAN/REFERENCES

 

Dantzig, G.B. 1957. Discrete-variable extremism problems. Operational Research 5: 266-277.

Dantzig, G.B. & Van Slyke, R.M. 1967. Generalized Upper Bounded Techniques for Linear Programming. Journal of Computer and System Science 1: 213-226.

Greenberg, H. & Hegerich, R.L. 1970. A branch search algorithm for the knapsack problem. Management Science 16: 327-332.

Kolesar, P. 1967. A branch and bound algorithm for the knapsack problem. Management Science 13: 723-735.     

Ochoa-Rosso, F. 1968. Applications of Discrete Optimization Techniques to Capital Investment and Network Synthesis Problems. Sc. D. Dissertation, Department of Civil Engineering, Massachusetts Institute of Technology, Boston, Massachusetts.   

Taha, H.A. 1971. On the solution of zero-one linear programs by ranking the extreme points. Technical Report No. 71-2, Department of Industrial Engineering, University of Arkansas, Fayetteville.

Taha, H.A. 1975. Interger Programming: Theory, Applications and Computations. New York: Academic Press.

Wargner, H.M. 1985. Principles of Operations Research: with applications to Managerial Decisions. New Delhi: Prentice Hall of India.

 

 

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