00481 maaff74c5d41ebc0364d42700e37193

487

An Algorithm and a Graphical Approach for Short Run Processes

else A:=((cO+c 1 *n)*f+c5)/T*(F0/(Lambda-mu)*(mu/Lambda*(el-1 )-Lambda/mu*(em-1))+(1 -F0)/mu*(l-em)); if mu<1.0e-15 then B:=infinity

else B:=f0*c2*( 1 /Mu+1 /(Lambda-Mu)*(el-Lambda*em/Mu))+( 1 -f0)*c2*( 1 -em)/mu; C:=-fO*c3*Alpha*f*(el-l)/(T* Lambda);

D:=c4*(l-em)+fO*c4*mu/(Lambda-Mu)*(el-em);

if mu<1.0e-15 then COSTXBAR:=infinity else COSTXBAR:=A+B+C+D; end;

Begin {Main-Fu}

T:=X[l];f:=X[2]Jt:=X[3];n:=X[4];Power:=PNORM(Delta*Sqrt(n)-k);

Alpha:=2.0*PNORM(-k);Fu:=COSTXBAR(n,k,f,T);

bar:=-l/(x[2]-UB[2])-l/(-x[2]+LB[21)-l/(x[3J-UB[3])-l/(-x[3J+LB[3]);

pen:=MAX(0,POWLB-POWER)+MAX(0,ALPHA-ALPHAUB)+MAX(0,CC-X[2]*POWER)+MAX(0,X[4]*X[2]-X[ 1 ]*PP);

Fun:=Fu+pen*Ck+bar/Ck;

end;

Procedurę Gra(x:NXl); var irinteger, fl42:extended; begin

for i:=2 to n do begin

x[i]:=x[i]+deltader,fl:=fiin(x);x[ij:=x[i]-2*deltader,f2:=fiin(x);

grad[i]:=(fl-f2y(2*deltader);x[i]:=x(i]+deltader,

end;

end;

FUNCTION NORM(G:NX 1): EXTENDED;

VAR 1:INTEGER;S:EXTENDED;

BEGIN

S:=0.0;

FOR I:=2 TO N DO S:=S+SQR(G[I]);IF ABS(S)<NEIGHBORHOOD THEN S:=0.0; NORM:=SQRT(S);

END;

FUNCTION GOLDSTEIN_ARMIJO(FN:EXTENDED^CG,D:NXl):EXTENDED;

CONST

EPSILON=0.0001 ;beta=0.5;inf= I e20;max_it= 10;

VAR

count,I:INTEGER;

DONE:BOOLEAN;

G ANT,XK 1 :NX 1;

normd,SU,C,FXK 1, ALPH A, ALPH ALOW, ALPH AUP: EXTENDED;

FUNCTION REFINE(TC,TLOW,TUP:EXTENDED):EXTENDED;

VAR LINTEGER;

S,TM,DELTA, FU,FL:EXTENDED;

XLO W,XUP,G ANTe:NX 1;

BEGIN

DELTA:=TUP-TLO W;

FOR I:=2 TO N DO BEGIN