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  • Articles  (42)
  • Articles: DFG German National Licenses  (42)
  • Stability  (27)
  • nonlinear programming  (15)
  • 2010-2014
  • 1980-1984  (42)
  • 1950-1954
  • Mathematics  (42)
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  • 1
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    Mathematical programming 23 (1982), S. 181-192 
    ISSN: 1436-4646
    Keywords: Linear Complementarity Problem ; Stability ; Classes of Matrices
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract It has been shown previously that the Linear Complementarity Problem is stable when the defining matrix is positive semidefinite and when (locally) the set of solutions is nonempty and bounded. We enlarge the class of matrices for which this is true and also demonstrate how the boundedness condition leads to other stability type questions.
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  • 2
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    Applied mathematics & optimization 6 (1980), S. 335-360 
    ISSN: 1432-0606
    Keywords: nonlinear programming ; multiplier methods ; penalty methods ; global convergence ; penalty limitation
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    Topics: Mathematics
    Notes: Abstract This paper deals with penalty function and multiplier methods for the solution of constrained nonconvex nonlinear programming problems. Starting from an idea introduced several years ago by Polak, we develop a class of implementable methods which, under suitable assumptions, produce a sequence of points converging to a strong local minimum for the problem, regardless of the location of the initial guess. In addition, for sequential minimization type multiplier methods, we make use of a rate of convergence result due to Bertsekas and Polyak, to develop a test for limiting the growth of the penalty parameter and thereby prevent ill-conditioning in the resulting sequence of unconstrained optimization problems.
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  • 3
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    Journal of mathematical biology 16 (1982), S. 49-55 
    ISSN: 1432-1416
    Keywords: Stability ; Diffusion ; Parabolic equations
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    Topics: Biology , Mathematics
    Notes: Abstract Models for a single species that inhabits an environment that is spatially varying are presented. Simple necessary and sufficient conditions for stability, which are independent of the exact details of the dispersal process, are developed in the case of large diffusion rates. The results highlight the important stabilizing nature of diffusion in a spatially varying environment.
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  • 4
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    Journal of mathematical biology 9 (1980), S. 65-83 
    ISSN: 1432-1416
    Keywords: Nonnegative equilibria ; Stability ; Decompositions ; Sub-communities ; Structural perturbations ; Connective stability
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    Topics: Biology , Mathematics
    Notes: Summary The major objective of this paper is to propose a new decomposition-aggregation framework for stability analysis of Lotka-Volterra equations employing the concept of vector Liapunov functions. Both the disjoint and the overlapping decompositions are introduced to increase flexibility in constructing Liapunov functions for the overall system. Our second objective is to consider the Lotka-Volterra equations under structural perturbations, and derive conditions under which a positive equilibrium is connectively stable. Both objectives of this paper are directed towards a better understanding of the intricate interplay between stability and complexity in the context of robustness of model ecosystems represented by Lotka-Volterra equations. Only stability of equilibria in models with constant parameters is considered here. Nonequilibrium analysis of models with nonlinear time-varying parameters is the subject of a companion paper.
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  • 5
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    Journal of mathematical biology 11 (1981), S. 65-84 
    ISSN: 1432-1416
    Keywords: Population dynamics ; Age-dependent models ; Equilibrium solutions ; Stability ; Evolution equations
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    Topics: Biology , Mathematics
    Notes: Summary A mathematical model describing the dynamics of a population consisting of several species is studied. The interactions in the population are assumed to be age-specific. Using an evolution equation approach, sufficient conditions for well-posedness in L 1 of the dynamics and for existence as well as for stability of equilibrium solutions are given.
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  • 6
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    Journal of mathematical biology 11 (1981), S. 95-103 
    ISSN: 1432-1416
    Keywords: Epidemiology ; SIRS ; Deterministic models ; Distributed delays ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract A detailed analysis of a general class of SIRS epidemic models is given. Sufficient conditions are derived which guarantee the global stability of the endemic equilibrium solution. Further conditions are found which ensure instability for the equilibrium. Finally, the dependence of the stability on the contact number and the ratio of the mean length of infection to the mean removed time is considered.
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  • 7
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    Journal of mathematical biology 14 (1982), S. 71-75 
    ISSN: 1432-1416
    Keywords: Epidemiology ; Two host models ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract An epidemic model is derived for a two host infectious disease. It is shown that if a non-trivial equilibrium solution exists, it is globally stable. This result is also proved for a similar one host model.
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  • 8
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    Journal of mathematical biology 16 (1982), S. 33-48 
    ISSN: 1432-1416
    Keywords: Sterile insect release ; Predation ; Stability ; Limit cycles ; Optimal control
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    Topics: Biology , Mathematics
    Notes: Abstract A model for the sterile insect release method of pest control in which the target species is under predatory or parasitic regulation is analyzed. The equations are nondimensionalized and the rescaled parameters are interpreted. There are four types of equilibria, whose existence and stability depend on which of ten regions of parameter space contain the rescaled parameters, and in turn give minimal release rates to achieve eradication of the pest. In at least one region, Hopf bifurcation theory shows the existence of limit cycles, but they are found to be unstable. In addition, the optimal release rate to minimize a total cost functional for pest control by the sterile release method is studied. Both approaches show that when predation accounts for a large fraction of the natural deaths, the necessary release rate and total cost are higher than for weak predation. If the predators are removed without being replaced by any other source of mortality, the cost rises in all cases but rises much more dramatically for cases with strong predation. A definite danger of the sterile release method when some predatory control exists is that the predators are frequently driven extinct before the prey, so that the target species could explode to much higher levels and be more difficult to eradicate again after the sterile release is terminated.
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  • 9
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    Journal of mathematical biology 17 (1983), S. 289-304 
    ISSN: 1432-1416
    Keywords: Endemicity ; Epidemics ; Genetics ; Deterministic models ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract A discrete time genetics model is developed for populations that are undergoing selection due to infectious disease. It is assumed that the generation time of the host and infectious agent are non-synchronous and that only the host population is evolving. Two classes of epidemic processes are considered. The first class is for infectious agents that confer immunity following infection, while the second class is for those that do not confer immunity. The necessary and sufficient conditions are found in order for the disease to persist in a stable polymorphic host population. These conditions are shown to depend on the density of susceptibles, the selection coefficients, and the severity and class of the disease process.
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  • 10
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    Journal of mathematical biology 11 (1981), S. 1-14 
    ISSN: 1432-1416
    Keywords: Ecological modelling ; Predator-prey systems ; Ordinary non-linear differential equations ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract We examine the qualitative effects of constant-rate stocking of either or both species in a predator-prey system. The hypotheses are made as mild as possible so that several types of systems with different qualitative alternatives may be studied.
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  • 11
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    Journal of mathematical biology 12 (1982), S. 101-114 
    ISSN: 1432-1416
    Keywords: Predator-prey systems ; Harvesting ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract The global behaviour of a class of predator-prey systems, modelled by a pair of non-linear ordinary differential equations, under constant rate harvesting and/or stocking of both species, is presented. Theoretically possible structures and transitions are developed and validated by computer simulations. The results are presented as transition loci in the F-G (prey harvest rate-predator harvest rate) plane.
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  • 12
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    Journal of mathematical biology 14 (1982), S. 231-250 
    ISSN: 1432-1416
    Keywords: Predator-prey ; Age structure ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract A general predator-prey model is considered in which the predator population is assumed to have an age structure which significantly affects its fecundity. The model equations are derived from the general McKendrick equations for age structured populations. The existence, stability and destabilization of equilibria are studied as they depend on the prey's natural carrying capacity and the maturation periodm of the predator. The main result of the paper is that for a broad class of maturation functions positive equilibria are either unstable for smallm or are destabilized asm decreases to zero. This is in contrast to the usual rule of thumb that increasing (not decreasing) delays in growth rate responses cause instabilities.
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  • 13
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    Journal of mathematical biology 15 (1982), S. 37-50 
    ISSN: 1432-1416
    Keywords: Reaction-diffusion system ; Stationary solution ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract We consider a spatial population growth process which is described by a reaction-diffusion equation c(x)u t = (a 2(x)u x ) x +f(u), c(x) 〉0, a(x) 〉 0, defined on an interval [0, 1] of the spatial variable x. First we study the stability of nonconstant stationary solutions of this equation under Neumann boundary conditions. It is shown that any nonconstant stationary solution (if it exists) is unstable if a xx⩽0 for all xε[0, 1], and conversely ifa xx〉0 for some xε[0, 1], there exists a stable nonconstant stationary solution. Next we study the stability of stationary solutions under Dirichlet boundary conditions. We consider two types of stationary solutions, i.e., a solution u 0(x) which satisfies u 0 x≠0 for all xε[0, 1] (type I) and a solution u 0(x) which satisfies u 0x = 0 at two or more points in [0, 1] (type II). It is shown that any stationary solution of type I [type II] is stable [unstable] if a xx ⩾0 [a xx ⩽0] for all xε[0, 1]. Conversely, there exists an unstable [a stable] stationary solution of type I [type II] if a xx 〈0 [a xx 〉0] for some xε[0, 1].
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  • 14
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    Journal of mathematical biology 15 (1982), S. 239-247 
    ISSN: 1432-1416
    Keywords: Predator-prey model ; Behavioral adaptation ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract The Volterra-Lotka predator-prey equations are modified so that the predator's ability to utilize the prey varies in proportion to the average number of encounters between the two species in the past. The behavior of this adaptive system is then described in terms of three parameters — the carrying capacity of the prey, the relative death rate of the predator, and the predator's memoryspan. The most stable situation is shown to occur when the carrying capacity of the prey is large, the predator's death rate is close to zero, and the predator is able to adapt quickly to changing levels of prey density.
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  • 15
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    Journal of mathematical biology 17 (1983), S. 331-349 
    ISSN: 1432-1416
    Keywords: Stability ; Delay equations ; Stretch reflexes ; Mathematical studies
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    Topics: Biology , Mathematics
    Notes: Abstract Human stretch reflexes (SRs) are often too weak and ineffectual to provide adequate postural regulation or rhythmic movement boosting (e.g. in ankle pushoff at the end of stance phase in fast running). Recent improvements in methods of artificially enhancing skeletomotor responses, especially in therapeutic regimens, should not be widely employed until the clonus-resisting stability properties of SRs are better understood. We formulate an idealized linear servo model of a segmentally-mediated SR system which includes the often ignored electromechanical coupling delay. For typical closed-loop (delay/gain) ratios, the model is shown to be unstable for all values of loop gain when operating as a position servo, but maximally stable when operating as a velocity servo. We claim that the velocity servo or one of its nonlinear relatives is a better model for some well studied SRs than, e.g., Houk's stiff muscle hypothesis. We also present evidence that even feeble and quickly saturating monosynaptic postural servos are always unstable if operated as pure position regulators.
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  • 16
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    Journal of mathematical biology 18 (1983), S. 93-102 
    ISSN: 1432-1416
    Keywords: Stability ; Time delay ; Feasible equilibrium ; Partially feasible equilibrium
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    Topics: Biology , Mathematics
    Notes: Abstract A sufficient condition for the existence of a globally asymptotically stable equilibrium in Volterra models with continuous time delay is obtained, and some properties of the stable equilibrium are proven. Furthermore, some applications in which asymptotic stability only depends on the sign of the coefficients are considered.
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  • 17
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    Journal of mathematical biology 10 (1980), S. 33-51 
    ISSN: 1432-1416
    Keywords: Plankton ; Stability ; Perturbations
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    Topics: Biology , Mathematics
    Notes: Abstract Linear perturbation theory is used to examine the stability of steady-state distributions of marine phytoplankton in the presence of a mean current with shear. Solutions are obtained for the general initial-value problem and it is found that all distributions are asymptotically stable so long as the rate of shear is greater than the local production. On the other hand, the early time behavior indicates that the system can be altered, if accomplished soon enough, depending upon a relative combination of diffusion, advection and production. Quantitative assessments are made where data are available.
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  • 18
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    Journal of mathematical biology 10 (1980), S. 65-77 
    ISSN: 1432-1416
    Keywords: Predator-prey ; Persistence ; Stability ; Differential inequalities
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    Topics: Biology , Mathematics
    Notes: Summary The time derivatives of prey and predator populations are assumed to satisfy a set of inequalities, instead of a precise differential equation, reflecting an uncertain environmental and/or lack of knowledge by the modeler. A system of differential equations is found whose solution gives the boundary of a persistent set, which is positive flow invariant for any system satisfying the inequalities. Conditions are given for the persistent set to be bounded away from both axes, which show that resonance effects cannot drive either predator or prey to extinction if that does not happen for an autonomous system satisfying the inequalities. In general predator-prey systems are more persistent when there is strong asymptotic stability, when there is correlation between prey and predator dynamics, when the effect of perturbations is density dependent, and are more persistent under perturbations of the prey than of the predator.
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  • 19
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    Journal of mathematical biology 10 (1980), S. 97-100 
    ISSN: 1432-1416
    Keywords: Reaction diffusion equations ; Wave-trains ; Stability
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    Topics: Biology , Mathematics
    Notes: Summary Stability of a class of solutions to reaction-diffusion equations is studied numerically. It is found that the solutions do not persist under a variety of boundary conditions.
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  • 20
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    Journal of mathematical biology 13 (1981), S. 185-198 
    ISSN: 1432-1416
    Keywords: Epidemiology ; Deterministic models ; Distributed delays ; Thresholds ; Stability
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    Topics: Biology , Mathematics
    Notes: Summary A cyclic, constant parameter epidemiological model is described for a closed population divided into susceptible, exposed and infectious classes. Distributed delays are introduced and the model is formulated as two coupled Volterra integral equations. The delays do not change the general nature of thresholds or asymptotic stability; in all cases considered the disease either dies out, or approaches an endemic steady state.
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  • 21
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    Journal of mathematical biology 16 (1982), S. 25-31 
    ISSN: 1432-1416
    Keywords: Stability ; Community matrix ; Lotka-Volterra models
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    Topics: Biology , Mathematics
    Notes: Abstract The explicit function of the community matrix of a three dimensional Lotka-Volterra model is delineated by a set of necessary and sufficient conditions for a positive equilibrium to be asymptotically stable. In the special case that the community matrix is quasi weakly diagonally dominant, it is shown that a positive determinant for the community matrix is not only necessary but is also sufficient for stability. The results are specific to three dimensional models and do not extend to communities of dimension greater than three.
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  • 22
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    Journal of mathematical biology 19 (1984), S. 147-156 
    ISSN: 1432-1416
    Keywords: Stability ; delay ; difference equations ; whale models
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    Topics: Biology , Mathematics
    Notes: Abstract This paper relates the stability properties of a class of delay-difference equations to those of an associated scalar difference equation. Simple but powerful conditions for testing global stability are presented which are independent of the length of the time delay involved. For models which do not have globally stable equilibria, estimates of stability regions are obtained. Some well known baleen whale models are used to illustrate the results.
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  • 23
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    Journal of mathematical biology 9 (1980), S. 37-47 
    ISSN: 1432-1416
    Keywords: Epidemiology ; Endemic infectious diseases ; Deterministic models ; Thresholds ; Distributed delays ; Stability
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    Topics: Biology , Mathematics
    Notes: Summary Endemic infectious diseases for which infection confers permanent immunity are described by a system of nonlinear Volterra integral equations of convolution type. These constant-parameter models include vital dynamics (births and deaths), immunization and distributed infectious period. The models are shown to be well posed, the threshold criteria are determined and the asymptotic behavior is analysed. It is concluded that distributed delays do not change the thresholds and the asymptotic behaviors of the models.
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  • 24
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    Journal of mathematical biology 10 (1980), S. 401-415 
    ISSN: 1432-1416
    Keywords: Stability ; Volterra ecosystems ; Linear complementarity theory
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    Topics: Biology , Mathematics
    Notes: Abstract In this paper, global asymptotic stability of ecosystems of the generalized Volterra type $$dx_i /dt = x_i \left( {b_{i - } \mathop \sum \limits_{j = 1}^n a_{ij} x_j } \right),{\text{ }}i = 1,...,n,$$ is investigated. We obtain the conditions for the existence of a nonnegative and stable equilibrium point of the system by applying a result of linear complementarity theory. The results of this paper show that there exists a class of systems that do not have multiple domains of attractions. This class is defined in terms of the species interactions alone, and does not involve carrying capacities or species net birth rates.
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  • 25
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    Journal of mathematical biology 11 (1981), S. 207-233 
    ISSN: 1432-1416
    Keywords: Clines ; Population genetics ; Nonlinear diffusion problems ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract If a population, which consists of individuals having genetic variation at one locus, with two alleles A and a, evolves under the influence of migration and selection, gradients in the distribution of alleles may arise. We consider the effect of asymmetry in the migration and spatial dependence of the selection process, upon the emergence and stability of such gradients.
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  • 26
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    Journal of mathematical biology 16 (1982), S. 103-112 
    ISSN: 1432-1416
    Keywords: Bifurcation ; Competition ; Diffusive Lotka-Volterra system ; Predator-prey interaction ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract Three examples of the diffusive 3-species Lotka-Volterra system with constant interaction parameters are given, and by bifurcation techniques shown to have stable spatially non-constant equilibrium solutions. One example is competitive; the second one predator-two-competing prey and the third involves two predators and a single prey.
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  • 27
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    Journal of mathematical biology 16 (1983), S. 199-220 
    ISSN: 1432-1416
    Keywords: Nonlinear integral operator ; Travelling wave ; Wave speed ; Asymptotic speed of propagation ; Stability
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    Topics: Biology , Mathematics
    Notes: Abstract In this paper, we establish the existence and stability property of travelling wave solutions of a nonlinear integral operator in the inferior case.
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  • 28
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    Journal of mathematical biology 18 (1983), S. 213-221 
    ISSN: 1432-1416
    Keywords: Diffusive Lotka-Volterra system ; Hopf-bifurcation ; Spatiotemporal oscillation ; Stability
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    Notes: Abstract A stability condition for Hopf-bifurcating solutions from the uniform equilibrium of clasical Lotka-Volterra interaction-diffusion equations is presented. Using this condition, it is shown that stable spatio-temporal oscillations exist in the framework of such equations.
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  • 29
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    Journal of optimization theory and applications 33 (1981), S. 479-495 
    ISSN: 1573-2878
    Keywords: Lagrangians ; nonlinear programming ; Kuhn-Tucker theory ; convex optimization
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    Topics: Mathematics
    Notes: Abstract For convex optimization inR n,we show how a minor modification of the usual Lagrangian function (unlike that of the augmented Lagrangians), plus a limiting operation, allows one to close duality gaps even in the absence of a Kuhn-Tucker vector [see the introductory discussion, and see the discussion in Section 4 regarding Eq. (2)]. The cardinality of the convex constraining functions can be arbitrary (finite, countable, or uncountable). In fact, our main result (Theorem 4.3) reveals much finer detail concerning our limiting Lagrangian. There are affine minorants (for any value 0〈θ≤1 of the limiting parameter θ) of the given convex functions, plus an affine form nonpositive onK, for which a general linear inequality holds onR nAfter substantial weakening, this inequality leads to the conclusions of the previous paragraph. This work is motivated by, and is a direct outgrowth of, research carried out jointly with R. J. Duffin.
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    Journal of optimization theory and applications 36 (1982), S. 495-519 
    ISSN: 1573-2878
    Keywords: Optimization ; nonlinear programming ; Numerical methods ; computational methods ; augmented Lagrangian functions
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    Topics: Mathematics
    Notes: Abstract In this paper, a new augmented Lagrangian function is introduced for solving nonlinear programming problems with inequality constraints. The relevant feature of the proposed approach is that, under suitable assumptions, it enables one to obtain the solution of the constrained problem by a single unconstrained minimization of a continuously differentiable function, so that standard unconstrained minimization techniques can be employed. Numerical examples are reported.
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    Journal of optimization theory and applications 30 (1980), S. 161-179 
    ISSN: 1573-2878
    Keywords: Optimization techniques ; nonlinear programming ; direct methods ; numerical methods ; conjugate directions ; nongradient methods ; ridge-path methods
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    Topics: Mathematics
    Notes: Abstract A modification based on a linearization of a ridge-path optimization method is presented. The linearized ridge-path method is a nongradient, conjugate direction method which converges quadratically in half the number of search directions required for Powell's method of conjugate directions. The ridge-path method and its modification are compared with some basic algorithms, namely, univariate method, steepest descent method, Powell's conjugate direction method, conjugate gradient method, and variable-metric method. The assessment indicates that the ridge-path method, with modifications, could present a promising technique for optimization.
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    Journal of optimization theory and applications 31 (1980), S. 27-39 
    ISSN: 1573-2878
    Keywords: Least-square methods ; variable-metric methods ; Levenberg-Marquardt methods ; nonlinear programming ; testing algorithms
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    Topics: Mathematics
    Notes: Abstract Computational results are presented for Davidon's new least-square algorithm. Computational experience with this algorithm is reported which motivated the development of a production code version of the algorithm. Several heuristic modifications, which have been added, are described. Fifteen zero-residual test problems have been used in comparing the new production code version with two established versions of the Levenberg-Marquardt algorithm. The production code version of Davidon's least-square algorithm performed faster and used less function evaluations than the Levenberg-Marquardt algorithm in almost every case of the test problems.
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    Journal of optimization theory and applications 31 (1980), S. 361-371 
    ISSN: 1573-2878
    Keywords: Nash-equilibrium solutions ; partially controllable strategies ; nonlinear programming ; complementary eigenvalue problems
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    Topics: Mathematics
    Notes: Abstract The present paper deals with a class of nonzero-sum, two-person games with finite strategies when there are constraints on the strategies selected by the players. The constraints arise due to the subjective difficulty that each player often has in assigning to the states probabilities with which he is completely satisfied, and the model specifies how much each player must perturb his initial probability estimate in order to change his maximum utility alternative from the alternative originally best under the initial estimate. It is shown that the Nash-equilibrium solution of this class of nonzero-sum games can be characterized by an equivalent nonlinear program which leads in some cases to a pair of complementary eigenvalue problems. Applications to normal or approximate solutions of linear programming problems are also indicated.
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    Journal of optimization theory and applications 32 (1980), S. 407-425 
    ISSN: 1573-2878
    Keywords: Generalized convexity ; global minimality ; nonlinear programming ; nonconvex programming ; optimization theorems
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    Topics: Mathematics
    Notes: Abstract In this paper, new classes of generalized convex functions are introduced, extending the concepts of quasi-convexity, pseudoconvexity, and their associate subclasses. Functions belonging to these classes satisfy certain local-global minimum properties. Conversely, it is shown that, under some mild regularity conditions, functions for which the local-global minimum properties hold must belong to one of the classes of functions introduced.
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  • 35
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    Journal of optimization theory and applications 43 (1984), S. 237-263 
    ISSN: 1573-2878
    Keywords: Geometric programming ; computational comparisons ; nonlinear programming ; ellipsoid algorithm ; generalized reduced gradient algorithm
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    Topics: Mathematics
    Notes: Abstract We study the performance of four general-purpose nonlinear programming algorithms and one special-purpose geometric programming algorithm when used to solve geometric programming problems. Experiments are reported which show that the special-purpose algorithm GGP often finds approximate solutions more quickly than the general-purpose algorithm GRG2, but is usually not significantly more efficient than GRG2 when greater accuracy is required. However, for some of the most difficult test problems attempted, GGP was dramatically superior to all of the other algorithms. The other algorithms are usually not as efficient as GGP or GRG2. The ellipsoid algorithm is most robust.
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  • 36
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    Journal of optimization theory and applications 43 (1984), S. 527-541 
    ISSN: 1573-2878
    Keywords: Linear complementarity ; nonlinear programming ; gradient projection method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The Levitin-Poljak gradient-projection method is applied to solve the linear complementarity problem with a nonsymmetric matrixM, which is either a positive-semidefinite matrix or aP-matrix. Further-more, if the quadratic functionx T(Mx + q) is pseudoconvex on the feasible region {x ∈R n |Mx + q ≥ 0,x≥0}, then the gradient-projection method generates a sequence converging to a solution, provided that the problem has a solution. For the case when the matrixM is aP-matrix and the solution is nondegenerate, the gradient-projection method is finite.
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  • 37
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    Journal of optimization theory and applications 35 (1981), S. 517-533 
    ISSN: 1573-2878
    Keywords: Two-level planning ; multi-objective systems ; decentralized systems ; resource allocation ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider optimization methods for hierarchical power-decentralized systems composed of a coordinating central system and plural semi-autonomous local systems in the lower level, each of which possesses a decision making unit. Such a decentralized system where both central and local systems possess their own objective function and decision variables is a multi-objective system. The central system allocates resources so as to optimize its own objective, while the local systems optimize their own objectives using the given resources. The lower level composes a multi-objective programming problem, where local decision makers minimize a vector objective function in cooperation. Thus, the lower level generates a set of noninferior solutions, parametric with respect to the given resources. The central decision maker, then, parametric with respect to the given resources. The central decision maker, then, chooses an optimal resource allocation and the best corresponding noninferior solution from among a set of resource-parametric noninferior solutions. A computational method is obtained based on parametric nonlinear mathematical programming using directional derivatives. This paper is concerned with a combined theory for the multi-objective decision problem and the general resource allocation problem.
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  • 38
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    Journal of optimization theory and applications 37 (1982), S. 1-21 
    ISSN: 1573-2878
    Keywords: Sensitivity analysis ; geometric programming ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A unified approach to computing first, second, or higher-order derivatives of any of the primal and dual variables or multipliers of a geometric programming problem, with respect to any of the problem parameters (term coefficients, exponents, and constraint right-hand sides) is presented. Conditions under which the sensitivity equations possess a unique solution are developed, and ranging results are also derived. The analysis for approximating second and higher-order sensitivity generalizes to any sufficiently smooth nonlinear program.
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  • 39
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    Journal of optimization theory and applications 40 (1983), S. 333-348 
    ISSN: 1573-2878
    Keywords: Numerical optimization ; global search ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper describes a new version, known as CRS2, of the author's controlled random search procedure for global optimization (CRS). The new procedure is simpler and requires less computer storage than the original version, yet it has a comparable performance. The results of comparative trials of the two procedures, using a set of standard test problems, are given. These test problems are examples of unconstrained optimization. The controlled random search procedure can also be effective in the presence of constraints. The technique of constrained optimization using CRS is illustrated by means of examples taken from the field of electrical engineering.
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  • 40
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    Journal of optimization theory and applications 44 (1984), S. 701-721 
    ISSN: 1573-2878
    Keywords: Kuhn-Tucker points ; local and global minima ; nonlinear programming ; Morse functions ; convex transformable programs
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Consider minimizingf onD which is diffeomorphic to a disk. Under a genericity assumption, the number of points onD satisfying the Kuhn-Tucker necessary conditions for minimum is odd. We give conditions which imply that a local minimum is global and a necessary and sufficient condition that a Kuhn-Tucker point is the solution. Convex transformable problems satisfy the latter condition.D may be of full dimension or be embedded on a manifold or it may be given by a system of concave inequalities.
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  • 41
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    Journal of optimization theory and applications 36 (1982), S. 477-494 
    ISSN: 1573-2878
    Keywords: Unconstrained optimization ; variable-metric methods ; quasi-Newton methods ; numerical algorithms ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Quasi-Newton algorithms minimize a functionF(x),x ∈R n, searching at any iterationk along the directions k=−H kgk, whereg k=∇F(x k) andH k approximates in some sense the inverse Hessian ofF(x) atx k. When the matrixH is updated according to the formulas in Broyden's family and when an exact line search is performed at any iteration, a compact algorithm (free from the Broyden's family parameter) can be conceived in terms of the followingn ×n matrix: $$H{_R} = H - Hgg{^T} H/g{^T} Hg,$$ which can be viewed as an approximating reduced inverse Hessian. In this paper, a new algorithm is proposed which uses at any iteration an (n−1)×(n−1) matrixK related toH R by $$H_R = Q\left[ {\begin{array}{*{20}c} 0 & 0 \\ 0 & K \\ \end{array} } \right]Q$$ whereQ is a suitable orthogonaln×n matrix. The updating formula in terms of the matrixK incorporated in this algorithm is only moderately more complicated than the standard updating formulas for variable-metric methods, but, at the same time, it updates at any iteration a positive definite matrixK, instead of a singular matrixH R. Other than the compactness with respect to the algorithms with updating formulas in Broyden's class, a further noticeable feature of the reduced Hessian algorithm is that the downhill condition can be stated in a simple way, and thus efficient line searches may be implemented.
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  • 42
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    Journal of optimization theory and applications 35 (1981), S. 159-182 
    ISSN: 1573-2878
    Keywords: Variable penalty methods ; nonlinear programming ; sequential unconstrained minimization technique ; approximations ; Hessian matrix ; penalty methods ; ill-conditioning
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A class of generalized variable penalty formulations for solving nonlinear programming problems is presented. The method poses a sequence of unconstrained optimization problems with mechanisms to control the quality of the approximation for the Hessian matrix, which is expressed in terms of the constraint functions and their first derivatives. The unconstrained problems are solved using a modified Newton's algorithm. The method is particularly applicable to solution techniques where an approximate analysis step has to be used (e.g., constraint approximations, etc.), which often results in the violation of the constraints. The generalized penalty formulation contains two floating parameters, which are used to meet the penalty requirements and to control the errors in the approximation of the Hessian matrix. A third parameter is used to vary the class of standard barrier or quasibarrier functions, forming a branch of the variable penalty formulation. Several possibilities for choosing such floating parameters are discussed. The numerical effectiveness of this algorithm is demonstrated on a relatively large set of test examples.
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