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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
    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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  • 5
    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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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    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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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    Journal of mathematical biology 16 (1982), S. 33-48 
    ISSN: 1432-1416
    Schlagwort(e): Sterile insect release ; Predation ; Stability ; Limit cycles ; Optimal control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Biologie , Mathematik
    Notizen: Abstract A model for the sterile insect release method of pest control in which the target species is under predatory or parasitic regulation is analyzed. The equations are nondimensionalized and the rescaled parameters are interpreted. There are four types of equilibria, whose existence and stability depend on which of ten regions of parameter space contain the rescaled parameters, and in turn give minimal release rates to achieve eradication of the pest. In at least one region, Hopf bifurcation theory shows the existence of limit cycles, but they are found to be unstable. In addition, the optimal release rate to minimize a total cost functional for pest control by the sterile release method is studied. Both approaches show that when predation accounts for a large fraction of the natural deaths, the necessary release rate and total cost are higher than for weak predation. If the predators are removed without being replaced by any other source of mortality, the cost rises in all cases but rises much more dramatically for cases with strong predation. A definite danger of the sterile release method when some predatory control exists is that the predators are frequently driven extinct before the prey, so that the target species could explode to much higher levels and be more difficult to eradicate again after the sterile release is terminated.
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 33 (1981), S. 393-399 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; nonlinear systems ; existence theorems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Let a quasilinear control system having the state space $$\bar X \subseteq R^n $$ be governed by the vector differential equation $$\dot x = G(u(t))x,$$ wherex(0) =x 0 andU is the family of all bounded measurable functions from [0,T] intoU, a compact and convex subset ofR m.LetG:U ⇑R be a bounded measurable nonlinear function, such thatG(U) is compact and convex.G −1 can be convex onG(U) or concave. The main results of the paper establish the existence of a controlu ∈U which minimizes the cost functional $$I(u) = \int_0^T {L(u(t))x(t)dt,} $$ whereL(·) is convex. A practical example of application for chemical reactions is worked out in detail.
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  • 9
    Digitale Medien
    Digitale Medien
    Springer
    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.
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  • 10
    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.
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  • 11
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 38 (1982), S. 153-154 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; maximum principle ; sufficient conditions ; integro-differential equations ; path constraints ; economic applications
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Notational errors in Theorem 5.2 of Ref. 1 are corrected.
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  • 12
    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.
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  • 13
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 30 (1980), S. 73-88 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; suboptimal control ; time-delay systems ; linear systems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A computationally efficient method based on a sensitivity approach is developed to obtain suboptimal control for nonstationary linear systems with multiple state and control delays and with quadratic cost. The proposed suboptimal control includes some truncated series whose terms are calculated in a recursive manner from nondelay system optimization.
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  • 14
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 30 (1980), S. 621-633 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; time-delay systems ; linear systems ; multiple-delay systems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The application of Pontryagin's maximum principle to the optimization of linear systems with time delays results in a system of coupled two-point boundary-value problems involving both delay and advance terms. The exact solution of this system of TPBV problems is extremely difficult, if not impossible. In this paper, a fast-converging iterative approach is developed for obtaining the suboptimal control for nonstationary linear systems with multiple state and control delays and with quadratic cost. At each step of the proposed method, a linear nondelay system with an extra perturbing input must be optimized. The procedure can be extended for the optimization of nonlinear systems with multiple time-varying delays, provided that some of the nonlinearities satisfy the Lipschitz condition.
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  • 15
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 30 (1980), S. 643-661 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; measures ; Hilbert spaces ; linear programming ; approximation techniques
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Optimal control problems in Hilbert spaces are considered in a measure-theoretical framework. Instead of minimizing a functional defined on a class of admissible trajectory-control pairs, we minimize one defined on a set of measures; this set is defined by the boundary conditions and the differential equation of the problem. The new problem is an infinite-dimensionallinear programming problem; it is shown that it is possible to approximate its solution by that of a finite-dimensional linear program of sufficiently high dimensions, while this solution itself can be approximated by a trajectory-control pair. This pair may not be strictly admissible; if the dimensionality of the finite-dimensional linear program and the accuracy of the computations are high enough, the conditions of admissibility can be said to be satisfied up to any given accuracy. The value given by this pair to the functional measuring the performance criterion can be about equal to theglobal infimum associated with the classical problem, or it may be less than this number. It appears that this method may become a useful technique for the computation of optimal controls, provided the approximations involved are acceptable.
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  • 16
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 31 (1980), S. 85-99 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; junction conditions ; calculus of variations ; inequality constraints
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract It is known that extremal arcs governed by inequality constraints of third order (constraint relations that must be differentiated three times to generate a control equation) cannot join an unconstrained arc, except in special cases. But a control problem is exhibited, for which every extremal includes a constrained arc of third order. The constrained arc joins the end of an infinite sequence of consecutive unconstrained arcs of finite total duration. Evidence (but not proof) is given that this phenomenon is typical, rather than exceptional. An analogous phenomenon is well known for optimal control problems with singular arcs of second order.
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  • 17
    Digitale Medien
    Digitale Medien
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    Journal of optimization theory and applications 31 (1980), S. 515-533 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; economic systems ; stability ; existence theory ; turnpike property
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract Sufficient conditions for the existence of optimal trajectories and for the global asymptotic stability of these trajectories are given for a class of nonconvex and nonautonomous systems controlled over an infinite-time horizon. The concept ofG-supported trajectory is introduced. It is shown that, under some assumptions, aG-supported trajectory is overtaking and is globally asymptotically stable. The concept of overtaking trajectory has been previously defined as a notion of optimality on an infinite-time domain. For autonomous systems, under weaker conditions, one guarantees the existence of weakly overtaking trajectories. Finally, it is shown howG-supported trajectories can be obtained, and an application to the study of a pre-predator ecosystem optimally harvested is sketched.
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  • 18
    Digitale Medien
    Digitale Medien
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    Journal of optimization theory and applications 32 (1980), S. 75-80 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; state constraints ; multipliers ; perturbation theory
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is concerned with necessary conditions for a general optimal control problem developed by Russak and Tan. It is shown that, in most cases, a further relation between the multipliers holds. This result is of interest in particular for the investigation of perturbations of the state constraint.
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  • 19
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 32 (1980), S. 81-87 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; minimax problems ; maximum principle ; Hamiltonian function
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract A control system $$\dot x = f\left( {x,u} \right)$$ ,u) with cost functional $$\mathop {ess \sup }\limits_{T0 \leqslant t \leqslant T1} G\left( {x\left( t \right),u\left( t \right)} \right)$$ is considered. For an optimal pair $$\left( {\bar x\left( \cdot \right),\bar u\left( \cdot \right)} \right)$$ ,ū(·)), there is a maximum principle of the form $$\eta \left( t \right)f\left( {\bar x\left( t \right),\bar u\left( t \right)} \right) = \mathop {\max }\limits_{u \in \Omega \left( t \right)} \eta \left( t \right)f\left( {\bar x\left( t \right),u} \right).$$ By means of this fact, it is shown that $$\eta \left( t \right)f\left( {\bar x\left( t \right),\bar u\left( t \right)} \right)$$ is equal to a constant almost everywhere.
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  • 20
    Digitale Medien
    Digitale Medien
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    Journal of optimization theory and applications 32 (1980), S. 211-246 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; control constraints ; terminal equality constraints ; exact penalty function ; convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The presence of control constraints, because they are nondifferentiable in the space of control functions, makes it difficult to cope with terminal equality constraints in optimal control problems. Gradient-projection algorithms, for example, cannot be employed easily. These difficulties are overcome in this paper by employing an exact penalty function to handle the cost and terminal equality constraints and using the control constraints to define the space of permissible search directions in the search-direction subalgorithm. The search-direction subalgorithm is, therefore, more complex than the usual linear program employed in feasible-directions algorithms. The subalgorithm approximately solves a convex optimal control problem to determine the search direction; in the implementable version of the algorithm, the accuracy of the approximation is automatically increased to ensure convergence.
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  • 21
    Digitale Medien
    Digitale Medien
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    Journal of optimization theory and applications 32 (1980), S. 307-325 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; asymptotic optimal control ; calculus of variations ; Lagrange problems ; global minima ; absolute minima ; necessary conditions ; sufficient conditions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract For a selected family of Lagrange-type control problems involving a nonnegative integral costJ T (y,u) over the interval [0,T], 0〈T〈∞, with system conditions consisting of differential inequalities and/or equalities, the following material is treated: (i) a resumé of relevant necessary conditions and sufficient conditions for a pair (y T ,u T ) to minimizeJ T (y,u); (ii) conditions sufficient for the convergence asT→∞ of minimizing pairs (y T ,u T ) over [0,T] to a limit pair (y ∞,u ∞) over the infinite-time interval [0, ∞); (iii) conditions sufficient for (y ∞,u ∞) to minimize the costJ ∞(y,u) over [0, ∞); and (iv) conditions sufficient for the optimal cost per unit timeJ T (y T ,u T )/T to have a limit asT→∞.
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  • 22
    Digitale Medien
    Digitale Medien
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    Journal of optimization theory and applications 32 (1980), S. 345-364 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; control constraints ; terminal equality constraints ; exact penalty functions ; convergence ; relaxed control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In Part 1 of this paper, implementable and conceptual versions of an algorithm for optimal control problems with control constraints and terminal equality constraints were presented. It was shown that anyL ∞ accumulation points of control sequences generated by the algorithms satisfy necessary conditions of optimality. Since such accumulation points need not exist, it is shown in this paper that control sequences generated by the algorithms always have accumulation points in the sense of control measure, and these accumulation points satisfy optimality conditions for the corresponding relaxed control problem.
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  • 23
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    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
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  • 24
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    Journal of optimization theory and applications 32 (1980), S. 479-489 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; singular control ; junction conditions ; singular control order
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In singular optimal control problems, the functional form of the optimal control function is usually determined by solving the algebraic equation which results by successively differentiating the switching function until the control appears explicitly. This process defines the order of the singular problem. Order-related results are developed for singular linear-quadratic problems and for a bilinear example which gives new insights into the relationship between singular problem order and singular are order.
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  • 25
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    Journal of optimization theory and applications 32 (1980), S. 491-497 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; inverse problems ; dynamic programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The general inverse problem of optimal control is considered from a dynamic programming point of view. Necessary and sufficient conditions are developed which two integral criteria must satisfy if they are to yield the same optimal feedback law, the dynamics being fixed. Specializing to the linear-quadratic case, it is shown how the general results given here recapture previously obtained results for quadratic criteria with linear dynamics.
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  • 26
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    Journal of optimization theory and applications 35 (1981), S. 535-557 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; rotary crane ; nonlinear systems ; computational algorithms
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper is concerned with the optimal control of a rotary crane, which makes two kinds of motion (rotation and hoisting) at the same time. The optimal control which transfers a load to a desired place as fast as possible and minimizes the swing of the load during the transfer, as well as the swing at the end of transfer, is calculated on the basis of a dynamic model. A new computational technique is employed for computing the optimal control, and several numerical results are presented.
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  • 27
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    Journal of optimization theory and applications 34 (1981), S. 445-458 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; distributed parameter systems ; nuclear reactors ; functional analysis
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The minimum norm formalism of functional analysis is applied to the problem of minimizing a quadratic cost functional that penalizes the control effort and the deviations of the neutron flux distribution throughout the reactor core. The conditions for optimality are derived for a general, linearized, reactor model with a finite number of control rods. These conditions take the form of a coupled and finite set of Fredholm's integral equations of the second kind with nondegenerate kernels. An example is presented in which the homogeneous slab reactor model is considered. A contraction mapping algorithm is proposed to compute the optimal control.
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  • 28
    Digitale Medien
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    Journal of optimization theory and applications 38 (1982), S. 241-250 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; state constraints ; necessary conditions for optimality
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract It is shown that, when the set of necessary conditions for an optimal control problem with state-variable inequality constraints given by Bryson, Denham, and Dreyfus is appropriately augmented, it is equivalent to the (different) set of conditions given by Jacobson, Lele, and Speyer. Relationships among the various multipliers are given.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 29
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 35 (1981), S. 261-275 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; load scheduling ; nuclear-hydro-thermal power systems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract This paper considers the problem of short-term optimal operation of nuclear-hydro-thermal electric power systems. The solution is obtained by use of a functional analytic optimization technique that employs the minimum norm formulation. A power system with an arbitrary number of generating stations is considered. The limited flexibility exhibited by the thermal nuclear reactors, when operating in a load-following mode, is accounted for by means of a model of the xenon concentration in their cores. The nonlinear effects induced by trapezoidal water reservoirs and the time delay of the water flow between upstream and downstream hydroplants is taken into consideration as well. A two-level iterative scheme of the feasible type is proposed for implementing the optimal solution.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 30
    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
    BibTip Andere fanden auch interessant ...
  • 31
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 34 (1981), S. 83-97 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; large turboalternators ; torque control ; voltage control
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The optimal torque and voltage control for a large turbogenerator is found by using the minimum norm formulation. It should be noted that the model used is highly nonlinear. Numerical results are presented.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 32
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 38 (1982), S. 221-230 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; dynamic programming ; singular perturbations ; system order reduction
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The singular perturbation method is used in dynamic programming to reduce the order and the computational requirements of linear systems composed of slow and fast modes. After the fast modes are separated, a near-optimum solution is computed at two different iteration rates determined by the slow and fast subsystem dynamics. The result is a reduction in the order of the computational requirement of the given system to that of the slow subsystem.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 33
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 35 (1981), S. 231-249 
    ISSN: 1573-2878
    Schlagwort(e): Optimal control ; nonconvex programming ; constrained optimization ; feasible direction methods ; dual decomposition
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, we propose a feasible-direction method for large-scale nonconvex programs, where the gradient projection on a linear subspace defined by the active constraints of the original problem is determined by dual decomposition. Results are extended for dynamical problems which include distributed delays and constraints both in state and control variables. The approach is compared with other feasible-direction approaches, and the method is applied to a power generation problem. Some computational results are included.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
    BibTip Andere fanden auch interessant ...
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