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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 23 (1982), S. 326-340 
    ISSN: 1436-4646
    Schlagwort(e): Optimization ; Quasi-Newton ; Conjugate Gradient
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract In this paper we study conjugate gradient algorithms for large optimization problems. These methods accelerate (or precondition) the conjugate gradient method by means of quasi-Newton matrices, and are designed to utilize a variable amount of storage, depending on how much information is retained in the quasi-Newton matrices. We are concerned with the behaviour of such methods on the underlying quadratic model, and in particular, with finite termination properties.
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 19 (1980), S. 61-77 
    ISSN: 1436-4646
    Schlagwort(e): Optimization ; Nonlinear Programming ; Unconstrained Optimization ; Nondifferentiable Optimization ; Min—Max Problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract In this paper, we suggest approximations for smoothing out the kinks caused by the presence of “max” or “min” operators in many non-smooth optimization problems. We concentrate on the continuous-discrete min—max optimization problem. The new approximations replace the original problem in some neighborhoods of the kink points. These neighborhoods can be made arbitrarily small, thus leaving the original objective function unchanged at almost every point ofR n . Furthermore, the maximal possible difference between the optimal values of the approximate problem and the original one, is determined a priori by fixing the value of a single parameter. The approximations introduced preserve properties such as convexity and continuous differentiability provided that each function composing the original problem has the same properties. This enables the use of efficient gradient techniques in the solution process. Some numerical examples are presented.
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  • 3
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 20 (1981), S. 49-62 
    ISSN: 1436-4646
    Schlagwort(e): Algorithms ; Optimization ; Minimax ; Quasi-Newton ; Superlinear Convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We present an algorithm for minimax optimization that combines LP methods and quasi-Newton methods. The quasi-Newton algorithm is used only if an irregular solution is detected, in which case second-order derivative information is needed in order to obtain a fast final rate of convergence. We prove that the algorithm can converge only to a stationary point and that normally the final rate of convergence will be either quadratic or superlinear. The performance is illustrated through some numerical examples.
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  • 4
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 40 (1982), S. 47-56 
    ISSN: 0945-3245
    Schlagwort(e): AMS (MOS): 65F30 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary Fast Givens rotations with half as many multiplications are proposed for orthogonal similarity transformations and a matrix notation is introduced to describe them more easily. Applications are proposed and numerical results are examined for the Jacobi method, the reduction to Hessenberg form and the QR-algorithm for Hessenberg matrices. It can be seen that in general fast Givens rotations are competitive with Householder reflexions and offer distinct advantages for sparse matrices.
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 40 (1982), S. 137-141 
    ISSN: 0945-3245
    Schlagwort(e): (MR 1980) AMS(MOS) ; 65F05, 15A06, 10M10, 10A30 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary A method is described for computing the exact rational solution to a regular systemAx=b of linear equations with integer coefficients. The method involves: (i) computing the inverse (modp) ofA for some primep; (ii) using successive refinements to compute an integer vector $$\bar x$$ such that $$A\bar x \equiv b$$ (modp m ) for a suitably large integerm; and (iii) deducing the rational solutionx from thep-adic approximation $$\bar x$$ . For matricesA andb with entries of bounded size and dimensionsn×n andn×1, this method can be implemented in timeO(n 3(logn)2) which is better than methods previously used.
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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 40 (1982), S. 201-206 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F05, 65F15, 65H10 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary In this paper, motivated by Symm-Wilkinson's paper [5], we describe a method which finds the rigorous error bounds for a computed eigenvalue λ(0) and a computed eigenvectorx (0) of any matrix A. The assumption in a previous paper [6] that λ(0),x (0) andA are real is not necessary in this paper. In connection with this method, Symm-Wilkinson's procedure is discussed, too.
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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 21 (1981), S. 172-181 
    ISSN: 1436-4646
    Schlagwort(e): Optimization ; Sparsity ; Matrix Updating
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract This paper is concerned with two questions relating to quasi-Newton updates for unconstrained optimization that exploit any sparsity present in the second derivative matrix of the objective function. First, a family of such updates is derived, that reduces to any a priori known dense update formula when no sparsity is imposed. This family uses the Frobenius projection of the desired update on the subspace of matrices that satisfy all the needed conditions. In the second part, we prove that, under mild assumptions, a positive definite sparse quasi-Newton update always exists. The proof of this result includes the explicit determination of such an update.
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 21 (1981), S. 331-347 
    ISSN: 1436-4646
    Schlagwort(e): Optimization ; Nonlinear Programming ; Unconstrained Optimization ; Discrete Optimal Control ; Differential Dynamic Programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract Dynamic programming techniques have proven to be more successful than alternative nonlinear programming algorithms for solving many discrete-time optimal control problems. The reason for this is that, because of the stagewise decomposition which characterizes dynamic programming, the computational burden grows approximately linearly with the numbern of decision times, whereas the burden for other methods tends to grow faster (e.g.,n 3 for Newton's method). The idea motivating the present study is that the advantages of dynamic programming can be brought to bear on classical nonlinear programming problems if only they can somehow be rephrased as optimal control problems. As shown herein, it is indeed the case that many prominent problems in the nonlinear programming literature can be viewed as optimal control problems, and for these problems, modern dynamic programming methodology is competitive with respect to processing time. The mechanism behind this success is that such methodology achieves quadratic convergence without requiring solution of large systems of linear equations.
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  • 9
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 34 (1980), S. 201-216 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F10 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary On the basis of a Rayleigh Quotient Iteration method in [10] and a Maximal Quotient Iteration method in [5, 8] two algorithms for solving special eigenvalue problems are developed. The characteristic properties of these methods lie in the application of iterative linear methods to solving systems of linear equations. The convergence properties are investigated. We apply the algorithms to the computation of the spectralradius of a nonnegative irreducible matrix.
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  • 10
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 35 (1980), S. 113-126 
    ISSN: 0945-3245
    Schlagwort(e): AMS (MOS): 65F15 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary An algorithm is described which, given an approximate simple eigenvalue and a corresponding approximate eigenvector, provides rigorous error bounds for improved versions of them. No information is required on the rest of the eigenvalues, which may indeed correspond to non-linear elementary divisors. A second algorithm is described which gives more accurate improved versions than the first but provides only error estimates rather than rigorous bounds. Both algorithms extend immediately to the generalized eigenvalue problem.
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  • 11
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 35 (1980), S. 421-442 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65Q05, 65F99, 39A10 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary Dominated solutions of a linear recursion (i.e. solutions which are outgrown by other ones) cannot be computed in a stable way by forward recursion. We analyze this dominance phenomenon more closely and give practically significant characterizations for dominated and dominant solutions. For a dominated solution, in particular, this leads to a stable computational method.
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  • 12
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 36 (1980), S. 63-72 
    ISSN: 0945-3245
    Schlagwort(e): AMS (MOS): 15A63 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary Non commutative fast algorithms to compute 2×2 matrix product are classified with regard to stability. An analysis of the rounding error propagation is presented for then×n matrix multiplication algorithms obtained by recursive partitioning.
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  • 13
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 36 (1980), S. 291-307 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F20 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary We present the theory of the linear least squares problem with a quadratic constraint. New theorems characterizing properties of the solutions are given. A numerical application is discussed.
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  • 14
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 36 (1980), S. 309-318 
    ISSN: 0945-3245
    Schlagwort(e): AMS (MOS): 65F15 ; 65D30 ; CR: 5.14 ; 5.16
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary An explicit formula for the coefficients of interpolatory quadratures with knots of arbitrary multiplicity which uses the eigenvectors and principal vectors of certain matrices is derived. The construction and properties of such matrices are discussed, and applications for the evaluation of Gauss and generalized Gauss-Lobatto quadratures are indicated.
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  • 15
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 40 (1982), S. 57-69 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F05 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary Using the simple vehicle ofM-matrices, the existence and stability ofLU decompositions of matricesA which can be scaled to diagonally dominant (possibly singular) matrices are investigated. Bounds on the growth factor for Gaussian elimination onA are derived. Motivation for this study is provided in part by applications to solving homogeneous systems of linear equationsAx=0, arising in Markov queuing networks, input-output models in economics and compartmental systems, whereA or −A is an irreducible, singularM-matrix. This paper extends earlier work by Funderlic and Plemmons and by Varga and Cai.
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  • 16
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 40 (1982), S. 297-306 
    ISSN: 0945-3245
    Schlagwort(e): AMS (MOS): 65F25 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary This paper describes an algorithm for simultaneously diagonalizing by orthogonal transformations the blocks of a partitioned matrix having orthonormal columns.
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  • 17
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 34 (1980), S. 349-352 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 10B05 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary We solve the diophantine equation $$\sum\limits_{j = 1}^n {a_j x_j } = L$$ for nonnegative variablesx j , wherea j andL are positive integers. We characterize both the values ofL that lead to solutions and those that do not lead to solutions. We solve the Frobenius problem of finding the largest value ofL for which no solution exists.
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  • 18
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 34 (1980), S. 403-409 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS):65F 10, 47B 55 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary In the first part of this note we prove a generalization of the Stein-Rosenberg theorem; the context is that of real Banach spaces with a normal reproducing cone and the operators involved are positive and completely continuous. Our generalization of the Stein-Rosenberg theorem improves the modern version of it as stated by F. Robert in [5, §2]. In the second part, we discuss briefly how our results are related to other versions of the Stein-Rosenberg theorem. In the last section we describe a situation to which the results in the first part can be applied.
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  • 19
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 35 (1980), S. 69-79 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F10 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary Sharpness is shown for three upper bounds for the spectral radii of point S.O.R. iteration matrices resulting from the splitting (i) of a nonsingularH-matrixA into the ‘usual’D−L−U, and (ii) of an hermitian positive definite matrixA intoD−L−U, whereD is hermitian positive definite andL=1/2(A−D+S) withS some skew-hermitian matrix. The first upper bound (which is related to the splitting in (i)) is due to Kahan [6], Apostolatos and Kulisch [1] and Kulisch [7], while the remaining upper bounds (which are related to the splitting in (ii)) are due to Varga [11]. The considerations regarding the first bound yield an answer to a question which, in essence, was recently posed by Professor Ridgway Scott: What is the largest interval in ω, ω≧0, for which the point S.O.R. iterative method is convergent for all strictly diagonally dominant matrices of arbitrary order? The answer is, precisely, the interval (0, 1].
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  • 20
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 36 (1980), S. 237-251 
    ISSN: 0945-3245
    Schlagwort(e): CR: 5.14 ; 5.17 ; AMS(MOS): 65F10 ; 65N10
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary The definition of acceleration parameters for the convergence of a sparseLU factorization semi-direct method is shown to be based on lower and upper bounds of the extreme eigevalues of the iteration matrix. Optimum values of these parameters are established when the eigenvalues of the iteration matrix are either real or complex. Estimates for the computational work required to reduce theL 2 norm of the error by a specified factor ɛ are also given.
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  • 21
    Digitale Medien
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    Numerische Mathematik 38 (1982), S. 53-59 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F10 ; 47B55 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary By means of successive partial substitutions it is possible to obtain new fixed point linear equations from old ones and it is interesting to determine how the spectral radius of the corresponding matrices varies. We prove that, when the original matrix is nonnegative, this variation is decreasing or increasing, depending on whether the original matrix has its spectral radius smaller or greater than 1. We answer in this way a question posed by F. Robert in [5].
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  • 22
    Digitale Medien
    Digitale Medien
    Springer
    Numerische Mathematik 38 (1981), S. 179-192 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS) 15 A 23 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary In this paper, we give in Theorem 1 a characterization, based on graph theory, of when anM-matrixA admits anLU factorization intoM-matrices, whereL is a nonsingular lower triangularM-matrix andU is an upper triangularM-matrix. This result generalizes earlier factorization results of Fiedler and Pták (1962) and Kuo (1977). As a consequence of Theorem 1, we show in Theorem 3 that the conditionx T A≧0 T for somex〉0, for anM-matrixA, is both necessary and sufficient forPAP T to admit such anLU factorization for everyn×n permutation matrixP. This latter result extends recent work of Funderlic and Plemmons (1981). Finally, Theorem 1 is extended in Theorem 5 to give a characterization, similarly based on graph theory, of when anM-matrixA admits anLU factorization intoM-matrices.
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  • 23
    Digitale Medien
    Digitale Medien
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    Numerische Mathematik 38 (1981), S. 245-253 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65 F 15 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary A modification of Eberleins jacobi-like algorithm for solving the eigenproblem of arbitrary real matrices is described. The algorithm is always convergent. The convergence is linear for diagonalizable matrices.
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  • 24
    Digitale Medien
    Digitale Medien
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    Numerische Mathematik 38 (1982), S. 417-419 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F10 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary A modification to the well known bisection algorithm [1] when used to determine the eigenvalues of a real symmetric matrix is presented. In the new strategy the terms in the Sturm sequence are computed only as long as relevant information on the required eigenvalues is obtained. The resulting algorithm usingincomplete Sturm sequences can be shown to minimise the computational work required especially when only a few eigenvalues are required. The technique is also applicable to other computational methods which use the bisection process.
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  • 25
    Digitale Medien
    Digitale Medien
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    Numerische Mathematik 39 (1982), S. 85-96 
    ISSN: 0945-3245
    Schlagwort(e): AMS65F05 ; 65F 15 ; 65F 20 ; 65F 35 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary In this paper the use of the condition number of a problem, as defined by Rice in 1966, is discussed. For the eigenvalue, eigenvector, and linear least squares problems either condition numbers according to various norms are determined or lower and upper bounds for them are derived.
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  • 26
    Digitale Medien
    Digitale Medien
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    Numerische Mathematik 37 (1981), S. 349-354 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F15 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary We suppose an inverse eigenvalue problem which includes the classical additive and multiplicative inverse eigenvalue problems as special cases. For the numerical solution of this problem we propose a Newton iteration process and compare it with a known method. Finally we apply it to a numerical example.
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  • 27
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    Numerische Mathematik 38 (1982), S. 333-345 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 15 A 09, 15-04 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary This paper presents a simple algorithm for inverting nonsymmetric tridiagonal matrices that leads immediately to closed forms when they exist. Ukita's theorem is extended to characterize the class of matrices that have tridiagonal inverses.
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  • 28
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    Numerische Mathematik 39 (1982), S. 113-117 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F10 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary We prove that if the matrixA has the structure which results from the so-called “red-black” ordering and ifA is anH-matrix then the symmetric SOR method (called the SSOR method) is convergent for 0〈ω〈2. In the special case thatA is even anM-matrix we show that the symmetric single-step method cannot be accelerated by the SSOR method. Symmetry of the matrixA is not assumed.
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  • 29
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    Numerische Mathematik 39 (1982), S. 163-173 
    ISSN: 0945-3245
    Schlagwort(e): AMS(MOS): 65F10 ; CR: 5.14
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Summary Recently D.J. Evans introduced an implicit matrix inversion process showing asymptotic behaviour which is superior to that of the well known Schulz-method. In this paper we give sufficient conditions for convergence, prove some error bounds and show that under certain conditions the iterates are converging monotonously.
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  • 30
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    Journal of mathematical biology 12 (1981), S. 343-354 
    ISSN: 1432-1416
    Schlagwort(e): Ecology ; Periodic differential equations ; Optimization
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Biologie , Mathematik
    Notizen: Summary The theory developed here applies to populations whose size x obeys a differential equation, $$\dot x = r(t)xF(x,t)$$ in which r and F are both periodic in t with period p. It is assumed that the function r, which measures a population's intrinsic rate of growth or intrinsic rate of adjustment to environmental change, is measurable and bounded with a positive lower bound. It is further assumed that the function F, which is determined by the density-dependent environmental influences on growth, is such that there is a closed interval J, with a positive lower bound, in which there lies, for each t, a number K(t) for which $$F(K(t),t) = 0$$ and, as functions on J × ℝ, F is continuous, while ∂F/∂x is continuous, negative, and bounded. Because x(t) = 0, 〉 0, or 〈 0 in accord with whether K(t) = x(t), K(t) 〉 x(t), or K(t) 〈 x(t), the number K(t) is called the “carrying capacity of the environment at time t”. The assumptions about F imply that the number K(t) is unique for each t, depends continuously and periodically on t with period P, and hence attains its extrema, K min and K max. It is, moreover, easily shown that the differential equation for x has precisely one solution x * which has its values in J and is bounded for all t in ℝ; this solution is of period p, is asymptotically stable with all of J in its domain of attraction, and is such that its minimum and maximum values, x min * and x max * , obey $$K_{min} \leqslant x_{min}^* \leqslant x_{max}^* \leqslant K_{max}^* .$$ The following question is discussed: If the function F is given, and the function r can be chosen, which choices of r come close to maximizing, x min * ? The results obtained yield a procedure for constructing, for each F and each ɛ 〉 0, a function r such that x min * 〉 K max − ɛ.
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  • 31
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    Journal of optimization theory and applications 36 (1982), S. 495-519 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; nonlinear programming ; Numerical methods ; computational methods ; augmented Lagrangian functions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, a new augmented Lagrangian function is introduced for solving nonlinear programming problems with inequality constraints. The relevant feature of the proposed approach is that, under suitable assumptions, it enables one to obtain the solution of the constrained problem by a single unconstrained minimization of a continuously differentiable function, so that standard unconstrained minimization techniques can be employed. Numerical examples are reported.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 32
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 38 (1982), S. 25-31 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; Kuhn-Tucker theorem ; LegendreK-transform ; equilibrium composition
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The most common way of determining the steady states of a system is through the optimization of a concave function on a convex set. This applies only to cases where the objective function depends exclusively onextensive variables. In fields such as econometrics, physics, or chemistry, controllable quantities (and therefore constrained variables) are generally referred to asintensive parameters, and the states are described through a potential function. In the following pages, we examine how these two aspects can be connected.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 33
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 38 (1982), S. 409-422 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; scalar optimization ; vector optimization ; optimization under vector-valued criteria ; maximum principle ; dynamic programming ; optimization of dynamic systems ; multi-criteria decision problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The optimal control problem with vector-valued criteria is considered. A new approach to the generalization of this problem and a method of constructing the Bellman function are given.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 34
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 32 (1980), S. 463-478 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; control ; relativity ; stochastic processes ; wave mechanics
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The intention of this paper is to show how the influence of the work of Bellman has initiated a tentative new approach to quantum mechanics
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 35
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 37 (1982), S. 315-341 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; unconstrained minimization ; updates ; line searches ; convergence ; numerical methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider a certain generalization of the Huang family of updates and discuss, firstly, convergence, dependence on parameters, and descent property; secondly, invariance under nonlinear scaling, conjugacy of search directions, and possibility of achieving a better approximation of the inverse of the Hessian. The last three aspects are shown to be dependent on particular choices of parameters. A numerical experiment is presented comparing the performances of the usual and modified BFGS algorithms.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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