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  (11)
  • Optimization  (11)
  • Springer  (11)
  • Annual Reviews
  • Blackwell Publishing Ltd
  • Elsevier
  • Periodicals Archive Online (PAO)
  • Wiley
  • 2005-2009
  • 1990-1994
  • 1980-1984  (11)
  • 2008
  • 2007
  • 1982  (5)
  • 1981  (4)
  • 1980  (2)
  • Mathematics  (11)
  • Philosophy
  • Political Science
  • Technology
  • Process Engineering, Biotechnology, Nutrition Technology
Collection
  • Articles  (11)
Publisher
  • Springer  (11)
  • Annual Reviews
  • Blackwell Publishing Ltd
  • Elsevier
  • Periodicals Archive Online (PAO)
  • +
Years
  • 2005-2009
  • 1990-1994
  • 1980-1984  (11)
Year
Topic
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 23 (1982), S. 326-340 
    ISSN: 1436-4646
    Keywords: Optimization ; Quasi-Newton ; Conjugate Gradient
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: 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.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 19 (1980), S. 61-77 
    ISSN: 1436-4646
    Keywords: Optimization ; Nonlinear Programming ; Unconstrained Optimization ; Nondifferentiable Optimization ; Min—Max Problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: 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.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 20 (1981), S. 49-62 
    ISSN: 1436-4646
    Keywords: Algorithms ; Optimization ; Minimax ; Quasi-Newton ; Superlinear Convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: 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.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 21 (1981), S. 172-181 
    ISSN: 1436-4646
    Keywords: Optimization ; Sparsity ; Matrix Updating
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: 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.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 21 (1981), S. 331-347 
    ISSN: 1436-4646
    Keywords: Optimization ; Nonlinear Programming ; Unconstrained Optimization ; Discrete Optimal Control ; Differential Dynamic Programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: 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.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Journal of mathematical biology 12 (1981), S. 343-354 
    ISSN: 1432-1416
    Keywords: Ecology ; Periodic differential equations ; Optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: 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.
    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 36 (1982), S. 495-519 
    ISSN: 1573-2878
    Keywords: Optimization ; nonlinear programming ; Numerical methods ; computational methods ; augmented Lagrangian functions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, a new augmented Lagrangian function is introduced for solving nonlinear programming problems with inequality constraints. The relevant feature of the proposed approach is that, under suitable assumptions, it enables one to obtain the solution of the constrained problem by a single unconstrained minimization of a continuously differentiable function, so that standard unconstrained minimization techniques can be employed. Numerical examples are reported.
    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 38 (1982), S. 25-31 
    ISSN: 1573-2878
    Keywords: Optimization ; Kuhn-Tucker theorem ; LegendreK-transform ; equilibrium composition
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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.
    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 38 (1982), S. 409-422 
    ISSN: 1573-2878
    Keywords: Optimization ; scalar optimization ; vector optimization ; optimization under vector-valued criteria ; maximum principle ; dynamic programming ; optimization of dynamic systems ; multi-criteria decision problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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.
    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 32 (1980), S. 463-478 
    ISSN: 1573-2878
    Keywords: Optimization ; control ; relativity ; stochastic processes ; wave mechanics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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
    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 37 (1982), S. 315-341 
    ISSN: 1573-2878
    Keywords: Optimization ; unconstrained minimization ; updates ; line searches ; convergence ; numerical methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: 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.
    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...