ALBERT

All Library Books, journals and Electronic Records Telegrafenberg

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • Articles  (21)
  • Nonlinear programming  (21)
  • 1975-1979  (21)
  • 1945-1949
  • Mathematics  (21)
  • Sociology
  • Architecture, Civil Engineering, Surveying
Collection
  • Articles  (21)
Publisher
Years
Year
Topic
  • Mathematics  (21)
  • Sociology
  • Architecture, Civil Engineering, Surveying
  • Computer Science  (3)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 12 (1977), S. 281-284 
    ISSN: 1436-4646
    Keywords: Nonlinear programming ; Augmented Lagrangian functions ; Sensitivity analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 13 (1977), S. 140-155 
    ISSN: 1436-4646
    Keywords: Minimax optimization ; Nonlinear programming ; Computer-aided network design
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A constrained minimax problem is converted to minimization of a sequence of unconstrained and continuously differentiable functions in a manner similar to Morrison's method for constrained optimization. One can thus apply any efficient gradient minimization technique to do the unconstrained minimization at each step of the sequence. Based on this approach, two algorithms are proposed, where the first one is simpler to program, and the second one is faster in general. To show the efficiency of the algorithms even for unconstrained problems, examples are taken to compare the two algorithms with recent methods in the literature. It is found that the second algorithm converges faster with respect to the other methods. Several constrained examples are also tried and the results are presented.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 13 (1977), S. 49-68 
    ISSN: 1436-4646
    Keywords: Algorithm ; APL-code ; Barycentric representation ; Decomposition ; Nonlinear programming ; Pseudo-concave objective ; Simplex
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Simplicial decomposition is a special version of the Dantzig—Wolfe decomposition principle, based on Carathéodory's theorem. The associated class of algorithms has the following features and advantages: The master and the subprogram are constructed without dual variables; the methods remain therefore well-defined for non-concave objective functions, and pseudo-concavity suffices for convergence to global maxima. The subprogram produces affinely independent sets of feasible generator points defining simplices, which the master program keeps minimal by dropping redundant generator points and finding maximizers in the relative interiors of the resulting subsimplices. The use of parallel subspaces allows the direct application of any unrestricted optimization method in the master program; thus the best unconstrained procedure for any type of objective function can be used to find constrained maximizers for it. The paper presents the theory for this class of algorithms, the APL-code of a “demonstration” method and some computational experience with Colville's test problems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 20 (1976), S. 81-110 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; Lagrange multipliers ; existence theorems ; Banach spaces
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper deals with the existence of Lagrange multipliers for a general nonlinear programming problem. Some regularity conditions are formulated which are, in a sense, the weakest to assure the existence of multipliers. A number of related conditions are discussed. The connection between the choice of suitable function spaces and the existence of multipliers is analyzed.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 21 (1977), S. 121-135 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; max-min problems ; Lagrange multiplier technique ; Newton's method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Our aim here is to present numerical methods for solving a general nonlinear programming problem. These methods are based on transformation of a given constrained minimization problem into an unconstrained maximin problem. This transformation is done by using a generalized Lagrange multiplier technique. Such an approach permits us to use Newton's and gradient methods for nonlinear programming. Convergence proofs are provided, and some numerical results are given.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 21 (1977), S. 251-259 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; variable-metric methods ; parameter optimization ; function minimization ; mathematical programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Variable-metric methods are presented which do not need an accurate one-dimensional search and eliminate roundoff error problems which can occur in updating the metric for large-dimension systems. The methods are based on updating the square root of the metric, so that a positive-definite metric always results. The disadvantage of intentionally relaxing the accuracy of the one-dimensional search is that the number of iterations (and hence, gradient evaluations) increases. For problems involving a large number of variables, the square-root method is presented in a triangular form to reduce the amount of computation. Also, for usual optimization problems, the square-root procedure can be carried out entirely in terms of the metric, eliminating storage and computer time associated with computations of the square root of the metric.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 21 (1977), S. 235-239 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; computing methods ; Lagrange multiplier estimates ; bounded variables ; large-scale problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Some recent methods for solving nonlinear programming problems make use of estimates of the Lagrange multipliers. These estimates are usually calculated by solving a system oft linear equations, wheret is the number of active constraints. It is shown that, when a large proportion of the active constraints consists of simple upper or lower bounds on the variables, then computational effort can be saved by means of a reorganization of this linear system.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 26 (1978), S. 185-203 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; geometric programming ; computation ; comparisons
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Numerous algorithms for the solution of geometric programs have been reported in the literature. Nearly all are based on the use of conventional programming techniques specialized to exploit the characteristic structure of either the primal or the dual or a transformed primal problem. This paper attempts to elucidate, via computational comparisons, whether a primal, a dual, or a transformed primal solution approach is to be preferred.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 9
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 27 (1979), S. 495-508 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; penalty function methods ; Lagrange multipliers ; superlinearly convergent algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Recently, Kort and Bertsekas (Ref. 1) and Hartman (Ref. 2) presented independently a new penalty function algorithm of exponential type for solving inequality-constrained minimization problems. The main purpose of this work is to give a proof on the rate of convergence of a modification of the exponential penalty method proposed by these authors. We show that the sequence of points generated by the modified algorithm converges to the solution of the original nonconvex problem linearly and that the sequence of estimates of the optimal Lagrange multiplier converges to this multiplier superlinearly. The question of convergence of the modified method is discussed. The present paper hinges on ideas of Mangasarian (Ref. 3), but the case considered here is not covered by Mangasarian's theory.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 10
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 28 (1979), S. 135-156 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; constrained optimization ; augmented Lagrangians ; quasi-Newton methods ; rate of convergence ; penalty functions ; Lagrange multipliers
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The convergence properties of different updating methods for the multipliers in augmented Lagrangians are considered. It is assumed that the updating of the multipliers takes place after each line search of a quasi-Newton method. Two of the updating methods are shown to be linearly convergent locally, while a third method has superlinear convergence locally. Modifications of the algorithms to ensure global convergence are considered. The results of a computational comparison with other methods are presented.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 11
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 28 (1979), S. 331-352 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; mathematical programming ; outer approximation algorithm ; computer-aided design ; design problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper presents an implementable algorithm of the outer approximations type for solving nonlinear programming problems with functional inequality constraints. The algorithm was motivated by engineering design problems in circuit tolerancing, multivariable control, and shock-resistant structures.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 12
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 29 (1979), S. 199-213 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; approximation of functions ; Tchebycheff polynomials ; infinitely differentiable functions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A nonnegative, infinitely differentiable function φ defined on the real line is called a Friedrichs mollifier function if it has support in [0, 1] and ∫ 0 1 φ(t)dt=1. In this article, the following problem is considered. Determine Δ k =inf∫ 0 1 |φ(k)(t)|dt,k=1, 2, ..., where φ(k) denotes thekth derivative of φ and the infimum is taken over the set of all mollifier functions φ, which is a convex set. This problem has applications to monotone polynomial approximation as shown by this author elsewhere. The problem is reducible to three equivalent problems, a nonlinear programming problem, a problem on the functions of bounded variation, and an approximation problem involving Tchebycheff polynomials. One of the results of this article shows that Δ k =k!22k−1,k=1, 2, .... The numerical values of the optimal solutions of the three problems are obtained as a function ofk. Some inequalities of independent interest are also derived.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 13
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 29 (1979), S. 345-367 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; convexity ; optimization on function spaces ; monotone approximation ; infinitely differentiable functions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A nonnegative, infinitely differentiable function ø defined on the real line is called a Friedrichs mollifier function if it has support in [0, 1] and ∫ 0 1 ø(t)dt=1. In this article the following problem is considered. Determine Δ k =inf∫ 0 1 ∣vø(k)(t)∣dt, k=1,..., where ø(k) denotes thekth derivative of ø and the infimum is taken over the set of all mollifier functions. This problem has applications to monotone polynomial approximation as shown by this author elsewhere. In this article, the structure of the problem of determining Δ k is analyzed, and it is shown that the problem is reducible to a nonlinear programming problem involving the minimization of a strictly convex function of [(k−1)/2] variables, subject to a simple ordering restriction on the variables. An optimization problem on the functions of bounded variation, which is equivalent to the nonlinear programming problem, is also developed. The results of this article and those from approximation of functions theory are applied elsewhere to derive numerical values of various mathematical quantities involved in this article, e.g., Δ k =k~22k−1 for allk=1, 2, ..., and to establish certain inequalities of independent interest. This article concentrates on problem reduction and equivalence, and not numerical value.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 14
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 18 (1976), S. 425-428 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; unidimensional search ; numerical methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract If the functionf to be minimized is not unimodal, the Fibonacci search and the golden section search can determine final search intervals where the functionf takes greater values than at the borders of the first search interval. This can be avoided by small modifications for sequential search procedures where, in each iteration step,f is evaluated at two interior points of the present search interval. The properties of the point of concentration of the search intervals are given.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 15
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 22 (1977), S. 297-309 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; global convergence ; exact penalty function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Recently developed Newton and quasi-Newton methods for nonlinear programming possess only local convergence properties. Adopting the concept of the damped Newton method in unconstrained optimization, we propose a stepsize procedure to maintain the monotone decrease of an exact penalty function. In so doing, the convergence of the method is globalized.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 16
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 23 (1977), S. 471-471 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; unidemensional search ; numerical methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A correction of the procedure of Ref. 1 is given.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 17
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 25 (1978), S. 383-406 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; mathematical programming ; computational methods ; applications to economics ; objective functions ; inequality constraints ; choice of endpoints
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Zoutendijk's method of feasible directions is used in this paper to derive numerical control strategies for the United Kingdom economy. The way in which the algorithm permits an examination of the sensitivity of the optimum short-term economic policy to changes in various assumptions demonstrates the versatility of the algorithm. Examined are the implications of different forms for the social welfare function; altering the length of the planning horizon, varying the magnitude of the terminal capital constraint, reducing the maximum permitted level of unemployment, changing the initial endowment of foreign currency reserves, fixing the interest rate for the whole planning period, and imposing a minimum growth rate for public expenditure.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 18
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 25 (1978), S. 437-442 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; nondifferentiable optimization ; subgradient search ; steepest-ascent algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this note, we describe a finitely convergent steepest-ascent scheme for maximizing piecewise-linear concave functions. Given any point, the algorithm moves along the direction of steepest ascent, that is, along the shortest subgradient, until a new ridge is reached. The overall process is then repeated by moving along the new steepest-ascent direction.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 19
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 16 (1975), S. 49-66 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; penalty-function methods ; Lagrange multipliers ; mathematical programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract As an approach to solving nonlinear programs, we study a class of functions known to be exact penalty functions for a proper choice of the parameters. The goal is to iteratively determine the correct parameters. A basic algorithm has been developed. We have proved that this algorithm converges to a global solution for concave programs and, in the limited computational tests performed to date, it has always converged to at least a local solution for nonconcave programs also.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 20
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 16 (1975), S. 447-485 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; mathematical programming ; quadratically convergent algorithms ; conjugate-gradient methods ; variable-metric methods ; computing methods ; numerical methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The problem of minimizing a functionf(x) subject to the constraint ϕ(x)=0 is considered. Here,f is a scalar,x is ann-vector, and ϕ is anm-vector, wherem 〈n. A general quadratically convergent algorithm is presented. The conjugate-gradient algorithm and the variable-metric algorithms for constrained function minimization can be obtained as particular cases of the general algorithm. It is shown that, for a quadratic function subject to a linear constraint, all the particular algorithms behave identically if the one-dimensional search for the stepsize is exact. Specifically, they all produce the same sequence of points and lead to the constrained minimal point in no more thann −r descent steps, wherer is the number of linearly independent constraints. The algorithms are then modified so that they can also be employed for a nonquadratic function subject to a nonlinear constraint. Some particular algorithms are tested through several numerical examples.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 21
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 16 (1975), S. 565-569 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; function maximization ; mathematical programming ; quasiconcave functions ; global maximality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract It is shown that the class of weakly nonconstant functions possesses the property that every local maximum is global. This is also a necessary condition.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...