Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.544768
Title: On the solution of a class of capital investment problems
Author: Gamboa-Medina, Arcadio M.
Awarding Body: University of Aston in Birmingham
Current Institution: Aston University
Date of Award: 1978
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Abstract:
In this work the solution of a class of capital investment problems is considered wi thin the framel'/ork of mathematical programming. Upon the basis of the net present value criterion, the problems in question are mainly characterized by the fact that the cost of capital is defined as a non-decreasing function of the investment requirements. Capital rationing and some cases of technological dependence are also included, this approach leading to zero-one non-linear programming problems, for which specifically designed solution procedures supported by a general branch and bound development are presented. In the context of both this development and the relevant mathematical properties of the previously mentioned zero-one programs, a generalized zero-one model is also discussed. FinallY,avariant of the scheme, connected with the search sequencing of optimal solutions, is presented as an alternative in which reduced storage limitations are encountered.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.544768  DOI: Not available
Keywords: Mathematics
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