Copyright (c) 2019 - 2020 Joseph George Caldwell. All rights reserved. Permission granted to download and use for noncommercial use.
This computer-program model determines solutions to
resource-constrained optimization problems, using the method of Hugh Everett's
Generalized Lagrange Multipliers (GLM). The program solves both one-sided
statistical decision problems and two-sided problems (mathematical games).
The GLM methodology is very powerful optimization method, applicable to
ill-conditioned ones involving objective (payoff) functions that are nonlinear,
nonconvex, or discontinuous. It is useful for
solving problems in which the payoff function is a sum over a large number of
units, such as military targets or electoral districts.
To run the program, the user specifies a computer project folder and a data file
(in that folder) that contains a list of the units and available data on
variables that affect the unit's response to a resource allocation. The program
then determines the allocation of resources to each
unit so as to maximize the total payoff, subject to the resource constraints.
The optimal allocation is recorded in an output file that lists each unit along
with its resource allocation and the corresponding payoff. The total payoff is
displayed on the computer monitor.
The program is currently configured to analyze election strategies.
To use this program, download ("SaveLinkAs...") the following files to any folder on your computer (such as "Temp1"), and execute (open) the first one: Optima.exe TargetSet1.txt SimOutput.txt 1pixel.png . (Note: Your computer's antivirus system will probably flag this .exe program as a security risk. It is virus-free, and safe to run.)
