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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 98 (2000), S. 45-64 
    ISSN: 1572-9338
    Schlagwort(e): optimal control ; partial differential equations ; numerical methods ; transdermal systems ; acetylene reactors
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We present an approach to compute optimal control functions in dynamic models based on one-dimensional partial differential algebraic equations (PDAE). By using the method of lines, the PDAE is transformed into a large system of usually stiff ordinary differential algebraic equations and integrated by standard methods. The resulting nonlinear programming problem is solved by the sequential quadratic programming code NLPQL. Optimal control functions are approximated by piecewise constant, piecewise linear or bang-bang functions. Three different types of cost functions can be formulated. The underlying model structure is quite flexible. We allow break points for model changes, disjoint integration areas with respect to spatial variable, arbitrary boundary and transition conditions, coupled ordinary and algebraic differential equations, algebraic equations in time and space variables, and dynamic constraints for control and state variables. The PDAE is discretized by difference formulae, polynomial approximations with arbitrary degrees, and by special update formulae in case of hyperbolic equations. Two application problems are outlined in detail. We present a model for optimal control of transdermal diffusion of drugs, where the diffusion speed is controlled by an electric field, and a model for the optimal control of the input feed of an acetylene reactor given in form of a distributed parameter system.
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 98 (2000), S. 65-87 
    ISSN: 1572-9338
    Schlagwort(e): train control ; optimal control ; discrete control ; optimal switching times
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We consider the problem of determining an optimal driving strategy in a train control problem with a generalised equation of motion. We assume that the journey must be completed within a given time and seek a strategy that minimises fuel consumption. On the one hand we consider the case where continuous control can be used and on the other hand we consider the case where only discrete control is available. We pay particular attention to a unified development of the two cases. For the continuous control problem we use the Pontryagin principle to find necessary conditions on an optimal strategy and show that these conditions yield key equations that determine the optimal switching points. In the discrete control problem, which is the typical situation with diesel-electric locomotives, we show that for each fixed control sequence the cost of fuel can be minimised by finding the optimal switching times. The corresponding strategies are called strategies of optimal type and in this case we use the Kuhn–Tucker equations to find key equations that determine the optimal switching times. We note that the strategies of optimal type can be used to approximate as closely as we please the optimal strategy obtained using continuous control and we present two new derivations of the key equations. We illustrate our general remarks by reference to a typical train control problem.
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  • 3
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 98 (2000), S. 333-351 
    ISSN: 1572-9338
    Schlagwort(e): production planning ; stochastic dynamic programming ; optimal control ; long-run average cost
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We consider a production planning problem in a two-machine flowshop subject to breakdown and repair of machines and subject to nonnegativity and upper bound constraints on work-in-process. The objective is to choose machine production rates over time to minimize the long-run average inventory/backlog and production costs. For sufficiently large upper bound on the work-in-process, the problem is formulated as a stochastic dynamic program. We then establish a verification theorem and a partial characterization of the optimal control policy if it exists.
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  • 4
    Digitale Medien
    Digitale Medien
    Springer
    Set-valued analysis 8 (2000), S. 31-50 
    ISSN: 1572-932X
    Schlagwort(e): stability in optimization ; generalized equations ; Lipschitz continuity ; mathematical programming ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We study two continuity concepts for set-valued maps that play central roles in quantitative stability analysis of optimization problems: Aubin continuity and Lipschitzian localization. We show that various inverse function theorems involving these concepts can be deduced from a single general result on existence of solutions to an inclusion in metric spaces. As applications, we analyze the stability with respect to canonical perturbations of a mathematical program in a Hilbert space and an optimal control problem with inequality control constraints. For stationary points of these problems, Aubin continuity and Lipschitzian localization coincide; moreover, both properties are equivalent to surjectivity of the map of the gradients of the active constraints combined with a strong second-order sufficient optimality condition.
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    Set-valued analysis 8 (2000), S. 111-126 
    ISSN: 1572-932X
    Schlagwort(e): viability ; optimal control ; value function
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper we explain that various (possibly discontinuous) value functions for optimal control problem under state-constraints can be approached by a sequence of value functions for suitable discretized systems. The key-point of this approach is the characterization of epigraphs of the value functions as suitable viability kernels. We provide new results for estimation of the convergence rate of numerical schemes and discuss conditions for the convergence of discrete optimal controls to the optimal control for the initial problem.
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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 98 (2000), S. 19-44 
    ISSN: 1572-9338
    Schlagwort(e): optimal control ; nonlinear systems ; parabolic systems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We consider first nonlinear systems of the form x=A(x)x+B(x)u together with a standard quadratic cost functional and replace the system by a sequence of time-varying approximations for which the optimal control problem can be solved explicitly. We then show that the sequence converges. Although it may not converge to a global optimal control of the nonlinear system, we also consider a similar approximation sequence for the equation given by the necessary conditions of the maximum principle and we shall see that the first method gives solutions very close to the optimal solution in many cases. We shall also extend the results to parabolic PDEs which can be written in the above form on some Hilbert space.
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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 263-276 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; distributed-parameter systems ; Pontryagin maximum principle ; Ekeland variational principle ; unbounded controls
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We prove the maximum principle for an optimal control problem governed by the system $$y'(t) + A(t)y(t) = f(t,y(t),u(t)),{\text{ }}u(t) \in U(t), $$ with state constraint $$(y(0),y(T)) \in C \subset H \times H $$ , under three different hypotheses: (H1) C is a convex set with nonempty interior; (H2) $$C = \{ y_0 \} \times C_{0,} {\text{ with }}C_0 $$ a convex set with nonempty interior in H and the evolution system satisfying compactness hypotheses; (H3) the periodic case $$y(0) = y(T)$$ , with the evolution system satisfying compactness hypotheses. We do not assume the controls to be bounded. We give some examples for distributed control problems.
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 106 (2000), S. 231-264 
    ISSN: 1573-2878
    Schlagwort(e): hierarchical control ; manufacturing systems ; stochastic dynamic programming ; optimal control ; long-run average cost
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider a production planning problem for a dynamic jobshop producing a number of products and subject to breakdown and repair of machines. The machine capacities are assumed to be finite-state Markov chains. As the rates of change of the machine states approach infinity, an asymptotic analysis of this stochastic manufacturing systems is given. The analysis results in a limiting problem in which the stochastic machine availability is replaced by its equilibrium mean availability. The long-run average cost for the original problem is shown to converge to the long-run average cost of the limiting problem. The convergence rate of the long-run average cost for the original problem to that of the limiting problem together with an error estimate for the constructed asymptotic optimal control is established.
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  • 9
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 106 (2000), S. 627-655 
    ISSN: 1573-2878
    Schlagwort(e): variational inequalities ; optimal control ; state constraint ; maximum principle
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This work deals with the necessary conditions of optimality for some optimal control problems governed by elliptic variational inequalities. Boundary control and state constrained problems are considered. The techniques used are based on those in Ref. 1 and a new penalty functional is defined in this paper.
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  • 10
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 107 (2000), S. 275-286 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; thresholds ; multiple equilibria ; instability ; concavity
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract An important and numerous literature argues that nonconcavity (often convexity with respect to the state) of the Hamiltonian leads to multiple steady states, instability, and a threshold. This threshold property provides a powerful paradigm to explain history dependency and hysteresis. This paper shows that economically relevant properties (in particular, multiple steady states and thresholds) are possible in strict concave models too. Two corresponding necessary conditions with intuitive economic interpretation are derived.
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  • 11
    Digitale Medien
    Digitale Medien
    Springer
    Applied mathematics and mechanics 21 (2000), S. 1161-1168 
    ISSN: 1573-2754
    Schlagwort(e): space manipulator ; motion planning ; optimal control ; wavelet analysis ; TP241
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract The optimal control problem of nonholonomic motion planning of space manipulator was discussed. Utilizing the method of wavelet analysis, the discrete orthogonal wavelets were introduced to solve the optimal control problem, the classical Fourier basic functions were replaced by the wavelet expansion approximation. A numerical algorithm of optimal control was proposed based on wavelet analysis. The numerical simulation shows, the method is effective for nonholonomic motion planning of space manitulator.
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  • 12
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 104 (2000), S. 255-279 
    ISSN: 1573-2878
    Schlagwort(e): nonlinear programming ; path-following methods ; differential equations ; projective algorithms
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A new method for linearly constrained nonlinear programming is proposed. This method follows affine scaling paths defined by systems of ordinary differential equations and it is fully parallelizable. The convergence of the method is proved for a nondegenerate problem with pseudoconvex objective function. In practice, the algorithm works also under more general assumptions on the objective function. Numerical results obtained with this computational method on several test problems are shown.
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  • 13
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 55-72 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; bilinear systems ; nilpotent Lie algebra ; products of exponentials
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper derives some optimization results for bilinear systems using a higher-order method by characterizing them over matrix Lie groups. In the derivation of the results, first a bilinear system is transformed to a left-invariant system on matrix Lie groups. Then, the product of exponential representation is used to express this system in canonical form. Next, the conditions for optimality are obtained by the principles of variational calculus. It is demonstrated that closed-form analytical solutions exist for classes of bilinear systems whose Lie algebra are nilpotent.
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  • 14
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 441-455 
    ISSN: 1573-2878
    Schlagwort(e): expenditure patterns ; research and development ; optimal control ; calculus of variations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The optimal expenditure pattern for a double-path engineering project, i.e., a project composed of a nonroutine risky R&D path and a routine nonrisky preparatory path, manufacturing related or marketing related, is studied via the calculus of variations to derive a set of twin second-order nonlinear differential equations whose solution yields the optimal joint expenditure. Assuming independence between the risky and nonrisky paths, a constant return per unit time, a gamma-type unimodal conditional-completion density function for the R&D activity, and the principle of diminishing returns on the effort, we find an interesting interplay between the two paths for the peak position and termination of the expenditures. Counterintuitively, we find that the peak expenditure of the R&D path does not necessarily precede that of the preparatory path, although both path expenditure peaks obey the well-known Kamien–Schwartz theorem. That is, for both paths, the expenditure peak positions precede always the peak of the conditional-completion density function of the R&D path.
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  • 15
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 107 (2000), S. 89-122 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; differential games ; Euler polygonal arcs ; nonsmooth analysis ; proximal aiming ; infinitesimal decrease ; discontinuous universal near-optimal feedback
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract For a general fixed-duration optimal control problem, the proximal aiming technique of nonsmooth analysis is employed in order to construct a discontinuous feedback law, whose Euler solutions are all optimal to within a prescribed tolerance, universally for all initial data in a prescribed bounded set. The technique is adapted in order to construct universal near-saddle points for two-player fixed-duration differential games of the Krasovskii–Subbotin type.
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  • 16
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 107 (2000), S. 591-600 
    ISSN: 1573-2878
    Schlagwort(e): Cauchy method ; steepest descent ; convex programming ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We discuss two issues related to the Cauchy algorithm. First, we use anArmijo search with constant α≥0.5 and show that the sequence isFejer convergent to the optimal set, and hence convergent. Second, we useexact line searches and show an example in which the sequence fails toconverge.
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  • 17
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 477-489 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; polynomial systems ; quasilinearization ; successive approximation ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract It is shown in this paper that the finite-time optimal control of polynomial systems can be obtained by solving a sequence of optimal control problems for the linearized problem. The paper provides proof of convergence as well as illustration of the procedure by two examples.
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  • 18
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 543-565 
    ISSN: 1573-2878
    Schlagwort(e): stochastic games ; dynamic programming ; optimal control ; regularity theory ; Nash point
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The objective of this paper is to present a useful application of the theory of regularity of systems of nonlinear partial differential equations to the solution of stochastic differential games with N players. It is particularly interesting to notice that the structure of games fits perfectly with what is requested to prove the regularity property which is needed.
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  • 19
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 104 (2000), S. 20-40 
    ISSN: 1573-2878
    Schlagwort(e): optimal control ; state constraints ; dynamic programming ; Hamilton-Jacobi equation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, the value function for an optimal control problem with endpoint and state constraints is characterized as the unique lower semicontinuous generalized solution of the Hamilton-Jacobi equation. This is achieved under a constraint qualification (CQ) concerning the interaction of the state and dynamic constraints. The novelty of the results reported here is partly the nature of (CQ) and partly the proof techniques employed, which are based on new estimates of the distance of the set of state trajectories satisfying a state constraint from a given trajectory which violates the constraint.
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  • 20
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 347-369 
    ISSN: 1573-2878
    Schlagwort(e): random matrix products ; Lyapunov exponents ; Markov processes ; decision models ; optimal policy ; optimal control ; system spectrum
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with the optimal control problem for the Lyapunov exponents of stochastic matrix products when these matrices depend on a controlled Markov process with values in a finite or countable set. Under some hypotheses, the reduced process satisfies the Doeblin condition and the existence of an optimal control is proved. Furthermore, with this optimal control, the spectrum of the system consists of only one element.
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  • 21
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 105 (2000), S. 621-637 
    ISSN: 1573-2878
    Schlagwort(e): bilinear systems ; optimal control ; controllability ; stabilization ; electric power
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The purpose of this paper is an integrated overview of bilinear systems (BLS) research which has evolved over the past few decades, and a new result on control of flexible a.c. transmission systems (FACTS) is presented. BLS may be derived in many cases from principles of physics, chemistry, biology, socioeconomics, and engineering. In other cases, BLS are more accurate approximations to nonlinear systems than are traditional linear systems, as shown for example by the added bilinear terms (in state and control) for the Taylor series. While an appropriately designed linear control system may be optimum relative to some quadratic performance index without added constraints, bilinear or parametric control can be designed to improve more global performance and indeed to increase the region of attainable states. Such controllability and stabilization of BLS and of a series line-capacitor controlled FACTS is presented.
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  • 22
    Digitale Medien
    Digitale Medien
    Springer
    Nonlinear dynamics 23 (2000), S. 391-403 
    ISSN: 1573-269X
    Schlagwort(e): optimal control ; cell mapping method ; dynamic programing ; parametric control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A strategy is proposed to solve the fixed final state optimalcontrol problem using the simple cell mapping method. A non-uniform timestep simple cell mapping is developed to create a general database fromwhich solutions of various optimal control problems can be obtained. Atwo-stage backward search algorithm is proposed to eliminate degeneratedpaths often associated with the simple cell mapping. The proposed methodcan accurately delineate the switching curves and eliminate false limitcycles in the solution. The method is applied to two optimal controlproblems with bang-bang control. The well-known minimum time controlproblem of moving a point mass from any initial condition to the originof the phase plane is studied first. This example has exact solutionsavailable which provide a yardstick to examine the accuracy of themethod. The cell size dependence of the solution accuracy is studiednumerically. The second example is a variable stiffness feedback controlproblem with tuning range saturation. The strategy proposed is able toprovide the switching curves in the phase plane. This result has notbeen obtained before.
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  • 23
    Digitale Medien
    Digitale Medien
    Springer
    Acta applicandae mathematicae 57 (1999), S. 287-338 
    ISSN: 1572-9036
    Schlagwort(e): sub-Riemannian geometry ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is a continuation of a series of papers, dealing with contact sub-Riemannian metrics on R3. We study the special case of contact metrics that correspond to isoperimetric problems on the plane. The purpose is to understand the nature of the corresponding optimal synthesis, at least locally. It is equivalent to studying the associated sub-Riemannian spheres of small radius. It appears that the case of generic isoperimetric problems falls down in the category of generic sub-Riemannian metrics that we studied in our previous papers (although, there is a certain symmetry). Thanks to the classification of spheres, conjugate-loci and cut-loci, done in those papers, we conclude immediately. On the contrary, for the Dido problem on a 2-d Riemannian manifold (i.e. the problem of minimizing length, for a prescribed area), these results do not apply. Therefore, we study in details this special case, for which we solve the problem generically (again, for generic cases, we compute the conjugate loci, cut loci, and the shape of small sub-Riemannian spheres, with their singularities). In an addendum, we say a few words about: (1) the singularities that can appear in general for the Dido problem, and (2) the motion of particles in a nonvanishing constant magnetic field.
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  • 24
    Digitale Medien
    Digitale Medien
    Springer
    Computational geosciences 3 (1999), S. 49-68 
    ISSN: 1573-1499
    Schlagwort(e): geostatistical inverse modeling ; multigrid methods ; large‐scale optimization ; nonlinear programming ; SQP methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Geologie und Paläontologie , Informatik
    Notizen: Abstract Due to the notorious lack of data, stochastic simulation and conditioning of distributed parameter fields is generally acknowledged as a major task in order to produce realistic prognoses for groundwater flow phenomena, thus honouring the maximum of information available. In this paper, a new conditioning approach is presented which treats the distributed parameters directly without projection onto lower dimensional spaces and preserves certain desired statistical properties by explicitly stating them as constraints for the conditioning optimization problem. Typically, the conditioning task must be performed very often and the conditioning optimization problems are highly dimensional. Therefore, a second main focus of the paper is on the presentation of efficient multigrid methods for the solution of the conditioning problems. Numerical results are given for a practical application problem.
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  • 25
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical methods of operations research 50 (1999), S. 121-134 
    ISSN: 1432-5217
    Schlagwort(e): Key words: Risk measurement ; global optimization ; quadratic programming ; nonlinear programming ; polynomial-approximation algorithm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract. Effective risk management requires adequate risk measurement. A basic problem herein is the quantification of market risks: what is the overall effect on a portfolio if market rates change? First, a mathematical problem statement is given and the concept of `Maximum Loss' (ML) is introduced as a method for identifying the worst case in a given set of scenarios, called `Trust Region'. Next, a technique for calculating efficiently the Maximum Loss for quadratic functions is described; the algorithm is based on the Levenberg-Marquardt theorem, which reduces the high dimensional optimization problem to a one dimensional root finding.  Following this, the idea of the `Maximum Loss Path' is presented: repetitive calculation of ML for growing trust regions leads to a sequence of worst case scenarios, which form a complete path; similarly, the path of `Maximum Profit' (MP) can be determined. Finally, all these concepts are applied to nonquadratic portfolios: so-called `Dynamic Approximations' are used to replace arbitrary profit and loss functions by a sequence of quadratic functions, which can be handled with efficient solution procedures. A description of the overall algorithm rounds off the discussion of nonlinear portfolios.
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  • 26
    ISSN: 1573-2754
    Schlagwort(e): dynamic system ; parameters identification ; optimal control ; HJB equation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract Based on the contents of part (I) and stochastic optimal control theory, the concept of optimal control solution to parameters identification of stochastic dynamic system is discussed at first. For the completeness of the theory developed in this paper and part (I), then the procedure of establishing Hamilton-Jacobi-Bellman (HJB) equations of parameters identification problem is presented. And then, parameters identification algorithm of stochastic dynamic system is introduced. At last, an application example-local nonlinear parameters identification of dynamic system is presented.
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  • 27
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 102 (1999), S. 15-36 
    ISSN: 1573-2878
    Schlagwort(e): Domain decomposition ; partial differential equations ; Riccati equation ; optimal control ; feedback law ; synthesis ; wave equation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We present an iterative domain decomposition method for the optimal control of systems governed by linear partial differential equations. The equations can be of elliptic, parabolic, or hyperbolic type. The space region supporting the partial differential equations is decomposed and the original global optimal control problem is reduced to a sequence of similar local optimal control problems set on the subdomains. The local problems communicate through transmission conditions, which take the form of carefully chosen boundary conditions on the interfaces between the subdomains. This domain decomposition method can be combined with any suitable numerical procedure to solve the local optimal control problems. We remark that it offers a good potential for using feedback laws (synthesis) in the case of time-dependent partial differential equations. A test problem for the wave equation is solved using this combination of synthesis and domain decomposition methods. Numerical results are presented and discussed. Details on discretization and implementation can be found in Ref. 1.
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  • 28
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 102 (1999), S. 299-313 
    ISSN: 1573-2878
    Schlagwort(e): Comparison of methods ; optimal control ; sensitivity ; shooting methods ; stability
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A new method for solving optimal control problems, here called multiple NOC shooting, is presented. It is developed from NOC shooting. It has some advantages over its parent and over multiple shooting, which are both successful, high-accuracy methods for optimal control. A comparison of the three methods is given, incorporating two examples.
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  • 29
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 100 (1999), S. 287-309 
    ISSN: 1573-2878
    Schlagwort(e): Method of feasible directions ; direction-finding subproblem ; global convergence ; feasible points ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper introduces two new algorithms for finding initial feasible points from initial infeasible points for the recently developed norm-relaxed method of feasible directions (MFD). Their global convergence is analyzed. The theoretical results show that both methods are globally convergent; one of them guarantees finding a feasible point in a finite number of steps. These two methods are very convenient to implement in the norm-relaxed MFD. Numerical experiments are carried out to demonstrate their performance on some classical test problems and to compare them with the traditional method of phase I problems. The numerical results show that the methods proposed in this paper are more effective than the method of phase I problems in the norm-relaxed MFD. Hence, they can be used for finding initial feasible points for other MFD algorithms and other nonlinear programming methods.
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  • 30
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    Journal of optimization theory and applications 100 (1999), S. 599-622 
    ISSN: 1573-2878
    Schlagwort(e): Discrete event dynamic systems ; optimal control ; calculus of variations ; polling problems ; transportation systems ; performance optimization
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We explore an approach involving the use of calculus of variations techniques for discrete event dynamic system (DEDS) performance optimization problems. The approach is motivated by the observation that such problems can be described by separable cost functions and recursive dynamics of the same form as that used to describe conventional discrete-time continuous-variable optimal control problems. Three important difficulties are that DEDS are generally stochastic, their dynamics typically involve max and min operations, which are not everywhere differentiable, and the state variables are often discrete. We demonstrate how to overcome these difficulties by applying the approach to a transportation problem, modeled as a polling system, where we are able to derive an explicit and intuitive analytic expression for an optimal control policy.
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  • 31
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    Journal of optimization theory and applications 101 (1999), S. 307-328 
    ISSN: 1573-2878
    Schlagwort(e): Approximate controllability ; exact finite-dimensional controllability ; semilinear heat equation ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with the approximate controllability of the semilinear heat equation, when the nonlinear term depends on both the state y and its spatial gradient ∇y and the control acts on any nonempty open subset of the domain. Our proof relies on the fact that the nonlinearity is globally Lipschitz with respect to (y, ∇y). The approximate controllability is viewed as the limit of a sequence of optimal control problems. Another key ingredient is a unique continuation property proved by Fabre (Ref. 1) in the context of linear heat equations. Finally, we prove that approximate controllability can be obtained simultaneously with exact controllability over finite-dimensional subspaces.
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  • 32
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    Journal of optimization theory and applications 101 (1999), S. 329-354 
    ISSN: 1573-2878
    Schlagwort(e): Algebraic Riccati equations ; parabolic equations ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider an optimal control problem with indefinite cost for an abstract model, which covers, in particular, parabolic systems in a general bounded domain. Necessary and sufficient conditions are given for the synthesis of the optimal control, which is given in terms of the Riccati operator arising from a nonstandard Riccati equation. The theory extends also a finite-dimensional frequency theorem to the infinite-dimensional setting. Applications include the heat equation with Dirichlet and Neumann controls, as well as the strongly damped Euler–Bernoulli and Kirchhoff equations with the control in various boundary conditions.
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  • 33
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    Journal of optimization theory and applications 101 (1999), S. 375-402 
    ISSN: 1573-2878
    Schlagwort(e): Time-optimal problems ; optimal control ; semilinear parabolic equations ; state constraints ; Pontryagin's minimum principle ; unbounded controls
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider time-optimal control problems for semilinear parabolic equations with pointwise state constraints and unbounded controls. A Pontryagin's principle is obtained in nonqualified form without any qualification condition. The terminal time, which is a control variable, satisfies an optimality condition, which seems to be new in the context of control problems for partial differential equations.
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  • 34
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    Journal of optimization theory and applications 102 (1999), S. 1-14 
    ISSN: 1573-2878
    Schlagwort(e): Partial differential equations ; optimal control ; population dynamics ; age-structured population models
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The present paper is concerned with the optimal control problem for a Gurtin–MacCamy type system describing the evolution of an age-structured population. Necessary optimality conditions are established in the form of an Euler–Lagrange system and existence of an optimal control is proved using the Ekeland principle.
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  • 35
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    Journal of optimization theory and applications 101 (1999), S. 557-580 
    ISSN: 1573-2878
    Schlagwort(e): Hybrid systems ; switching diffusions ; autonomous jumps ; impulsive jumps ; discounted cost ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.
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  • 36
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    Discrete event dynamic systems 9 (1999), S. 241-260 
    ISSN: 1573-7594
    Schlagwort(e): flexible manufacturing ; production scheduling ; optimal control ; necessary optimality conditions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The problem of detailed scheduling of complex flexible manufacturing systems is addressed by optimal flow control. A model problem of scheduling parallel machines is considered to obtain necessary setup conditions. Studying the conditions results in a new solution approach that takes advantage of a juggling analogy of the production/setup scheduling. This analogy is used in the paper to direct construction of a solution method. The method searches for a globally optimal schedule by means of both a juggling strategy and a method of global optimization. The results obtained for a model problem are then generalized to systems with complex production and setup operations. Computational examples demonstrate the validity of the approach.
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  • 37
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    Czechoslovak mathematical journal 48 (1998), S. 291-312 
    ISSN: 1572-9141
    Schlagwort(e): evolution triple ; optimal control ; monotone operator ; hemicontinuous operator ; parabolic system ; property (Q)
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider nonlinear systems with a priori feedback. We establish the existence of admissible pairs and then we show that the Lagrange optimal control problem admits an optimal pair. As application we work out in detail two examples of optimal control problems for nonlinear parabolic partial differential equations.
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  • 38
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    Discrete event dynamic systems 8 (1998), S. 353-364 
    ISSN: 1573-7594
    Schlagwort(e): scheduling ; optimal control ; time-decomposition methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper discusses dynamic methods for solving a class of multi-project scheduling problems in which rates of job performances are controllable and resources such as money, energy or manpower per time unit, are renewable and continuously divisible. The objective is to complete the projects as close to the common due date as possible. Two different ways of imposing sequential precedence relations between project jobs are explored by formulating two dynamic models and studying their relationships on the optimal solution. Efficient time-decomposition algorithms for finding either globally optimal schedules or lower bound guided near-optimal solutions are suggested and computationally tested.
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  • 39
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    Discrete event dynamic systems 8 (1998), S. 175-201 
    ISSN: 1573-7594
    Schlagwort(e): hybrid systems ; optimal control ; calculus of variations ; manufacturing systems ; queueing systems ; nonsmooth optimization ; two point boundary value problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We propose a modeling framework for a class of hybrid systems which arise in many manufacturing environments and study related optimal control problems. In this framework, discrete entities have a state characterized by a temporal component whose evolution is described by event-driven dynamics, and a physical component whose evolution is described by time-driven dynamics. As a first step towards developing an optimal control theory for such hybrid systems, we formulate a problem consisting of a single-stage manufacturing process and use calculus of variations techniques to obtain structural properties and an explicit algorithm for deriving optimal policies.
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  • 40
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    Discrete event dynamic systems 8 (1998), S. 37-54 
    ISSN: 1573-7594
    Schlagwort(e): Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is concerned with the problem of production planning in a flexible manufacturing system consisting of a single or parallel failure-prone machines producing a number of different products. The objective is to choose the rates of production of the various products over time in order to meet their demands at the minimum long-run average cost of production and surplus. The analysis proceeds with a study of the corresponding problem with a discounted cost. It is shown using the vanishing discount approach for the average cost problem that the Hamilton-Jacobi-Bellman equation in terms of directional derivatives has a solution consisting of the minimal average cost and the so-called potential function. The result helps in establishing a verification theorem, and in specifying an optimal control policy in terms of the potential function. The results settle a hitherto open problem as well as generalize known results.
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  • 41
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    Journal of optimization theory and applications 96 (1998), S. 589-626 
    ISSN: 1573-2878
    Schlagwort(e): Nonlinear control ; optimal control ; Hamilton–Jacobi–Bellman equation ; feedback synthesis ; successive approximation ; Galerkin approximation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we develop a new method to approximate the solution to the Hamilton–Jacobi–Bellman (HJB) equation which arises in optimal control when the plant is modeled by nonlinear dynamics. The approximation is comprised of two steps. First, successive approximation is used to reduce the HJB equation to a sequence of linear partial differential equations. These equations are then approximated via the Galerkin spectral method. The resulting algorithm has several important advantages over previously reported methods. Namely, the resulting control is in feedback form and its associated region of attraction is well defined. In addition, all computations are performed off-line and the control can be made arbitrarily close to optimal. Accordingly, this paper presents a new tool for designing nonlinear control systems that adhere to a prescribed integral performance criterion.
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  • 42
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    Journal of optimization theory and applications 98 (1998), S. 161-173 
    ISSN: 1573-2878
    Schlagwort(e): Robust stabilization ; optimal control ; time-delay systems ; Razumikhin-type approach
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, using a Razumikhin-type approach, the stabilization of a class of uncertain nonlinear systems with time-varying delay is considered. The proposed controller is based on a specific optimal control problem. Global asymptotic stability is guaranteed for the proposed control if some algebraic condition is met. An example illustrates the use of the main result.
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  • 43
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    Mathematical methods of operations research 47 (1998), S. 355-400 
    ISSN: 1432-5217
    Schlagwort(e): sequential quadratic programming ; SQP method ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract Successful treatment of inconsistent QP problems is of major importance in the SQP method, since such occur quite often even for well behaved nonlinear programming problems. This paper presents a new technique for regularizing inconsistent QP problems, which compromises in its properties between the simple technique of Pantoja and Mayne [36] and the highly successful, but expensive one of Tone [47]. Global convergence of a corresponding algorithm is shown under reasonable weak conditions. Numerical results are reported which show that this technique, combined with a special method for the case of regular subproblems, is quite competitive to highly appreciated established ones.
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  • 44
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    Journal of optimization theory and applications 96 (1998), S. 507-532 
    ISSN: 1573-2878
    Schlagwort(e): Rigid bodies ; Hamilton–Jacobi equation ; Riccati equation ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we consider the problem of obtaining optimal controllers which minimize a quadratic cost function for the rotational motion of a rigid body. We are not concerned with the attitude of the body and consider only the evolution of the angular velocity as described by the Euler equations. We obtain conditions which guarantee the existence of linear stabilizing optimal and suboptimal controllers. These controllers have a very simple structure.
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  • 45
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    Journal of optimization theory and applications 97 (1998), S. 11-28 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; nonlinear dynamic systems ; transformations ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with optimization of a class of nonlinear dynamic systems with n states and m control inputs commanded to move between two fixed states in a prescribed time. Using conventional procedures with Lagrange multipliers, it is well known that the optimal trajectory is the solution of a two-point boundary-value problem. In this paper, a new procedure for dynamic optimization is presented which relies on tools of feedback linearization to transform nonlinear dynamic systems into linear systems. In this new form, the states and controls can be written as higher derivatives of a subset of the states. Using this new form, it is possible to change constrained dynamic optimization problems into unconstrained problems. The necessary conditions for optimality are then solved efficiently using weighted residual methods.
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  • 46
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    Journal of optimization theory and applications 98 (1998), S. 681-700 
    ISSN: 1573-2878
    Schlagwort(e): Manufacturing systems ; bang–bang control ; dynamic programming ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The system under consideration comprises n workstations in parallel and one assembly workstation. The workstations are either reliable or unreliable and the product demand is random. The n different type parts are processed first in the parallel workstations and then are joined in the assembly workstation. By minimizing the expected discounted cost, it is shown that the optimal control policy is of the bang–bang type and can be described by a set of switching manifolds. The structural properties of the optimal policy, such as monotonicity and asymptotic behavior, are investigated. These structural properties are very useful to find the optimal policy in large-size systems. Three numerical examples are given to demonstrate the results.
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  • 47
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    Journal of optimization theory and applications 98 (1998), S. 467-473 
    ISSN: 1573-2878
    Schlagwort(e): Lipschitzian stability ; strong regularity ; perturbations ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract For a nonlinear programming problem with a canonical perturbations, we give an elementary proof of the following result: If the Karush–Kuhn–Tucker map is locally single-valued and Lipschitz continuous, then the linear independence condition for the gradients of the active constraints and the strong second-order sufficient optimality condition hold.
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  • 48
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    Journal of optimization theory and applications 97 (1998), S. 281-297 
    ISSN: 1573-2878
    Schlagwort(e): Nonlinear ship steering dynamics ; optimal control ; saturation ; slew rate limitation ; sequential gradient-restoration algorithm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The steering control of a ship during a course-changing maneuver is formulated as a Bolza optimal control problem, which is solved via the sequential gradient-restoration algorithm (SGRA). Nonlinear differential equations describing the yaw dynamics of a steering ship are employed as the differential constraints, and both amplitude and slew rate limits on the rudder are imposed. Two performance indices are minimized: one measures the time integral of the squared course deviation between the actual ship course and a target course; the other measures the time integral of the absolute course deviation. Numerical results indicate that a smooth transition from the initial set course to the target course is achievable, with a trade-off between the speed of response and the amount of course angle overshoot.
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  • 49
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    Journal of optimization theory and applications 98 (1998), S. 83-108 
    ISSN: 1573-2878
    Schlagwort(e): Concave minimization ; reverse convex programs ; non-convex optimization ; global optimization ; test problems ; linear programming ; nonlinear programming ; computational experiments
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper presents a method for constructing test problems with known global solutions for concave minimization under linear constraints with an additional convex constraint and for reverse convex programs with an additional convex constraint. The importance of such a construction can be realized from the fact that the well known d.c. programming problem can be formulated in this form. Then, the method is further extended to generate test problems with more than one convex constraint, tight or untight at the global solution.
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  • 50
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    Applications of mathematics 42 (1997), S. 311-320 
    ISSN: 1572-9109
    Schlagwort(e): nonlinear programming ; constrained problems ; C 1,1 functions ; second order conditions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract To find nonlinear minimization problems are considered and standard C 2-regularity assumptions on the criterion function and constrained functions are reduced to C 1,1-regularity. With the aid of the generalized second order directional derivative for C 1,1 real-valued functions, a new second order necessary optimality condition and a new second order sufficient optimality condition for these problems are derived.
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  • 51
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    Acta applicandae mathematicae 46 (1997), S. 29-48 
    ISSN: 1572-9036
    Schlagwort(e): Hamilton–Jacobi–Bellman equations ; nonlinear potentials ; nonlinear PDE ; viscosity solutions ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A formal method of constructing the viscosity solutions for abstract nonlinear equations of Hamilton–Jacobi–Bellman (HJB) type was developed in the previous work of the author. A new advantage of this method (which was called an ‘nonlinear potentials’ method) is that it gives a possibility to choose at the first step an expected regularity of the solution and then – to construct this solution. This makes the whole procedure more simple because an analysis of regularity of viscosity solutions is usually the most complicated step. Nonlinear potentials method is a generalization of Krylov's approach to study HJB equations. In this article nonlinear potentials method is applied to elliptic degenerate HJB equations in Rd with variable coefficients.
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  • 52
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    Czechoslovak mathematical journal 47 (1997), S. 409-424 
    ISSN: 1572-9141
    Schlagwort(e): R δ-set ; homotopic ; contractible ; evolution triple ; evolution inclusion ; compact embedding ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In the paper we study the topological structure of the solution set of a class of nonlinear evolution inclusions. First we show that it is nonempty and compact in certain function spaces and that it depends in an upper semicontinuous way on the initial condition. Then by strengthening the hypothesis on the orientor field F(t, x), we are able to show that the solution set is in fact an R δ-set. Finally some applications to infinite dimensional control systems are also presented.
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  • 53
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    Acta mathematicae applicatae sinica 13 (1997), S. 342-352 
    ISSN: 1618-3932
    Schlagwort(e): Hopfield-type neural network ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A Hopfield-type neural network with adaptively changing synaptic weights and activation function parameters is presented to solve unconstrained nonlinear programming problems. The network performance is similar to that of the trust region method in the mathematical programming literature. There is a sub-network to solve quadratic programming problems with simple upper and lower bounds. By sequentially activating the sub-network under the control of an externul computer or a special analog or digital processor that adjusts the weights and parameters, the network solves a sequence of unconstrained nonlinear programming problems. Convergence proof and numerical results are given.
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  • 54
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    Applied mathematics and mechanics 18 (1997), S. 61-68 
    ISSN: 1573-2754
    Schlagwort(e): viscoplastic dynamics ; optimal control ; variational principle ; finite element method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract This paper presents the optimal control variational principle for Perzyna model which is one of the main constitutive relation of viscoplasticity in dynamics. And it could also be transformed to solve the parametric quadratic programming problem. The FEM form of this problem and its implementation have also been discussed in the paper.
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  • 55
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    Journal of optimization theory and applications 94 (1997), S. 533-560 
    ISSN: 1573-2878
    Schlagwort(e): Polynomial differential equations ; convergence of solutions ; neural network systems ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We study polynomial ordinary differential systems $$\dot M(t) = QM - M(M'QM){\text{, }}M(0) = M_0 ,t \geqslant 0,$$ whereQ≥0 is an n×n matrix and M(t) is an n×k matrix. It is proven that, as t grows to infinity, the solution M(t) tends to a limit BU, where U is a k×k orthogonal matrix and B is an n×k matrix whose columns are k pairwise orthogonal, normalized eigenvectors of Q. Moreover, for almost every M 0, these eigenvectors correspond to the k maximal eigenvalues of Q; for an arbitrary Q with independent columns, we provide a procedure of computing B by employing elementary matrix operations on M 0. This result is significant for the study of certain neural network systems, and in this context it shows that M(∞) provides a principal component analyzer.
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  • 56
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    Journal of optimization theory and applications 94 (1997), S. 311-334 
    ISSN: 1573-2878
    Schlagwort(e): Mixed penalty method ; Frank–Wolfe method ; optimal control ; relaxed control ; lumped systems ; distributed systems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider a general optimization problem which is an abstract formulation of a broad class of state-constrained optimal control problems in relaxed form. We describe a generalized mixed Frank–Wolfe penalty method for solving the problem and prove that, under appropriate assumptions, accumulation points of sequences constructed by this method satisfy the necessary conditions for optimality. The method is then applied to relaxed optimal control problems involving lumped as well as distributed parameter systems. Numerical examples are given.
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  • 57
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    Journal of optimization theory and applications 94 (1997), S. 619-634 
    ISSN: 1573-2878
    Schlagwort(e): Microeconomic models ; optimal control ; linear controls ; singular subarcs ; necessary conditions ; minimum principle as LP ; direct collocation method ; indirect multiple shooting method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract An optimal control problem with four linear controls describing a sophisticated concern model is investigated. The numerical solution of this problem by combination of a direct collocation and an indirect multiple shooting method is presented and discussed. The approximation provided by the direct method is used to estimate the switching structure caused by the four controls occurring linearly. The optimal controls have bang-bang subarcs as well as constrained and singular subarcs. The derivation of necessary conditions from optimal control theory is aimed at the subsequent application of an indirect multiple shooting method but is also interesting from a mathematical point of view. Due to the linear occurrence of the controls, the minimum principle leads to a linear programming problem. Therefore, the Karush–Kuhn–Tucker conditions can be used for an optimality check of the solution obtained by the indirect method.
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  • 58
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    Mathematical methods of operations research 46 (1997), S. 287-307 
    ISSN: 1432-5217
    Schlagwort(e): Reliability-based optimization ; structural reliability ; cost function ; nonlinear programming ; Monte Carlo simulation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract A method to carry out a Reliability-Based Optimization (RBO) of especially nonlinear structural systems is introduced. Statistical uncertainties involving both structural and loading properties are considered. The concept is based on the separation of structural reliability analyses and the optimization procedures. Two approaches are discussed, depending on the interaction of reliability analysis and mathematical programming and the way of representation of the limit state functions (LSF) of the structure. As, for cases of practical significance, the LSF is known only pointwise it is approximated by Response Surfaces (RS). For the response calculations Finite Element (FE) procedures are utilized. Failure probabilities are determined by applying variance reducing Monte Carlo simulation (MCS) techniques such as Importance Sampling (IS). Following the reliability analysis, the optimization procedure is controlled by the NLPQL algorithm. A numerical example in terms of a template ocean platform exemplifies the procedures.
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  • 59
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    Journal of optimization theory and applications 92 (1997), S. 161-188 
    ISSN: 1573-2878
    Schlagwort(e): Production planning ; stochastic dynamic programming ; vanishing discount approach ; optimal control ; long-run average cost
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is concerned with the optimal production planning in a dynamic stochastic manufacturing system consisting of a single machine that is failure prone and facing a constant demand. The objective is to choose the rate of production over time in order to minimize the long-run average cost of production and surplus. The analysis proceeds with a study of the corresponding problem with a discounted cost. It is shown using the vanishing discount approach that the Hamilton–Jacobi–Bellman equation for the average cost problem has a solution giving rise to the minimal average cost and the so-called potential function. The result helps in establishing a verification theorem. Finally, the optimal control policy is specified in terms of the potential function.
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  • 60
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    Journal of optimization theory and applications 93 (1997), S. 27-51 
    ISSN: 1573-2878
    Schlagwort(e): Robust control ; multiobjective control ; optimal control ; $$\ell _1 $$ –control ; computational methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we study the $$\ell _1 $$ -optimal control problem with additional constraints on the magnitude of the closed-loop frequency response. In particular, we study the case of magnitude constraints at fixed frequency points (a finite number of such constraints can be used to approximate an $$H_\infty $$ -norm constraint). In previous work, we have shown that the primal-dual formulation for this problem has no duality gap and both primal and dual problems are equivalent to convex, possibly infinite-dimensional, optimization problems with LMI constraints. Here, we study the effect of approximating the convex magnitude constraints with a finite number of linear constraints and provide a bound on the accuracy of the approximation. The resulting problems are linear programs. In the one-block case, both primal and dual programs are semi-infinite dimensional. The optimal cost can be approximated, arbitrarily well from above and within any predefined accuracy from below, by the solutions of finite-dimensional linear programs. In the multiblock case, the approximate LP problem (as well as the exact LMI problem) is infinite-dimensional in both the variables and the constraints. We show that the standard finite-dimensional approximation method, based on approximating the dual linear programming problem by sequences of finite-support problems, may fail to converge to the optimal cost of the infinite-dimensional problem.
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  • 61
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    Journal of optimization theory and applications 92 (1997), S. 543-579 
    ISSN: 1573-2878
    Schlagwort(e): Recursive quadratic programming ; exact penalty functions ; nonlinear programming ; constrained optimization ; regularity conditions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A new, robust recursive quadratic programming algorithm model based on a continuously differentiable merit function is introduced. The algorithm is globally and superlinearly convergent, uses automatic rules for choosing the penalty parameter, and can efficiently cope with the possible inconsistency of the quadratic search subproblem. The properties of the algorithm are studied under weak a priori assumptions; in particular, the superlinear convergence rate is established without requiring strict complementarity. The behavior of the algorithm is also investigated in the case where not all of the assumptions are met. The focus of the paper is on theoretical issues; nevertheless, the analysis carried out and the solutions proposed pave the way to new and more robust RQP codes than those presently available.
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  • 62
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    Journal of optimization theory and applications 95 (1997), S. 565-580 
    ISSN: 1573-2878
    Schlagwort(e): Brownian motion ; diffusion processes ; observers ; dynamic sampling ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Dynamic sampling utilizes the option of varying the sampling rates according to the situation of the systems, thus obtaining procedures with improved efficiencies. In this paper, the technique is applied to a typical problem in optimal control theory, that of tracking and controlling the position of an object. It is shown that the dynamic sampling results in a significantly improved procedure for this case, even when applying a suboptimal policy which can be analyzed in closed form.
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  • 63
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    Journal of optimization theory and applications 95 (1997), S. 545-563 
    ISSN: 1573-2878
    Schlagwort(e): Global optimization ; real life problems ; pig liver likelihood function ; many-body potential function ; tank reactor ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We describe global optimization problems from three different fields representing many-body potentials in physical chemistry, optimal control of a chemical reactor, and fitting a statistical model to empirical data. Historical background for each of the problems as well as the practical significance of the first two are given. The problems are solved by using eight recently developed stochastic global optimization algorithms representing controlled random search (4 algorithms), simulated annealing (2 algorithms), and clustering (2 algorithms). The results are discussed, and the importance of global optimization in each respective field is focused.
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  • 64
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    Stochastic environmental research and risk assessment 10 (1996), S. 167-186 
    ISSN: 1436-3259
    Schlagwort(e): Reservoir stochastic theory ; reliability ; mean ; variance ; indicator function ; storage bounds ; nonlinear programming ; simulation
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Architektur, Bauingenieurwesen, Vermessung , Energietechnik , Geographie , Geologie und Paläontologie
    Notizen: Abstract A new formulation is presented for the analysis of reservoir systems synthesizing concepts from the traditional stochastic theory of reservoir storage, moments analysis and reliability programming. The analysis is based on the development of the first and second moments for the stochastic storage state variable. These expressions include terms for the failure probabilities (probabilities of spill or deficit) and consider the storage bounds explicitly. Using this analysis, expected values of the storage state, variances of storage, optimal release policies and failure probabilities — useful information in the context of reservoir operations and design, can be obtained from a nonlinear programming solution. The solutions developed from studies of single reservoir operations on both an annual and monthly basis, compare favorably with those obtained from simulation. The presentation herein is directed to both traditional reservoir storage theorists who are interested in the design of a reservoir and modern reservoir analysts who are interested in the long term operation of reservoirs.
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  • 65
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    Mathematical notes 60 (1996), S. 383-388 
    ISSN: 1573-8876
    Schlagwort(e): optimal control ; nonlinear singular system ; state constraints ; penalty method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A control system described by a nonlinear equation of parabolic type is considered in the situation where there may be no global solution. A particular optimal control problem subject to state constraints is studied. A proof of the existence of an optimal control is presented. The penalty method is used to obtain necessary conditions for optimal control. A proof of the convergence of this method is given. The successive approximation method is used to obtain an approximate solution for the conditions derived.
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  • 66
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    Journal of optimization theory and applications 88 (1996), S. 671-688 
    ISSN: 1573-2878
    Schlagwort(e): Infinite-horizon problems ; optimal control ; transversality condition ; stability ; Lyapunov exponents
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We present necessary conditions of optimality for an infinitehorizon optimal control problem. The transversality condition is derived with the help of stability theory and is formulated in terms of the Lyapunov exponents of solutions to the adjoint equation. A problem without an exponential factor in the integral functional is considered. Necessary and sufficient conditions of optimality are proved for linear quadratic problems with conelike control constraints.
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  • 67
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    Journal of global optimization 9 (1996), S. 183-216 
    ISSN: 1573-2916
    Schlagwort(e): Dynamic setups ; production and setup control ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with the optimal control of a one-machine two-product manufacturing system with setup changes, operating in a continuous time dynamic environment. The system is deterministic. When production is switched from one product to the other, a known constant setup time and a setup cost are incurred. Each product has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a feedback control problem. The objective is to minimize the total backlog, inventory and setup costs incurred over a finite horizon. The optimal solution provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady state, the optimal cyclic schedule is determined. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region, the optimal control policy is determined analytically.
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  • 68
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    Journal of optimization theory and applications 89 (1996), S. 507-541 
    ISSN: 1573-2878
    Schlagwort(e): Interior-point methods ; primal-dual methods ; nonlinear programming ; superlinear and quadratic convergence ; global convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this work, we first study in detail the formulation of the primal-dual interior-point method for linear programming. We show that, contrary to popular belief, it cannot be viewed as a damped Newton method applied to the Karush-Kuhn-Tucker conditions for the logarithmic barrier function problem. Next, we extend the formulation to general nonlinear programming, and then validate this extension by demonstrating that this algorithm can be implemented so that it is locally and Q-quadratically convergent under only the standard Newton method assumptions. We also establish a global convergence theory for this algorithm and include promising numerical experimentation.
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  • 69
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    Journal of optimization theory and applications 88 (1996), S. 503-539 
    ISSN: 1573-2878
    Schlagwort(e): Planar interception ; fixed end conditions ; optimal control ; singular perturbations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A planar constant-speed interception with prescribed end conditions is analyzed. The performance index is the time of capture penalized by the control energy. For this problem, the optimal control of the pursuer is obtained in closed form, based on solving a set of nonlinear algebraic equations involving elliptic integrals. The construction of the solution is inspired by the singularly perturbed structure of the nondimensional equations of motion.
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  • 70
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    Journal of global optimization 8 (1996), S. 349-378 
    ISSN: 1573-2916
    Schlagwort(e): Dynamic setups ; setup and production flow control ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with the optimal scheduling of a one-machine two-product manufacturing system with setup, operating in a continuous time dynamic environment. The machine is reliable. A known constant setup time is incurred when switching over from a part to the other. Each part has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a production flow control problem. The objective is to minimize the sum of the backlog and inventory costs incurred over a finite planning horizon. The global optimal solution, expressed as an optimal feedback control law, provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady-state, the optimal cyclic schedule (Limit Cycle) is determined. This is equivalent to solving a one-machine two-product Lot Scheduling Problem. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region is associated an optimal control policy. A novel algorithm (Direction Sweeping Algorithm) is developed to obtain the optimal state trajectory (optimal policy that minimizes the sum of inventory and backlog costs) for this last case.
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  • 71
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    Journal of global optimization 8 (1996), S. 349-378 
    ISSN: 1573-2916
    Schlagwort(e): Dynamic setups ; setup and production flow control ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with the optimal scheduling of a one-machine two-product manufacturing system with setup, operating in a continuous time dynamic environment. The machine is reliable. A known constant setup time is incurred when switching over from a part to the other. Each part has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a production flow control problem. The objective is to minimize the sum of the backlog and inventory costs incurred over a finite planning horizon. The global optimal solution, expressed as an optimal feedback control law, provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady-state, the optimal cyclic schedule (Limit Cycle) is determined. This is equivalent to solving a one-machine two-product Lot Scheduling Problem. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region is associated an optimal control policy. A novel algorithm (Direction Sweeping Algorithm) is developed to obtain the optimal state trajectory (optimal policy that minimizes the sum of inventory and backlog costs) for this last case.
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  • 72
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    Journal of optimization theory and applications 88 (1996), S. 25-59 
    ISSN: 1573-2878
    Schlagwort(e): Distributed-parameter systems ; maximum principle ; optimal control ; state constraints
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider optimal control problems for distributed-parameter systems described by semilinear equations, with constraints on the control and on the state, and an exact pointwise target condition. As an application of a general theory of nonlinear programming problems in Banach spaces, a version of the Pontryagin maximum principle is obtained.
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  • 73
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    Journal of optimization theory and applications 88 (1996), S. 247-249 
    ISSN: 1573-2878
    Schlagwort(e): Control theory ; singular control ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Recently published results of Gift (Ref. 1) are concerned with the necessary conditions for singular optimal control problems (in the sense of Pontryagin's minimum principle). However, those results are incorrect. An illustrative counterexample is given here.
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  • 74
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    Journal of optimization theory and applications 90 (1996), S. 555-580 
    ISSN: 1573-2878
    Schlagwort(e): Marginal functions ; directional derivatives ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is concerned with the Hölder properties of optimal solutions of a nonlinear programming problem with perturbations in some fixed direction. The Hölder property is used to obtain the directional derivative for the marginal function.
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  • 75
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    Journal of global optimization 9 (1996), S. 153-167 
    ISSN: 1573-2916
    Schlagwort(e): Reverse convex programs ; nonconvex optimization ; global optimization ; test problem generation ; linear programming ; nonlinear programming ; computational experiments
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper presents computational experience with a rather straight forward implementation of an edge search algorithm for obtaining the globally optimal solution for linear programs with an additional reverse convex constraint. The paper's purpose is to provide a collection of problems, with known optimal solutions, and performance information for an edge search implementation so that researchers may have some benchmarks with which to compare new methods for reverse convex programs or concave minimization problems. There appears to be nothing in the literature that provides computational experience with a basic edge search procedure. The edge search implementation uses a depth first strategy. As such, this paper's implementation of the edge search algorithm is a modification of Hillestad's algorithm [11]. A variety of test problems is generated by using a modification of the method of Sung and Rosen [20], as well as a new method that is presented in this paper. Test problems presented may be obtained at ftp://newton.ee.ucla.edu/nonconvex/pub/.
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  • 76
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    Applied mathematics and mechanics 16 (1995), S. 515-520 
    ISSN: 1573-2754
    Schlagwort(e): singular perturbation ; nonlinear state regulator ; optimal control ; diagonalization technique
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract This paper will seek the optimal control and corresponding trajectories of the singularly perturbed nonlinear state regulator problem. Under appropriate hypotheses, it will be possible to complete an asymptotic solution which is uniformly valid when σ→0.
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  • 77
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    Discrete event dynamic systems 5 (1995), S. 343-355 
    ISSN: 1573-7594
    Schlagwort(e): optimal control ; FMS scheduling ; maximum principle ; instant setups
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A continuous time dynamic model of discrete scheduling problems for a large class of manufacturing systems is considered in the present paper. The realistic manufacturing based on multi-level bills of materials, flexible machines, controllable buffers and deterministic demand profiles is modeled in the canonical form of optimal control. Carrying buffer costs are minimized by controlling production rates of all machines that can be set up instantly. The maximum principle for the model is studied and properties of the optimal production regimes are revealed. The solution method developed rests on the iterative approach generalizing the method of projected gradient, but takes advantage of the analytical properties of the optimal solution to reduce significantly computational efforts. Computational experiments presented demonstrate effectiveness of the approach in comparison with pure iterative method.
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  • 78
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    Journal of optimization theory and applications 86 (1995), S. 251-261 
    ISSN: 1573-2878
    Schlagwort(e): Degenerate diffusions ; ergodic control ; optimal control ; Markov control ; stationary solutions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is established for various interesting classes of solutions.
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  • 79
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    Journal of optimization theory and applications 87 (1995), S. 33-45 
    ISSN: 1573-2878
    Schlagwort(e): Maximum principle ; distributed-parameter systems ; optimal control ; structural control ; hyperbolic partial differential equations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A maximum principle is developed for a class of problems involving the optimal control of a damped-parameter system governed by a linear hyperbolic equation in one space dimension that is not necessarily separable. A convex index of performance is formulated, which consists of functionals of the state variable, its first- and second-order space derivatives, its first-order time derivative, and a penalty functional involving the open-loop control force. The solution of the optimal control problem is shown to be unique. The adjoint operator is determined, and a maximum principle relating the control function to the adjoint variable is stated. The proof of the maximum principle is given with the help of convexity arguments. The maximum principle can be used to compute the optimal control function and is particularly suitable for problems involving the active control of structural elements for vibration suppression.
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  • 80
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    Journal of optimization theory and applications 87 (1995), S. 235-267 
    ISSN: 1573-2878
    Schlagwort(e): Sampled-data systems ; multivariable control systems ; robust control ; multirate controllers ; control systems design ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper deals with the problem of designing multirate-output contrlleers for sampled-dataH ∞-optimal control of linear continuous-time systems. Two formulations of the problem are studied. In the first, the intersample behavior of the disturbance and the controlled output signals is not considered, whereas in the second the continuous-time nature of these signals is taken into account. It is shown that, in both cases and unter appropriate conditions, it is plausible to reduce the repective initial problem to an associated discrete-timeH ∞-optimization problem for which a fictitious static state feedback controller is to be designed. This fact has a beneficial influence on the theoretical and numerical complexity of the problem, since only one algebraic Riccati equation is to be solved here, as compared to two algebraic Riccati equations needed in known techniques concerning theH ∞-optimization problem with dynamic measurement feedback.
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  • 81
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    Journal of optimization theory and applications 86 (1995), S. 407-420 
    ISSN: 1573-2878
    Schlagwort(e): Convex optimization ; interior-point methods ; nonlinear programming ; Newton's method ; method of centers
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we propose an interior-point method for minimizing a convex function subject to linear constraints. Our method employs ideas from a previously studied method due to Fan and Nekooie in a different context. Under certain assumptions, we show that the proposed method has a fast rate of convergence. A numerical example is included to illustrate the method.
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  • 82
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    Journal of optimization theory and applications 87 (1995), S. 121-140 
    ISSN: 1573-2878
    Schlagwort(e): Dynamic programming ; feedback control ; invariant imbedding ; optimal control ; parallel computing
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper investigates related areas such as invariant imbedding, state feedback, and numerical and parallel methods in order to specify the range of control problems amenable to a dynamic programming approach. Several forms of functional equations are classified according to different applications of the invariant imbedding principle and corresponding closed-loop control structures. Computational methods to implement these algorithms are described, and a complexity analysis is made to determine their effectiveness and to explain their application domain. The design of parallel algorithms is also considered. Alternative descriptions are compared; the frame of a distributed computational method delivering tabular feedback solutions is highlighted.
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  • 83
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    Journal of optimization theory and applications 87 (1995), S. 167-195 
    ISSN: 1573-2878
    Schlagwort(e): Calculus of variations ; optimal control ; convex duality ; time delays
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps.
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  • 84
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    Journal of optimization theory and applications 87 (1995), S. 287-300 
    ISSN: 1573-2878
    Schlagwort(e): Maximum principle ; optimal control ; vibrating beams ; structural control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The optimal open-loop control of a beam subject to initial disturbances is studied by means of a maximum principle developed for hyperbolic partial differential equations in one space dimension. The cost functional representing the dynamic response of the beam is taken as quadratic in the displacement and its space and time derivatives. The objective of the control is to minimize a performance index consisting of the cost functional and a penalty term involving the control function. Application of the maximum principle leads to boundary-value problems for hyperbolic partial differential equations subject to initial and terminal conditions. The explicit solution of this system is obtained yielding the expressions for the state and optimal control functions. The behavior of the controlled and uncontrolled beam is studied numerically, and the effectiveness of the proposed control is illustrated.
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  • 85
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    Journal of optimization theory and applications 87 (1995), S. 487-515 
    ISSN: 1573-2878
    Schlagwort(e): Controllability ; primer vectors ; rendezvous maneuvers ; power-limited spacecraft ; bounded control ; optimal control ; linearquadratic problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The solution of the fixed-time optimal power-limited rendezvous with a general linear system of ordinary differential equations and a bound on the magnitude of the applied thrust is presented. Necessary and sufficient conditions for thrust saturation in an optimal solution are included. Because of the generality of the linear system of equations of motion, controllability considerations are required for a complete solution of this problem. It is shown that the condition of controllability can be defined completely in terms of a class of primer vectors associated with this problem. Moreover, it is shown that two distinct versions of the primer vector appear in this problem. Therefore, there is not a unique primer vector associated with every rendezvous problem. The work is applied to the problem of the rendezvous of a spacecraft near a satellite in circular orbit. The optimal rendezvous trajectory is determined by the interaction of a primer vector and the bound on the thrust magnitude. The results of computer simulations are presented graphically.
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  • 86
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    Journal of optimization theory and applications 85 (1995), S. 309-324 
    ISSN: 1573-2878
    Schlagwort(e): Nonconvex optimization ; nonlinear programming ; saddle points ; duality ; primal-dual methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract By an equivalent transformation using thepth power of the objective function and the constraint, a saddle point can be generated for a general class of nonconvex optimization problems. Zero duality gap is thus guaranteed when the primal-dual method is applied to the constructed equivalent form.
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  • 87
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    Journal of optimization theory and applications 85 (1995), S. 1-19 
    ISSN: 1573-2878
    Schlagwort(e): Minimum-time problem ; optimal control ; bobsled steering
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Minimum-time and smooth-steering control algorithms are developed for bobsled optimal control. Numerical solutions are obtained both for one-curve optimal control and whole-course piecewise optimal control with application to realistic three-dimensional track surface shapes. Specific results are calculated for the Lillehammer Olympic Track.
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  • 88
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    Journal of optimization theory and applications 85 (1995), S. 575-591 
    ISSN: 1573-2878
    Schlagwort(e): Trust-region methods ; constrained optimization ; Celis-Dennis-Tapia algorithm ; successive quadratic programming algorithm ; nonlinear programming ; computational comparisons
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we study a modification of the Celis-Dennis-Tapia trust-region subproblem, which is obtained by replacing thel 2-norm with a polyhedral norm. The polyhedral norm Celis-Dennis-Tapia (CDT) subproblem can be solved using a standard quadratic programming code. We include computational results which compare the performance of the polyhedral-norm CDT trust-region algorithm with the performance of existing codes. The numerical results validate the effectiveness of the approach. These results show that there is not much loss of robustness or speed and suggest that the polyhedral-norm CDT algorithm may be a viable alternative. The topic merits further investigation.
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  • 89
    Digitale Medien
    Digitale Medien
    Springer
    Acta mathematicae applicatae sinica 10 (1994), S. 90-101 
    ISSN: 1618-3932
    Schlagwort(e): Degeneracy ; reduced gradient algorithms ; pivoting operation ; global convergence ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper we discuss the degeneracy in nonlinear programming with linear constraints, and give a technique for dealing with degeneracy in a general model of reduced gradient algorithms. Under the assumption that the objective function is continuously differentiable, we prove that either the iterative sequence {x k} generated by the method terminates at a Kuhn-Tucker point after a finite number of iterations, or any cluster point of the sequence {x k} is a Kuhn-Tucker point.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 90
    Digitale Medien
    Digitale Medien
    Springer
    Transport in porous media 15 (1994), S. 129-150 
    ISSN: 1573-1634
    Schlagwort(e): Least-squares ; optimal control ; advection-dispersion equations ; quasi-Newton conjugate gradients techniques
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Geologie und Paläontologie , Technik allgemein
    Notizen: Abstract This paper discusses the numerical solution of advection dispersion equations using an Optimal control,H 1, least-squares formulation, associated with a quasi-Newton conjugate gradient algorithm. The suggested algorithm represents an extension of the method proposed by Bristeauxet al., for the solution of nonlinear fluid flow problems. At each time step, the discretized differential equation is transformed into an optimal control problem. This problem is then stated as an equivalent minimization one, whose objective function allows the capture of the advective behavior of the equation for high values of the Pe number. A general presentation is made of the optimization algorithm. Validation runs, for a one-dimensional example, show fairly accurate results for a wide range of Péclet and Courant numbers. Comparisons with several numerical schemes are also presented.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 91
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 81 (1994), S. 591-618 
    ISSN: 1573-2878
    Schlagwort(e): Machine maintenance ; optimal machine replacement policies ; optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper addresses a finite-horizon profit maximization three-machine replacement problem. More precisely, a model is formulated allowing for preventive maintenance to slow down machine quality and profit reduction caused by obsolescence, to determine the timing of replacing an existing machine by another available machine with improved technology. This decision is considered under uncertainty regarding the introduction time of a machine with a not-yetachieved technology. Given an exponential probability distribution function of the introduction time, the optimality of a bang-bang nonincreasing preventive maintenance control is shown. Moreover, subproblems maximizing the expected discounted profit are analyzed. Closed-form solutions are provided to compare machines of different technologies and to derive an analytical sensitivity analysis concerned with many issues related to the problem. The results are not necessarily intuitive and simple. For example, different relationships between the planning horizon and the preventive maintenance switching time are presented for the three-machine problem versus the single-machine problem. The focus of this paper is on the formulation and the analytical analysis of the problem rather than on its computational aspects.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 92
    Digitale Medien
    Digitale Medien
    Springer
    Applied mathematics and mechanics 15 (1994), S. 713-719 
    ISSN: 1573-2754
    Schlagwort(e): optimal control ; perturbation techniques ; partial differential equations
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Maschinenbau , Mathematik , Physik
    Notizen: Abstract In this paper, the various problems associated with the optimal control of systems governed by partial differential equations are introduced by using singularly perturbed methods for analysis based on state equations, or the cost function and also state equations defined in perturbed domains.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 93
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 80 (1994), S. 261-272 
    ISSN: 1573-2878
    Schlagwort(e): Uncertain evolution equations ; strongly nonlinear systems ; monotone operators ; optimal control ; existence of optimal controls
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we consider a minimax problem of optimal control for a class of strongly nonlinear uncertain evolution equations on a Banach space. We prove the existence of optimal controls. A nontrivial example of a class of systems governed by a nonlinear partial differential equation with uncertain spatial parameters is presented for illustration.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 94
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 80 (1994), S. 537-549 
    ISSN: 1573-2878
    Schlagwort(e): Closed sets ; infinitely differentiable functions ; constraint qualifications ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We establish a smooth positive extension theorem: Given any closed subset of a finite-dimensional real Euclidean space, a function zero on the closed set can be extended to a function smooth on the whole space and positive on the complement of the closed set. This result was stimulated by nonlinear programming. We give several applications of this result to nonlinear programming.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 95
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 81 (1994), S. 343-354 
    ISSN: 1573-2878
    Schlagwort(e): Reverse convex programming ; nonconvex programming ; nonlinear programming ; linear programming ; test problems ; global optimization
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A method of constructing test problems with known global solution for a class of reverse convex programs or linear programs with an additional reverse convex constraint is presented. The initial polyhedron is assumed to be a hypercube. The method then systematically generates cuts that slice the cube in such a way that a prespecified global solution on its edge remains intact. The proposed method does not require the solution of linear programs or systems of linear equations as is often required by existing techniques.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 96
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 83 (1994), S. 27-47 
    ISSN: 1573-2878
    Schlagwort(e): Quasi-Newton updates ; Broyden family ; variable metric methods ; unconstrained optimization ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Variable metric methods from the Broyden family are well known and commonly used for unconstrained minimization. These methods have good theoretical and practical convergence properties which depend on a selection of free parameters. We demonstrate, using extensive computational experiments, the influence of both the Biggs stabilization parameter and Oren scaling parameter on 12 individual variable metric updates, two of which are new. This paper focuses on a class of variable metric updates belonging to the so-called preconvex part of the Broyden family. These methods outperform the more familiar BFGS method. We also experimentally demonstrate the efficiency of the controlled scaling strategy for problems of sufficient size and sparsity.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 97
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 61 (1993), S. 377-384 
    ISSN: 1436-4646
    Schlagwort(e): Perturbed convex programs ; interval analysis ; sensitivity analysis ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract Several authors have used interval arithmetic to deal with parametric or sensitivity analysis in mathematical programming problems. Several reported computational experiments have shown how interval arithmetic can provide such results. However, there has not been a characterization of the resulting solution interval in terms of the usual sensitivity analysis results. This paper presents a characterization of perturbed convex programs and the resulting solution intervals. Interval arithmetic was developed as a mechanism for dealing with the inherent error associated with numerical computations using a computational device. Here it is used to describe error in the parameters. We show that, for convex programs, the resulting solution intervals can be characterized in terms of the usual sensitivity analysis results. It has been often reported in the literature that even well behaved convex problems can exhibit pathological behavior in the presence of data perturbations. This paper uses interval arithmetic to deal with such problems, and to characterize the behavior of the perturbed problem in the resulting interval. These results form the foundation for future computational studies using interval arithmetic to do nonlinear parametric analysis.
    Materialart: Digitale Medien
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  • 98
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 62 (1993), S. 415-425 
    ISSN: 1436-4646
    Schlagwort(e): 90C20 ; 90C30 ; 90C31 ; 90C33 ; Normal maps ; nonsingularity ; sensitivity analysis ; nonlinear programming ; quadratic programming ; complementarity
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract Normal maps are single-valued, generally nonsmooth functions expressing conditions for the solution of variational problems such as those of optimization or equilibrium. Normal maps arising from linear transformations are particularly important, both in their own right and as predictors of the behavior of related nonlinear normal maps. They are called (locally or globally)nonsingular if the functions appearing in them are (local or global) homeomorphisms satisfying a Lipschitz condition. We show here that when the linear transformation giving rise to such a normal map has a certain symmetry property, the necessary and sufficient condition for nonsingularity takes a particularly simple and convenient form, being simply a positive definiteness condition on a certain subspace.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 99
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 61 (1993), S. 89-110 
    ISSN: 1436-4646
    Schlagwort(e): Multiobjective programming ; efficiency ; weak-efficiency ; nonlinear programming ; nonconvex programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract The nonconvex programming problem of minimizing a quasi-concave function over an efficient (or weakly efficient) set of a multiobjective linear program is studied. A cutting plane algorithm which finds an approximate optimal solution in a finite number of steps is developed. For the particular “all linear” case the algorithm performs better, finding an optimal solution in a finite time, and being more easily implemented.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 100
    Digitale Medien
    Digitale Medien
    Springer
    Annals of operations research 46-47 (1993), S. 61-80 
    ISSN: 1572-9338
    Schlagwort(e): Degeneracy ; regularity condition ; sensitivity and stability analysis ; nonlinear programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract We study notions of nondegeneracy and several levels of increasing degeneracy from the perspective of the local behavior of a local solution of a nonlinear program when problem parameters are slightly perturbed. Ideal nondegeneracy at a local minimizer is taken to mean satisfaction of second order sufficient conditions, linear independence and strict complimentary slackness. Following a brief exploration of the relationship of these conditions with the classical definition of nondegeneracy in linear programming, we recall a number of optimality and regularity conditions used to attempt to resolve degeneracy and survey results of Fiacco, McCormick, Robinson, Kojima, Gauvin and Janin, Shapiro, Kyparisis and Liu. This overview may be viewed as a structured survey of sensitivity and stability results: the focus is on progressive levels of degeneracy. We note connections of nondegeneracy with the convergence of algorithms and observe the striking parallel between the effects of nondegeneracy and degeneracy on optimality conditions, stability analysis and algorithmic convergence behavior. Although our orientation here is primarily interpretive and noncritical, we conclude that more effort is needed to unify optimality, stability and convergence theory and more results are needed in all three areas for radically degenerate problems.
    Materialart: Digitale Medien
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