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  • Articles  (25)
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  • Springer  (25)
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  • 1
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    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.
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  • 2
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    Mathematical programming 23 (1982), S. 181-192 
    ISSN: 1436-4646
    Keywords: Linear Complementarity Problem ; Stability ; Classes of Matrices
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract It has been shown previously that the Linear Complementarity Problem is stable when the defining matrix is positive semidefinite and when (locally) the set of solutions is nonempty and bounded. We enlarge the class of matrices for which this is true and also demonstrate how the boundedness condition leads to other stability type questions.
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  • 3
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    Numerische Mathematik 39 (1982), S. 325-340 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Description / Table of Contents: Summary In this paper we present convergence results for the asynchronous algorithms based essentially on the notion of classical contraction. We generalize, in particular, all convergence results for those algorithms which are based on the vectorial norm hypothesis, in wide spread use recently. Certain problems, for which the vectorial norm hypothesis can be difficult or even impossible to verify, can nontheless be tackled within the scope of the classical contraction that we adopte.
    Notes: Resumé Nous présentons dans cet article des résultats de convergence des algorithmes asynchrones basés essentiellement sur la notion classique de contraction. Nous généralisons, en particulier, tous les résultats de convergence de ces algorithmes qui font l'hypothèse de contraction en norme vectorielle qui récemment a été très souvant utilisée. Par ailleurs, l'hypothèse de contraction en norme vectorielle peut se trouver difficile, voire impossible à vérifier pour certains problèmes qui peuvent être cependant abordés dans le cadre de la contraction classique que nous adoptons.
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  • 4
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    Numerische Mathematik 40 (1982), S. 111-117 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We seek an approximation to a zero of a continuous functionf:[a,b]→ℝ such thatf(a)≦0 andf(b)≧0. It is known that the bisection algorithm makes optimal use ofn function evaluations, i.e., yields the minimal error which is (b−a)/2 n+1, see e.g. Kung [2]. Traub and Wozniakowski [5] proposed using more general information onf by permitting the adaptive evaluations ofn arbitrary linear functionals. They conjectured [5, p. 170] that the bisection algorithm remains optimal even if these general evaluations are permitted. This paper affirmatively proves this conjecture. In fact we prove optimality of the bisection algorithm even assuming thatf is infinitely many times differentiable on [a, b] and has exactly one simple zero.
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  • 5
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    Numerische Mathematik 38 (1982), S. 383-392 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Recently an iterative method for the solution of systems of nonlinear equations having at leastR-order 1+ $$\sqrt 2 $$ for simple roots has been investigated by the author [7]; this method uses as many function evaluations per step as the classical Newton method. In the present note we deal with several properties of the method such as monotone convergence, asymptotic inclusion of the solution and convergence in the case of multiple roots.
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  • 6
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    Numerische Mathematik 39 (1982), S. 119-137 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This paper presents a minimization method based on the idea of partitioned updating of the Hessian matrix in the case where the objective function can be decomposed in a sum of convex “element” functions. This situation occurs in a large class of practical problems including nonlinear finite elements calculations. Some theoretical and algorithmic properties of the update are discussed and encouraging numerical results are presented.
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  • 7
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    Journal of mathematical biology 16 (1982), S. 49-55 
    ISSN: 1432-1416
    Keywords: Stability ; Diffusion ; Parabolic equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract Models for a single species that inhabits an environment that is spatially varying are presented. Simple necessary and sufficient conditions for stability, which are independent of the exact details of the dispersal process, are developed in the case of large diffusion rates. The results highlight the important stabilizing nature of diffusion in a spatially varying environment.
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  • 8
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    Journal of mathematical biology 14 (1982), S. 71-75 
    ISSN: 1432-1416
    Keywords: Epidemiology ; Two host models ; Stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract An epidemic model is derived for a two host infectious disease. It is shown that if a non-trivial equilibrium solution exists, it is globally stable. This result is also proved for a similar one host model.
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  • 9
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    Journal of mathematical biology 16 (1982), S. 33-48 
    ISSN: 1432-1416
    Keywords: Sterile insect release ; Predation ; Stability ; Limit cycles ; Optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: 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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  • 10
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    Journal of mathematical biology 12 (1982), S. 101-114 
    ISSN: 1432-1416
    Keywords: Predator-prey systems ; Harvesting ; Stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract The global behaviour of a class of predator-prey systems, modelled by a pair of non-linear ordinary differential equations, under constant rate harvesting and/or stocking of both species, is presented. Theoretically possible structures and transitions are developed and validated by computer simulations. The results are presented as transition loci in the F-G (prey harvest rate-predator harvest rate) plane.
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  • 11
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    Journal of mathematical biology 14 (1982), S. 231-250 
    ISSN: 1432-1416
    Keywords: Predator-prey ; Age structure ; Stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract A general predator-prey model is considered in which the predator population is assumed to have an age structure which significantly affects its fecundity. The model equations are derived from the general McKendrick equations for age structured populations. The existence, stability and destabilization of equilibria are studied as they depend on the prey's natural carrying capacity and the maturation periodm of the predator. The main result of the paper is that for a broad class of maturation functions positive equilibria are either unstable for smallm or are destabilized asm decreases to zero. This is in contrast to the usual rule of thumb that increasing (not decreasing) delays in growth rate responses cause instabilities.
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  • 12
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    Journal of mathematical biology 15 (1982), S. 37-50 
    ISSN: 1432-1416
    Keywords: Reaction-diffusion system ; Stationary solution ; Stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract We consider a spatial population growth process which is described by a reaction-diffusion equation c(x)u t = (a 2(x)u x ) x +f(u), c(x) 〉0, a(x) 〉 0, defined on an interval [0, 1] of the spatial variable x. First we study the stability of nonconstant stationary solutions of this equation under Neumann boundary conditions. It is shown that any nonconstant stationary solution (if it exists) is unstable if a xx⩽0 for all xε[0, 1], and conversely ifa xx〉0 for some xε[0, 1], there exists a stable nonconstant stationary solution. Next we study the stability of stationary solutions under Dirichlet boundary conditions. We consider two types of stationary solutions, i.e., a solution u 0(x) which satisfies u 0 x≠0 for all xε[0, 1] (type I) and a solution u 0(x) which satisfies u 0x = 0 at two or more points in [0, 1] (type II). It is shown that any stationary solution of type I [type II] is stable [unstable] if a xx ⩾0 [a xx ⩽0] for all xε[0, 1]. Conversely, there exists an unstable [a stable] stationary solution of type I [type II] if a xx 〈0 [a xx 〉0] for some xε[0, 1].
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  • 13
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    Journal of mathematical biology 15 (1982), S. 239-247 
    ISSN: 1432-1416
    Keywords: Predator-prey model ; Behavioral adaptation ; Stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract The Volterra-Lotka predator-prey equations are modified so that the predator's ability to utilize the prey varies in proportion to the average number of encounters between the two species in the past. The behavior of this adaptive system is then described in terms of three parameters — the carrying capacity of the prey, the relative death rate of the predator, and the predator's memoryspan. The most stable situation is shown to occur when the carrying capacity of the prey is large, the predator's death rate is close to zero, and the predator is able to adapt quickly to changing levels of prey density.
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  • 14
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    Journal of mathematical biology 16 (1982), S. 25-31 
    ISSN: 1432-1416
    Keywords: Stability ; Community matrix ; Lotka-Volterra models
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract The explicit function of the community matrix of a three dimensional Lotka-Volterra model is delineated by a set of necessary and sufficient conditions for a positive equilibrium to be asymptotically stable. In the special case that the community matrix is quasi weakly diagonally dominant, it is shown that a positive determinant for the community matrix is not only necessary but is also sufficient for stability. The results are specific to three dimensional models and do not extend to communities of dimension greater than three.
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  • 15
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    Journal of mathematical biology 16 (1982), S. 103-112 
    ISSN: 1432-1416
    Keywords: Bifurcation ; Competition ; Diffusive Lotka-Volterra system ; Predator-prey interaction ; Stability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract Three examples of the diffusive 3-species Lotka-Volterra system with constant interaction parameters are given, and by bifurcation techniques shown to have stable spatially non-constant equilibrium solutions. One example is competitive; the second one predator-two-competing prey and the third involves two predators and a single prey.
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  • 16
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    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.
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  • 17
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    Journal of optimization theory and applications 38 (1982), S. 83-96 
    ISSN: 1573-2878
    Keywords: Numerical methods ; multiple shooting method ; optimal control ; aircraft trajectories ; flight mechanics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Three-dimensional minimum-time 180° turns of a fighter aircraft are computed for several initial velocitiesV 0 and altitudesh 0. It is shown that the optimum turns consist of split -S maneuvers forV 0≦V 10, three-dimensional maneuvers forV 10〈V 0〈V 20, and half-loops forV 0≧V 20, withV 10,V 20 being functions of altitude or thrust/weight ratio.
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  • 18
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    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.
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  • 19
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    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.
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  • 20
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    Journal of optimization theory and applications 37 (1982), S. 251-275 
    ISSN: 1573-2878
    Keywords: Economics ; political cycles ; discrete dynamic systems ; dynamic programming ; optimal control ; Poincaré mapping ; Stieltjes matrix ; optimization in Hilbert space ; infinite horizon ; turnpike theorem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Under the hypothesis of a myopic electorate, vote-loss-minimizing behavior by the party in power, subject to a dynamic inflation-unemployment relation, is shown to generate an attractive, stable electoral policy cycle. The model presented is derived, with some improvements, from the analogous models of MacRae and Nordhaus. Furthermore, an attempt is made to specify the mathematical aspects of the problem by the Poincaré mapping.
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  • 21
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    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.
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  • 22
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    Journal of optimization theory and applications 38 (1982), S. 111-135 
    ISSN: 1573-2878
    Keywords: Minimax problems ; minimax function ; minimax function depending on the state ; minimax function depending on the control ; optimal control ; minimax optimal control ; numerical methods ; computing methods ; transformation techniques ; gradient-restoration algorithms ; sequential gradient-restoration algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In a previous paper (Part 1), we presented general transformation techniques useful to convert minimax problems of optimal control into the Mayer-Bolza problem of the calculus of variations [Problem (P)]. We considered two types of minimax problems: minimax problems of Type (Q), in which the minimax function depends on the state and does not depend on the control; and minimax problems of Type (R), in which the minimax function depends on both the state and the control. Both Problem (Q) and Problem (R) can be reduced to Problem (P). In this paper, the transformation techniques presented in Part 1 are employed in conjunction with the sequential gradient-restoration algorithm for solving optimal control problems on a digital computer. Both the single-subarc approach and the multiple-subarc approach are employed. Three test problems characterized by known analytical solutions are solved numerically. It is found that the combination of transformation techniques and sequential gradient-restoration algorithm yields numerical solutions which are quite close to the analytical solutions from the point of view of the minimax performance index. The relative differences between the numerical values and the analytical values of the minimax performance index are of order 10−3 if the single-subarc approach is employed. These relative differences are of order 10−4 or better if the multiple-subarc approach is employed.
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  • 23
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    Journal of optimization theory and applications 38 (1982), S. 97-109 
    ISSN: 1573-2878
    Keywords: Minimax problems ; minimax function ; minimax function depending on the state ; minimax function depending on the control ; optimal control ; minimax optimal control ; numerical methods ; computing methods ; transformation techniques ; gradient-restoration algorithms ; sequential gradient-restoration algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper contains general transformation techniques useful to convert minimax problems of optimal control into the Mayer-Bolza problem of the calculus of variations [Problem (P)]. We consider two types of minimax problems: minimax problems of Type (Q), in which the minimax function depends on the state and does not depend on the control; and minimax problems of Type (R), in which the minimax function depends on both the state and the control. Both Problem (Q) and Problem (R) can be reduced to Problem (P). For Problem (Q), we exploit the analogy with a bounded-state problem in combination with a transformation of the Jacobson type. This requires the proper augmentation of the state vectorx(t), the control vectoru(t), and the parameter vector π, as well as the proper augmentation of the constraining relations. As a result of the transformation, the unknown minimax value of the performance index becomes a component of the parameter vector being optimized. For Problem (R), we exploit the analogy with a bounded-control problem in combination with a transformation of the Valentine type. This requires the proper augmentation of the control vectoru(t) and the parameter vector π, as well as the proper augmentation of the constraining relations. As a result of the transformation, the unknown minimax value of the performance index becomes a component of the parameter vector being optimized. In a subsequent paper (Part 2), the transformation techniques presented here are employed in conjunction with the sequential gradient-restoration algorithm for solving optimal control problems on a digital computer; both the single-subarc approach and the multiple-subarc approach are discussed.
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  • 24
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    Journal of optimization theory and applications 36 (1982), S. 409-417 
    ISSN: 1573-2878
    Keywords: Optimal design ; optimal control ; dynamic systems ; gantry cranes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Problems arising in the optimal control of gantry crane instaliations are considered. Continuous controls to minimize a control squared objective function are obtained. The amplitude of in-plane oscillations of the suspended mass is assumed small. The optimal controls are sufficiently simple for practical realization.
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  • 25
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    Journal of optimization theory and applications 36 (1982), S. 521-534 
    ISSN: 1573-2878
    Keywords: Darboux points ; global optimality ; conjugate points ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The question of the existence and the location of Darboux points (beyond which global optimality is lost) is crucial for minimal sufficient conditions for global optimality and for computation of optimal trajectories. Here, we investigate numerically the Darboux points and their relationship with conjugate points for a problem of minimum fuel, constant velocity, horizontal aircraft turns to capture a line. This simple second-order optimal control problem shows that ignoring the possible existence of Darboux points may play havoc with the computation of optimal trajectories.
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