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  • Articles  (2,394)
  • Springer  (2,394)
  • 1990-1994  (2,394)
  • 1990  (2,394)
  • Computer Science  (1,509)
  • Geography  (885)
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  • Articles  (2,394)
Years
  • 1990-1994  (2,394)
Year
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Stochastic environmental research and risk assessment 4 (1990), S. 27-41 
    ISSN: 1436-3259
    Keywords: Groundwater monitoring networks ; Information reliability ; Information scales ; Kalman filtering in groundwater
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The extensive use of groundwater resources has increased the need for developing cost-effective monitoring networks to provide an indication of the degree to which the subsurface environment has been affected by human activities. This study presents a cost-effective approach to the design of groundwater flow monitoring networks. The groundwater network design is formulated with two problem formats: maximizing the statistical monitoring power for specified budget constraint and minimizing monitoring cost for statistical power requirement. The statistical monitoring power constraint is introduced with an information reliability threshold value. A branch and bound technique is employed to select the optimal solution from a discrete set of possible network alternatives. The method is tested to the design of groundwater flow monitoring problem in the Pomona County, California.
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  • 2
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    Stochastic environmental research and risk assessment 4 (1990), S. 65-81 
    ISSN: 1436-3259
    Keywords: Lagoons ; Ponds ; Facultative ; First-order kinetics ; Complete mixing ; Probabilistic ; Uncertainty ; Environmental ; Stochastic differential equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Two stochastic models are developed to describe the BOD output (i.e. effluent) variation of facultative aerated lagoons in series. One of the models uses the uncertainty analysis (UA) technique and the other is based on the moment equation solution methodology of stochastic differential equations (SDE's). The former considers a second-order approximation of the expectation (SOAE) and a first-order approximation of the variance (FOAV). The SDE model considers that output variability is accounted for by random variations in the rate coefficient. Comparisons are provided. Calibration and verification of the two models are aciieved by using field observations from two different lagoon systems in series. The predictive performances of the two models are compared with each other and with another SDE model, presented in a previous paper, that considers input randomness. The three methods show similar predictive performances and provide good predictions of the mean and standard deviation of the lagoon effluent BOD concentrations and thus are considered as appropriate methodologies.
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  • 3
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    Stochastic environmental research and risk assessment 4 (1990), S. 89-103 
    ISSN: 1436-3259
    Keywords: maximum precipitation depths ; extreme-value distributions ; seasonal variation ; partial duration series ; model misspecification
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Quantile estimates of the annual maximum distribution can be obtained by fitting theoretical distributions to the maxima in separate seasons, e.g. to the monthly maxima. In this paper, asymptotic expressions for the bias and the variance of such estimates are derived for the case that the seasonal maxima follow a Gumbel distribution. Results from these expressions are presented for a situation with no seasonal variation and for maximum precipitation depths at Uccle/Ukkel (Belgium). It is shown that the bias is often negligible and that the variance reduction by using seasonal maxima instead of just the annual maxima strongly depends on the seasonal variation in the data. A comparison is made between the asymptotic standard error of quantile estimates from monthlymaxima with those from a partial duration series. Much attention is paid to the effect of model misspecification on the resulting quantile estimates of the annual maximum distribution. The use of seasonal maxima should be viewed with caution when the upper tail of this distribution is of interest.
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  • 4
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    Stochastic environmental research and risk assessment 4 (1990), S. 193-208 
    ISSN: 1436-3259
    Keywords: Stochastic tidal modeling ; parameter identification ; model calibration
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract In this paper a parameter estimation algorithm is developed to estimate uncertain parameters in two dimensional shallow water flow models. Since in practice the open boundary conditions of these models are usually not known accurately, the uncertainty of these boundary conditions has to be taken into account to prevent that boundary errors are interpreted by the estimation procedure as parameter fluctuations. Therefore the open boundary conditions are embedded into a stochastic environment and a constant gain extended Kalman filter is employed to identify the state of the system. Defining a error functional that measures the differences between the filtered state of the system and the measurements, a quasi Newton method is employed to determine the minimum of this functional. To reduce the computational burden, the gradient of the criterium that is required using the quasi Newton method is determined by solving the adjoint system.
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  • 5
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    Stochastic environmental research and risk assessment 4 (1990), S. 217-226 
    ISSN: 1436-3259
    Keywords: Exponential distribution ; bivariate exponential distribution ; distribution of flood volume ; partial duration series
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A methodology based on the theory of stochastic processes is applied to the analysis of floods. The approach will be based on some results of the theory of extreme values over a threshold. In this paper, we focus on the estimation of the distribution of the flood volume in partial duration series analysis of flood phenomena, by using a bivariate exponential distribution of discharge exceedances and durations over a base level.
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  • 6
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    Stochastic environmental research and risk assessment 4 (1990), S. 254-254 
    ISSN: 1436-3259
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
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  • 7
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    Stochastic environmental research and risk assessment 4 (1990), S. 277-294 
    ISSN: 1436-3259
    Keywords: Water distribution ; optimization ; nonlinear programming ; integer programming ; chance constraints ; rehabilation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract This paper presents the mathematical development of an integer — nonlinear programming chance — constrained optimization model for the minimum cost rehabilitation/replacement of water distribution system components. Particular attention is given to the handling of uncertainties in the roughness factors and the loading conditions including both the random demand and preassure head requirements. The advantages of the proposed model include the ability to: 1) handle the optimal timing of rehabilitation/replacement for water distribution system components; 2) link a mixed-integer linear program solver, a nonlinear program solver, and a hydraulic simulator into an optimization framework; 3) handle the uncertainties of some of the variables; 4) incorporate various kinds of cost functions; and 5) handle multiple loading conditions.
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  • 8
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    Stochastic environmental research and risk assessment 4 (1990), S. 309-320 
    ISSN: 1436-3259
    Keywords: Entropy ; reliability ; redundancy ; water distribution networks ; nodal pair reliability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Entropy based expressions for measurement of reliability and redundancy have recently been reported. These measures approach assessment of the reliability of the distribution network from the intrinsic redundancy of the network layout. The paper extends earlier work on entropy functions by including a more explicit statement of the alternate paths available in the network and by recognizing that under certain circumstances, e.g., failure of some part of the network work, an outflow link from a node under normal working condition may become an inflow link to the same node. The measures are assessed by comparison with parameters measuring Nodal Pair Reliability and percentage of flow supplied at adequate pressure for a range of networks and link failure conditions in this networks. The entropy measures are shown to reflect changes in the network reliability, as measured by these two comparative parameters, very well.
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  • 9
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    Stochastic environmental research and risk assessment 4 (1990), S. 1-26 
    ISSN: 1436-3259
    Keywords: Inverse ; calibration ; estimation ; groundwater flow
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The development of stochastic methods for groundwater flow representation has undergone enormous expansion in recent years. The calibration of groundwater models, the inverse problem, has lately received comparable attention especially and almost exclusively from the stochastic perspective. In this review we trace the evolution of the methods to date with a specific view toward identifying the most important issues involved in the usefulness of the approaches. The methods are critiqued regarding practical usefulness, and future directions for requisite study are discussed.
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  • 10
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    Stochastic environmental research and risk assessment 4 (1990), S. 55-64 
    ISSN: 1436-3259
    Keywords: Predictive distribution ; Bayesian approximation ; parameter uncertainty ; non-informative prior ; method of moments ; Gumbel distribution ; maximum likelihood estimates
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract In this paper Lindley's Bayesian approximation procedure is used to obtain the Bayes estimate of the probability of exceedence of a flood discharge. The Bayes estimates of the probability of exceedence has been shown by S.K. Sinha to be equivalent to the estimate of the probability of exceedence from the predictive or Bayesian disribution, of a future flood discharge. The evaluation of complex ratios of multiple integrals common in a Bayesian analysis is not necessary using Lindley's procedure. The Bayes estimates are compared to those obtained by the method of maximum likelihood and the method of moments. The results show that Bayes estimates of the probability of exceedence are larger as expected, but have smaller posterior standard deviations.
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  • 11
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    Stochastic environmental research and risk assessment 4 (1990), S. 105-119 
    ISSN: 1436-3259
    Keywords: Kalman filtering ; Optimal smoothing ; Shallow water equations ; Wind stress ; On-line prediction
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Using the state space approach, an on-line filter procedure for combined wind stress identification and tidal flow forecasting is developed. The stochastic dynamic approach is based on the linear twodimensional shallow water equations. Using a finite difference scheme, a system representation of the model is obtained. To account for uncertainties, the system is embedded into a stochastic environment. By employing a Kalman filter, the on-line measurements of the water-level available can be used to identify and predict the shallow water flow. Because it takes a certain time before a fluctuation in the wind stress can be noticed in the water-level measurements, an optimal fixed-lag smoother is used to identify the stress.
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  • 12
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    Stochastic environmental research and risk assessment 4 (1990), S. 135-150 
    ISSN: 1436-3259
    Keywords: Radar ; rainfall prediction ; real-time prediction
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A computational method for the determination of rainfall distribution for applications in short term rainfall prediction is presented here. The method is strongly influenced by the experience gained from the observation and analysis of data gathered on a heavy rainfall event in 1986 that occurred during the Baiu Season in Japan. The method is based on the concept that rainfall occurs as an interaction between an instability field, appropriately modeled, and a field of water vapor under the influence of topography. The results from this computational method showed good agreement with the temporal variation in the rainband that moved across the observation field in 1986. Towards determination of the parameters in the computational model, another method for the determination of the rainfield is also developed. This second method determines the rainfall distribution from estimation of the conversion rate of water vapor to liquid water through use of data from a three dimensional scanning radar. The results are consistent with those obtained from the first method.
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  • 13
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    Stochastic environmental research and risk assessment 4 (1990), S. 151-160 
    ISSN: 1436-3259
    Keywords: Instantaneous Unit Hydrograph ; Conceptual models ; Stochastic differential equations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Recognizing that simple watershed conceptual models such as the Nash cascade ofn equal linear reservoirs continue to be reasonable means to approximate the Instantaneous Unit Hydrograph (IUH), it is natural to accept that random errors generated by climatological variability of data used in fitting an imprecise conceptual model will produce an IUH which is random itself. It is desirable to define the random properties of the IUH in a watershed in order to have a more realistic hydrologic application of this important function. Since in this case the IUH results from a series of differential equations where one or more of the uncertain parameters is treated in stochastic terms, then the statistical properties of the IUH are best described by the solution of the corresponding Stochastic Differential Equations (SDE's). This article attempts to present a methodology to derive the IUH in a small watershed by combining a classical conceptual model with the theory of SDE's. The procedure is illustrated with the application to the Middle Thames River, Ontario, Canada, and the model is verified by the comparison of the simulated statistical measures of the IUH with the corresponding observed ones with good agreement.
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  • 14
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    Mathematical programming 49 (1990), S. 163-187 
    ISSN: 1436-4646
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A commonly studied relaxation of the travelling salesman problem is obtained by adding subtour elimination constraints to the constraints of a 2-factor problem and removing the integrality requirement. We investigate the problem of solving this relaxation for a special type of objective function. We also discuss some ways in which this relates to the concept of rank introduced by Chvátal.
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  • 15
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    Mathematical programming 46 (1990), S. 1-29 
    ISSN: 1436-4646
    Keywords: Global optimization ; concurrent ; parallel ; stochastic ; network of computers
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The global optimization problem, finding the lowest minimizer of a nonlinear function of several variables that has multiple local minimizers, appears well suited to concurrent computation. This paper presents a new parallel algorithm for the global optimization problem. The algorithm is a stochastic method related to the multi-level single-linkage methods of Rinnooy Kan and Timmer for sequential computers. Concurrency is achieved by partitioning the work of each of the three main parts of the algorithm, sampling, local minimization start point selection, and multiple local minimizations, among the processors. This parallelism is of a coarse grain type and is especially well suited to a local memory multiprocessing environment. The paper presents test results of a distributed implementation of this algorithm on a local area network of computer workstations. It also summarizes the theoretical properties of the algorithm.
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  • 16
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    Mathematical programming 46 (1990), S. 105-122 
    ISSN: 1436-4646
    Keywords: Nondifferentiable minimization ; convex programming ; numerical methods ; descent methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Proximal bundle methods for minimizing a convex functionf generate a sequence {x k } by takingx k+1 to be the minimizer of $$\hat f^k (x) + u^k |x - x^k |^2 /2$$ , where $$\hat f^k $$ is a sufficiently accurate polyhedral approximation tof andu k 〉 0. The usual choice ofu k = 1 may yield very slow convergence. A technique is given for choosing {u k } adaptively that eliminates sensitivity to objective scaling. Some encouraging numerical experience is reported.
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  • 17
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    Mathematical programming 46 (1990), S. 127-151 
    ISSN: 1436-4646
    Keywords: Dual descent ; monotropic program ; Tucker tableau ; elementary vector
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We propose a dual descent method for the problem of minimizing a convex, possibly nondifferentiable, separable cost subject to linear constraints. The method has properties reminiscent of the Gauss-Seidel method in numerical analysis and uses theε-complementary slackness mechanism introduced in Bertsekas, Hosein and Tseng (1987) to ensure finite convergence to near optimality. As special cases we obtain the methods in Bertsekas, Hosein and Tseng (1987) for network flow programs and the methods in Tseng and Bertsekas (1987) for linear programs.
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  • 18
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    Mathematical programming 46 (1990), S. 219-224 
    ISSN: 1436-4646
    Keywords: Algebraic optimization ; location theory ; ellipsoid algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The Fermat-Weber location problem is to find a point in ℝ n that minimizes the sum of the (weighted) Euclidean distances fromm given points in ℝ n . In this work we discuss some relevant complexity and algorithmic issues. First, using Tarski's theory on solvability over real closed fields we argue that there is an infinite scheme to solve the problem, where the rate of convergence is equal to the rate of the best method to locate a real algebraic root of a one-dimensional polynomial. Secondly, we exhibit an explicit solution to the strong separation problem associated with the Fermat-Weber model. This separation result shows that anε-approximation solution can be constructed in polynomial time using the standard Ellipsoid Method.
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  • 19
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    Mathematical programming 46 (1990), S. 255-256 
    ISSN: 1436-4646
    Keywords: Linear complementarity problem ; P-matrix
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We give a short proof of the finiteness of Murty's principal pivoting algorithm for solving the linear complementarity problemy = Mz + q, y T z = 0,y ≥ 0,z ≥ 0 withP-matrixM.
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  • 20
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    Mathematical programming 47 (1990), S. 305-336 
    ISSN: 1436-4646
    Keywords: Trust region ; linear constraints ; convex constraints ; global convergence ; local convergence ; degeneracy ; rate of convergence ; identification of active constraints ; Newton's method ; sequential quadratic programming ; gradient projection
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We develop a convergence theory for convex and linearly constrained trust region methods which only requires that the step between iterates produce a sufficient reduction in the trust region subproblem. Global convergence is established for general convex constraints while the local analysis is for linearly constrained problems. The main local result establishes that if the sequence converges to a nondegenerate stationary point then the active constraints at the solution are identified in a finite number of iterations. As a consequence of the identification properties, we develop rate of convergence results by assuming that the step is a truncated Newton method. Our development is mainly geometrical; this approach allows the development of a convergence theory without any linear independence assumptions.
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  • 21
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    Mathematical programming 47 (1990), S. 425-439 
    ISSN: 1436-4646
    Keywords: Isotonic regression ; active sets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this and subsequent papers we will show that several algorithms for the isotonic regression problem may be viewed as active set methods. The active set approach provides a unifying framework for studying algorithms for isotonic regression, simplifies the exposition of existing algorithms and leads to several new efficient algorithms. We also investigate the computational complexity of several algorithms. In this paper we consider the isotonic regression problem with respect to a complete order $$\begin{gathered} minimize\sum\limits_{i = 1}^n {w_i } (y_i - x_i )^2 \hfill \\ subject tox_1 \leqslant x_2 \leqslant \cdot \cdot \cdot \leqslant x_n \hfill \\ \end{gathered} $$ where eachw i is strictly positive and eachy i is an arbitrary real number. We show that the Pool Adjacent Violators algorithm (due to Ayer et al., 1955; Miles, 1959; Kruskal, 1964), is a dual feasible active set method and that the Minimum Lower Set algorithm (due to Brunk et al., 1957) is a primal feasible active set method of computational complexity O(n 2). We present a new O(n) primal feasible active set algorithm. Finally we discuss Van Eeden's method and show that it is of worst-case exponential time complexity.
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  • 22
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    Mathematical programming 47 (1990), S. 463-463 
    ISSN: 1436-4646
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  • 23
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    Mathematical programming 48 (1990), S. 1-17 
    ISSN: 1436-4646
    Keywords: Coercivity ; quadratic programming ; linear programming ; aggregation ; relaxation ; multigrid methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper is concerned with multilevel iterative methods which combine a descent scheme with a hierarchy of auxiliary problems in lower dimensional subspaces. The construction of auxiliary problems as well as applications to elasto-plastic model and linear programming are described. The auxiliary problem for the dual of a perturbed linear program is interpreted as a dual of perturbed aggregated linear program. Coercivity of the objective function over the feasible set is sufficient for the boundedness of the iterates. Equivalents of this condition are presented in special cases.
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  • 24
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    Mathematical programming 49 (1990), S. 91-111 
    ISSN: 1436-4646
    Keywords: Sparse matrices ; linear programming ; bipartite matching
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Many optimization algorithms involve repeated processing of a fixed set of linear constraints. If we pre-process the constraint matrixA to be sparser, then algebraic operations onA will become faster. We consider the problem of making a given matrix as sparse as possible, theSparsity Problem (SP). In a companion paper with S. Frank Chang, we developed some theoretical algorithms for SP under a non-degeneracy assumption (McCormick and Chang, 1988). Here we investigate what must be done to make those algorithms applicable in practice. We report encouraging computational results in making linear programming constraint matrices sparser. We also find that the Simplex Algorithm can solve the reduced LPs faster. Comparisons are made to a heuristic algorithm for SP of Adler et al. (1989).
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  • 25
    ISSN: 1436-4646
    Keywords: Quasi-Newton methods ; collinear scalings ; conic approximations ; local and q-superlinear convergence
    Source: Springer Online Journal Archives 1860-2000
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    Notes: Abstract This paper is concerned with collinear scaling algorithms for unconstrained minimization where the underlying local approximants are forced to interpolate the objective function value and gradient at only the two most recent iterates. By suitably modifying the procedure of Sorensen (1980) for deriving such algorithms, we show that two members of the algorithm class derived related to the DFP and BFGS methods respectively are locally and q-superlinearly convergent. This local analysis as well as the results they yield exhibit the same sort of “duality” exhibited by those of Broyden, Dennis and Moré (1973) and Dennis and Moré (1974) for the DFP and BFGS methods. The results in this paper also imply the local and q-superlinear convergence of collinear scaling algorithms of Sorensen (1982, pp. 154–156) related to the DFP and BFGS methods.
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  • 26
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    Mathematical programming 49 (1990), S. 139-141 
    ISSN: 1436-4646
    Keywords: Linear complementarity problem ; copositive ; strictly copositive ; Q-matrix
    Source: Springer Online Journal Archives 1860-2000
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    Notes: Abstract Recently, Jeter and Pye gave an example to show that Pang's conjecture, thatL 1 ⋂Q $$ \subseteq R_0 $$ , is false. We show in this article that the above conjecture is true for symmetric matrices. Specifically, we show that a symmetric copositive matrix is inQ if and only if it is strictly copositive.
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  • 27
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    Mathematical programming 49 (1990), S. 145-162 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point methods ; primal—dual algorithms ; feasibility
    Source: Springer Online Journal Archives 1860-2000
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    Notes: Abstract A new method for obtaining an initial feasible interior-point solution to a linear program is presented. This method avoids the use of a “big-M”, and is shown to work well on a standard set of test problems. Conditions are developed for obtaining a near-optimal solution that is feasible for an associated problem, and details of the computational testing are presented. Other issues related to obtaining and maintaining accurate feasible solutions to linear programs with an interior-point method are discussed. These issues are important to consider when solving problems that have no primal or dual interior-point feasible solutions.
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  • 28
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    Mathematical programming 49 (1990), S. 231-251 
    ISSN: 1436-4646
    Keywords: Nonsmooth optimization ; subgradient ; ε-subgradient ; exact penalty function ; successive quadratic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we present an algorithm for solving nonlinear programming problems where the objective function contains a possibly nonsmooth convex term. The algorithm successively solves direction finding subproblems which are quadratic programming problems constructed by exploiting the special feature of the objective function. An exact penalty function is used to determine a step-size, once a search direction thus obtained is judged to yield a sufficient reduction in the penalty function value. The penalty parameter is adjusted to a suitable value automatically. Under appropriate assumptions, the algorithm is shown to produce an approximate optimal solution to the problem with any desirable accuracy in a finite number of iterations.
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  • 29
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    Mathematical programming 49 (1990), S. 325-340 
    ISSN: 1436-4646
    Keywords: Convex quadratic programming ; interior point method ; Karmarkar's method ; logarithmic barrier function method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present a primal interior point method for convex quadratic programming which is based upon a logarithmic barrier function approach. This approach generates a sequence of problems, each of which is approximately solved by taking a single Newton step. It is shown that the method requires $$O(\sqrt n L)$$ iterations and O(n 3.5 L) arithmetic operations. By using modified Newton steps the number of arithmetic operations required by the algorithm can be reduced to O(n 3 L).
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  • 30
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    Mathematical programming 49 (1990), S. 371-379 
    ISSN: 1436-4646
    Keywords: Z-function ; strong solvability with nonnegativity ; strictly semimonotone function
    Source: Springer Online Journal Archives 1860-2000
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    Notes: Abstract This paper focuses on the relationship between the ‘strong’ solvability of a certain system involving a Z-function, and the strict semimonotonicity of such a function. Our main result shows that, for a system defined by a continuous, superhomogeneous Z-function, the additional condition of strict semimonotonicity is both necessary and sufficient for strong solvability.
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    Mathematical programming 49 (1990), S. 397-411 
    ISSN: 1436-4646
    Keywords: Concave functions ; knapsack problems ; strict minimizers ; NP-hard ; nonconvex ; local minimizers
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider a version of the knapsack problem which gives rise to a separable concave minimization problem subject to bounds on the variables and one equality constraint. We characterize strict local miniimizers of concave minimization problems subject to linear constraints, and use this characterization to show that although the problem of determining a global minimizer of the concave knapsack problem is NP-hard, it is possible to determine a local minimizer of this problem with at most O(n logn) operations and 1+[logn] evaluations of the function. If the function is quadratic this algorithm requires at most O(n logn) operations.
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    Computing 43 (1990), S. 199-207 
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    Keywords: 65C99 ; Particle methods ; linearized Boltzmann equation ; Gauss integration
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    Description / Table of Contents: Zusammenfassung In [3] ist eine Partikelmethode vorgestellt, die unendlich viele Partikel benötigt. Zu ihrer numerischen Implementierung muß der numerisch relevante Träger abgeschätzt werden. Um dies zu vermeiden, führen wir über die Gasß-Integration eine a priori endliche Form ein und stellen numerische Ergebnisse für verschiedene Testbereiche vor.
    Notes: Abstract In [3] a particle method is proposed which acts on an infinite grid. Hence, for a numerical application an estimation of the numerically relevant support is necessary. To overcome this difficulty we suggest a finite grid based on Gaussian integration formulas and present numerical results of different test examples.
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    Computing 43 (1990), S. 255-266 
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    Keywords: 65L05 ; Initial value problem ; Rung-Kutta methods ; Interpolation
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    Description / Table of Contents: Zusammenfassung Neue Interpolanten für explizite Runge-Kutta-Verfahren für Anfangswertprobleme werden vorgeschlagen. Diese Interpolanten beruhen auf Werten der Lösung und ihrer Ableitung aus zwei aufeinanderfolgenden Integrationsschritten. Für Verfahren der Ordnung 5 (nämlich Runge-Kutta-Fehlberg 4(5), Dormand-Prince (5(4) und Verner 5(6)) haben wir Interpolanten mit einem lokalen FehlerO(h 6) hergeleitet, die keine zusätzlichen Funktionsauswertungen benötigen. Für die Lösung der Ordnung 6 des Verfahrens von Verner erhalten wir mit einer zusätzlichen Funktionsauswertung einen Interpolanten mitO(h 7)-Fehler. Es tritt dabei keine Aufblähung der Größenordnung der Fehlerkonstanten auf.
    Notes: Abstract New interpolants of the explicit Runge-Kutta method for the initial value problem are proposed. These interpolants are based on values of the solution and its derivative from two successive integration steps. In this paper, three interpolants withO(h 6) local error (l.e.), for the fifth order solution, of the methods Fehlberg 4(5) (RKF 4(5)), Dormand and Prince 5(4) (RKDP 5(4)) and Verner 5(6) (RKV 5(6)) without extra cost are derived. An interpolant withO(h 7) (l.e.) for the sixth order solution of the Verner's method with only one extra function evaluation per integration step is also constructed. The above advantages are obtained without any cost in the magnitude of the error.
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  • 34
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    Computing 43 (1990), S. 309-323 
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    Keywords: 65 K 05 ; 90 C 30 ; nonlinear systems of equations ; Lipschitzian global optimization ; adaptive partition algorithms ; random test problems ; numerical results
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    Description / Table of Contents: Zusammenfassung Es wird ein allgemeiner Rahmen für die Lösung nichtlinearer Gleichungssysteme vorgeschlagen, der auf Prinzipien der globalen Optimierung beruht. Nach einer kurzen Darstellung der benötigten Grundlagen werden numerische Testergebnisse für zwei Klassen von leicht reproduzierbaren Pseudo-Random-Testproblemen vorgestellt.
    Notes: Abstract A general framework is proposed for the solution of nonlinear equation systems, applying multiextremal (global) optimization methodology. Following a brief presentation of the background needed, numerical results are reported for two classes of easily reproducible pseudo-random test problems.
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  • 35
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    Computing 43 (1990), S. 391-400 
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    Keywords: 68C25 ; 68E99 ; Algorithms ; Data Base ; Estimation
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    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Wir untersuchen das Verhältnis Speichergröße zu Genauigkeit eines adaptiven Abtast-Algorithmus von Wegman, der es ermöglicht die Anzahl der verschiedenen Elemente einer großen Datei die auf Magnetplatte abgespeichert ist, abzuschätzen.
    Notes: Abstract We analyze the storage/accuracy trade-off of an adaptive sampling algorithm due to Wegman that makes it possible to evaluate probabilistically the number of distinct elements in a large file stored on disk.
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    Computing 45 (1990), S. 1-15 
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    Description / Table of Contents: Zusammenfassung Bisher haben sich Untersuchungen über Wachstumsschranken für Lösungen von Randwertproblemen entweder mit 2-Punkt-oder mit Mehrpunkt-Bedingungen beschäftigt. Wenn jedoch einige der 2-Punkt-Bedingungen unabhängig von den übrigen Bedingungen sind, dann konnte man nur ein gröberes Polychotomie-Resultat angeben. In dieser Note wird gezeigt, daß eine solche (entkoppelte) 2-Punkt-Bedingung tatsächlich einen dichotomen Unterraum induziert. Dazu werden die Begriffe Dichotomie und Polychotomie genauer untersucht und es werden geeignete Projektionen zur Beschreibung der Struktur des Lösungsraumes hergeleitet.
    Notes: Abstract Previous analyses on bounds for the growth of solutions of BVP were dealing either with two point or multipoint conditions. For BVP where some of the two point boundary conditions are separated from the rest one could only give a cruder polychotomy result for a multipoint case as such. In this note we show that such a (decoupled) two point condition actually induces a dichotomic subspace. This is done by reconsidering the notions of dichotomy and polychotomy and deriving appropriate projection mappings which describe the solution space structure.
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    Computing 45 (1990), S. 93-93 
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    Computing 44 (1990), S. 365-368 
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    Keywords: 65D07 ; 41A15 ; Positive spline interpolation ; sufficient and necessary existence condition
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    Description / Table of Contents: Zusammenfassung Es wird eine hinreichend und notwendige Bedingung für die Positivität von rational-kubischen Splines angegeben, welche sich leicht überprüfen läßt. Sie ist bei Interpolationsdaten mit positiven Ordinaten durch hinreichend große Rationalitätsparameter stets erfüllbar.
    Notes: Abstract By means of a finite set of inequalities a sufficient and necessary condition for the positivity of rational cubic splines is given which holds true whenever the rationality parameters are sufficiently large.
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  • 39
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    Computing 45 (1990), S. 69-77 
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    Keywords: 65G10 ; Interval mathematics ; Hausdorff distances
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    Description / Table of Contents: Zusammenfassung In der vorliegenden Arbeit werden für eine Klasse von Metriken in ℝ n , darunter die Hölder-Metriken, explizite Ausdrücke zur Berechnung der Werte der zugehörigen Hausdorff-Metriken entwickelt.
    Notes: Abstract In the present paper for a class of metrices in ℝ n including the Hölder metrices explicit expressions will be developed for evaluating the values of the corresponding Hausdorff metrices.
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  • 40
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    Computing 45 (1990), S. 119-129 
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    Keywords: 65D07 ; 41A15 ; Bézier ; geometric continuity ; visual continuity ; conversion ; positivity ; convex hull ; variation diminishing
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    Description / Table of Contents: Zusammenfassung Gegeben wird eine Bézier-Darstellung visuell stetiger quartischer und quintischer Kurven. Es werden explizite Ausdrücke für die Konversion der Bézier in und vice versa eine Hermite Darstellung, definiert durch die Stetigkeitsbedingungen, angegeben. Es werden Positivitätsbedingungen, die Eigenschaften wie z.B. die Eigenschaften der konvexen Hülle und der Variationsreduktion sichern, gegeben.
    Notes: Abstract We present a Bézier representation of visually continuous quartics and quintics. Explicit formulas are given for the conversion of the Bézier representation to and vice versa a Hermite-like representation, defined by the continuity conditions. Positivity conditions which insure properties like convex hull and variation diminishing properties are given.
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  • 41
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    Computing 44 (1990), S. 197-208 
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    Keywords: 65F35 ; 65L05 ; 65L07 ; Stiff differential equations ; logarithmic norms ; one-sided Lipschitz continuity
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    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Die meisten Konvergenzkonzepte für Diskretisierungen nichtlinearer steifer Anfangswertprobleme basieren auf dem Begriff der einseitigen Lipschitz-Stetigkeit. Folglich sind durch diese theoretischen Konzepte nur steife Probleme mit moderater einseitiger Lipschitzkonstante abgedeckt. In der vorliegenden Arbeit zeigen wir, daß die Annahme moderater einseitiger Lipschitzkonstanten für viele steife Probleme verletzt ist. Wir weisen auf einige Konvergenzresultate hin, die nicht auf einseitigen Lipschitzkonstanten basieren; die Konzepte der singulären Störungstheorie sind hier von wesentlicher Relevanz. Wir berichten über einige numerische Erfahrungen mit steifen Problemen, die durch keine existierende Konvergenztheorie abgedeckt sind.
    Notes: Abstract Most convergence concepts for discretizations of nonlinear stiff initial value problems are based on one-sided Lipschitz continuity. Therefore only those stiff problems that admit moderately sized one-sided Lipschitz constants are covered in a satisfactory way by the respective theory. In the present note we show that the assumption of moderately sized one-sided Lipschitz constants is violated for many stiff problems. We recall some convergence results that are not based on one-sided Lipschitz constants; the concept of singular perturbations is one of the key issues. Numerical experience with stiff problems that are not covered by available convergence results is reported.
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  • 42
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    Computing 44 (1990), S. 273-278 
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    Keywords: 65G10 ; Interval arithmetic ; interval expressions
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    Description / Table of Contents: Zusammenfassung Die reele Funktionf besitze über dem IntervallX eine Darstellung der Formf(x)=ϕ0+ℓ(x)·h(x),x∈X. Für den Durchmesser vonh(X) gelted(h(X))≤σd(X) und für den Absolutbetrag von ℓ(X) bestehe die Ungleichung ∇ℓ(X)∇≤τd(X)n. Dann geben wir einen Intervallausdruck an, der den Wertebereich vonf über dem IntervallX mit der Ordnungn+1 approximiert. Unser Resultat enthält als Spezialfall das Theorem aus [2] über zentrierte Formen höherer Ordnung und außerdem eine Reihe von Darstellungen vonf, für die diese Resultate bisher nicht bekannt waren.
    Notes: Abstract If the real-valued mappingf has a representation of the formf(x)=ϕ0+ℓ(x)·h(x),x∈X where for the diameter ofh(X) the inequalityd(h(X))≤σd(X) holds and for the absolute value of ℓ(X) we have ∇ℓ(X)∇≤τd(X) n, then we introduce an interval expression forf which approximates the range of values off over the compact intervalX with ordern+1. Our result contains as a special case the theorem on higher order centered forms from [2] and a series of representations off not discussed before.
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    Computing 44 (1990), S. 331-356 
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    Keywords: 65L05 ; 65M20 ; Stiff systems ; method of lines ; error structures ; extrapolation
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    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung In dieser Arbeit wird, als Fortführung der Betrachtungen im [1] die Struktur des globalen Fehlers einiger Zeit-Diskretisierungsschemata bei Anwendung auf eine Klasse steifer Anfangswertprobleme studiert, wie sie typischerweise bei der Semi-Diskretisierung parabolischer Anfangs/Randwertprobleme auftreten (Linienmethode). Im Mittelpunkt der Betrachtungen stehen das implizite Eulerverfahren, die implizite Trapezregel und ein lokal eindimensionales Zwischenschritt-Schema, und es werden ‘gestörte’ asymptotische Entwicklungen hergeleitet, deren Gültigkeit unabhängig von der Steifheit (unabhängig von der Gitterfeinheit der Raum-Diskretisierung) besteht. Der entscheidende, Punkt in der Analyse besteht in einer sorgfältigen, quantitativen Beschreibung des Restgliedes einer solchen Entwicklung. Die Resultate sind im Kontext der Linienmethode anwendbar und erlauben eine Vorhersage über das Verhalten von Extrapolationsverfahren bei der betrachteten Problemklasse. Die theoretischen Betrachtungen werden durch numerische Beispiele illustriert.
    Notes: Abstract In this paper, which carries on the considerations in [1], the structure of the global error is studied for some time discretization schemes, applied to a class of stiff initial value problems as they typically arise from the semi-discretization of parabolic initial/boundary value problems (method of lines). The implicit Euler and trapezoidal schemes and a locally one-dimensional splitting method are considered, and ‘perturbed’ asymptotic error expansions are derived which are valid independent of the stiffness (independent of the meshwidth in space). The key point within the analysis is a careful, quantitative description of the remainder term in such an expansion. The results are applicable in the method of lines setting and enable the prediction of the behavior of extrapolation algorithms for the class of problems under consideration. These theoretical considerations are illustrated by numerical examples.
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  • 44
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    Computing 45 (1990), S. 39-50 
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    Keywords: Iterative methods ; multiple complex zeros ; polynomial equations ; computational efficiency ; circular complex arithmetic
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    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Durch Verwendung der in [14] eingeführten iterativen Newton-Typ-Methode in zirkulärer Arithmetik wird eine neue iterative Methode zum Auffinden mehrfacher komplexer Nullstellen eines Polynoms hergeleitet. Diese Methode kann als Version der klassischen Schröder-Methode angesehen werden. Anfangsbedingungen, die eine sichere Konvergenz der vorgeschlagenen Methode garantieren, werden eingegeben. Die Steigerung der Berechnungseffizienz wird durch Kombination der komplexen Approximationsmethode vom Schröder-Typ mit einigen Intervallmethoden erreicht. Der erreichte Algorithmus wird in Hinsicht auf seine Effizienz analysiert und numerisch am Beispiel einer Polynomgleichung illustriert.
    Notes: Abstract Using the iterative method of Newton's type in circular arithmetic, introduced in [14], a new iterative method for finding a multiple complex zero of a polynomial is derived. This method can be regarded as a version of classical Schröder's method. Initial conditions which guarantee a safe convergence of the proposed method are stated. The increase of the computational efficiency is achieved by a combination of the complex approximation methods of Schröder's type with some interval methods. The presented algorithms are analysed in view of their efficiency and illustrated numerically in the example of a polynomial equation.
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  • 45
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    Computing 45 (1990), S. 79-91 
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    Keywords: 65H05 ; 65H15 ; Determination of polynomial zeros ; simultaneous iterative methods ; multiple roots of equation ; Q-order of convergence
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    Description / Table of Contents: Zusammenfassung Es wird eine Klasse adaptiver Iterationsverfahren höherer Ordnung zur Berechnung aller Nullstellen eines Polynoms konstruiert. Diese Verfahren erhalten die Ordnung der Konvergenz auch im Fall mehrfacher Nullstellen. Numerische Beispiele werden angegeben.
    Notes: Abstract A class of adaptive iterative methods of higher order for the simultaneous determination of all zeros of a polynomial is constructed. These methods preserve their order of convergence also in the case of multiple roots. Numerical examples are included.
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  • 46
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    Computing 45 (1990), S. 51-68 
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    Keywords: 68U05 ; 90C25 ; Shortest polygonal paths ; shortest inpolygons ; funnel ; linear time algorithm ; constrained paths ; convex function
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    Description / Table of Contents: Zusammenfassung Ein klassisches Problem der Geometrie fragt nach einem einbeschriebenen Polygon kürzesten Umfanges eines gegebenen konvexen Polygons. Wir verallgemeinern dieses Problem auf beliebige Polygonzüge im Raum und untersuchen zwei Fälle: im “offenen” Fall kann der gesuchte Streckenzug kürzester Länge einen unterschiedlichen Anfangs- und Endpunkt haben, während im “geschlossenen” Fall diese beiden Punkte zusammenfallen müssen. Es wird gezeigt, daß solche kürzesten Polygonzüge durch kürzeste Streckenzüge in einem ebenen “Kanal” bestimmt werden, die in beiden Fällen durch einen Algorithmus mit linearer Laufzeit bestimmt werden können. Ferner wird der Fall behandelt, daß der gesuchte Polygonzug ohne Knick durch einen vorgegebenen Punkt gehen soll. Es wird gezeigt, daß die Länge des Polygonzuges dann eine streng konvexe Funktion eines bestimmten Winkels ist, wodurch es möglich wird, auch dieses Problem effizient zu lösen.
    Notes: Abstract A classical problem of geometry is the following: given a convex polygon in the plane, find an inscribed polygon of shortest circumference. In this paper we generalize this problem to arbitrary polygonal paths in space and consider two cases: in the “open” case the wanted path of shortest length can have different start and end point, whereas in the “closed” case these two points must coincide. We show that finding such shortest paths can be reduced to finding a shortest path in a planar “channel”. The latter problem can be solved by an algorithm of linear-time complexity in the open as well in the closed case. Finally, we deal with constrained problems where the wanted path has to fulfill additional properties; in particular, if it has to pass straight through a further point, we show that the length of such a constrained polygonal path is a strictly convex function of some angle α, and we derive an algorithm for determining such constrained polygonal paths efficiently.
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  • 47
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    Computing 45 (1990), S. 145-155 
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    Keywords: 65D32 ; 41A55 ; 65H10 ; Cubature formula ; continuation ; triangulation
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    Description / Table of Contents: Zusammenfassung Eine KubaturformelQ ist eine Approximation für einn-dimensionales IntegralI. Q ist exakt für den von den Polynomenf 1, ...f d aufgespannten Vektorraum, wenn $$Q[f_i ] = I[f_i ] i = 1,...,d.$$ Die Unbekannten sind die Knoten und Gewichte der Kubaturformel. Wir nehmen an, daß es soviele Unbekannte wie Gleichungen gibt. Zur Bestimmung von Lösungen dieses Systems konstruieren wir eine Familie von Systemen, die stetig von einem Parametert abhängt: $$Q[f_i (t)] = I[f_i (t)] i = 1,...,d,$$ die fürt=1 mit dem ersten System zusammenfällt und fürt=0 eine einfach zu bestimmende Lösungsmenge hat. Die Lösungszweige, die in jeder Lösung dieser Menge beginnen, werden numerisch verfolgt und können eine Lösung fürt=1 liefern.
    Notes: Abstract A cubature formulaQ is an approximation of ann-dimensional integralI. Q is exact for the space spanned by the polynomialsf 1, ...,f d if it verifies the system of equations: $$Q[f_i ] = I[f_i ] i = 1,...,d.$$ The unknowns are knots and weights of the cubature formula. We suppose that there are as many unknowns as equations. For searching solutions to this system, we construct a family of systems depending continuously on a parametert: $$Q[f_i (t)] = I[f_i (t)] i = 1,...,d,$$ coinciding with the previous system fort=1 and whose solutions att=0 are easily computed. The solution curves originating from these solutions are followed numerically and may yield a solution fort=1.
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    Computing 45 (1990), S. 183-191 
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    Keywords: 65G10 ; 65F30 ; 41A21 ; Matrix exponential ; Pade approximations ; verified bounds
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    Description / Table of Contents: Zusammenfassung Vorgeschlagen wird ein Verfahren zur gleichzeitigen Berechnung von verifizierten Schranken für die Matrixfunktionen exp (A) und ∫ 0 1 exp (As) ds, bei dem die Einschließung des Integrals während der Berechnung von verifizierten Schranken für exp (A) mit sehr geringem zusätzlichen Rechenaufwand erhalten wird. Eine hohe Ergebnisgenauigkeit wird durch die Anwendung einer besonderen Rechnerarithmetik und durch dynamische Genauigkeit mit der “staggered correction”-Darstellung erzielt.
    Notes: Abstract We propose a method for simultaneous computation of verified bounds for the matrix functions exp (A) and ∫ 0 1 exp (As) ds where the inclusion of the integral is obtained during the computation of verified bounds for exp (A) at very little additional cost. Highly accurate results of our method are achieved by the use of advanced computer arithmetic and an implementation of dynamic precision by means of staggered correction representation.
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    Computing 45 (1990), S. 235-249 
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    Keywords: Primary 65N99, 65P05 ; Secondary 35A40, 35K05, 35R35, 80A20 ; Stefan problem ; boundary integral methods ; front tracking of the free boundary ; numerical solution of free boundary problems
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    Description / Table of Contents: Zusammenfassung Das klassische ein dimensionale Ein-Phasen Stefan Problem wird numerisch über wachsende RechteckeR j gelöst, die von der Stefan Bedingung geregelt werden. Dieses Verfahren beruht auf einer Methode, die von E. Di Benedetto und R. Spigler 1983 entwickelt wurde. Die praktische Implementierung beruht auf einer Darstellung mittelsthermischer Potentiale der Lösungu j (x, t) der Wärmegleichung inR j . Der Wertu x j (x j ,jΔt), der das (j+1)-ste Rechteck bestimmt, wird analytisch durch die explizite Lösung einer Integralgleichung berechnet. Die Lösung inR j+1 wird durch numerische Berechnung eines anderen Integralausdruckes bestimmt. Der Algorithmus wird an zwei Problemen getestet, deren Lösung explizit bekannt ist. Die Konvergenz, die Stabilität und die Konvergenzgeschwindgkeit für Δx→0, Δt→0 werden ebenfalls getestet und graphisch dargestellt.
    Notes: Abstract The classical one-phase one-dimensional Stefan problem is numerically solved on rectangles,R j , of increasing size controlled by the Stefan condition. This approach is based on a scheme introduced by E. Di Benedetto and R. Spigler in 1983. The practical implementation rests on the representation viathermal potentials of the solutionu j (x, t) to the heat equation inR j . The quantityu x j (x j ,jΔt) which determines the (j+1)-th rectangle is evaluatedanalytically by solving explicitly an integral equation. The solution inR j+1 is then obtained bynumerically evaluating a further integral expression. The algorithm is tested by solving two problems whose solution is explicitly known. Convergence, stability and convergence rate as Δx→0, Δt→0 have been tested and plots are shown.
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  • 50
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    Computing 45 (1990), S. 311-319 
    ISSN: 1436-5057
    Keywords: 1980 Mathematics Subject Classification (1985 Revision) ; Primary 65N10 ; 65N30 ; Coupling strategy ; combined methods ; singularity problems ; interface problems ; elliptic equation ; error analysis ; stability analysis ; optimal rate of convergence
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    Description / Table of Contents: Zusammenfassung Zur Lösung elliptischer Randwert probleme mit Singularitäten haben wir kombinierte Methoden vorgeschlagen, die aus der Ritz-Galerkin-Methode mit singulären (oder analytischen) Basisfunktionen für einen TeilS 2 des LösungsraumesS, in dem es singuläre Punkte gibt, und aus der Finite-Elemente-Methode für den restlichen TeilS 1 vonS, wo die Lösung genügend glatt ist, bestehen. In dieser Arbeit werden allgemeine Ansätze, die zusätzliche Integrale verwenden, präsentiert, um verschiedene numerische Methoden längs ihres gemeinsamen Randes Г0 zu verbinden. Fehler und Stabilitätsuntersuchungen für eine solche allgemeine Kombinationsstrategie werden angegeben. Diese Untersuchungen sind wichtig, da sie eine theoretische Grundlage für eine Reihe von Kombinationen zwischen der Ritz-Galerkin-Methode und der Finite-Elemente-Methode bilden, die in [7] angegeben werden, und weil sie zu neuen Kombinationen von anderen analogen Methoden führen können. Außerdem können die Untersuchungen dieser Arbeit angewendet und erweitert werden, um allgemeine elliptische Randwert probleme mit Winkel-Singularitäten, Oberflächen-Singularitäten oder unbeschränkten Gebieten zu lösen.
    Notes: Abstract For solving elliptic boundary value problems with singularities, we have proposed the combined methods consisting of the Ritz-Galerkin method using singular (or analytic) basic functions for one part,S 2, of the solution domainS, where there exist singular points, and the finite element method for the remaining partS 1 ofS, where the solution is smooth enough. In this paper, general approaches using additional integrals are presented to match different numerical methods along their common boundary Г0. Errors and stability analyses are provided for such a general coupling strategy. These analyses are important because they form a theoretical basis for a number of combinations between the Ritz-Galerkin and finite element methods addressed in [7], and because they can lead to new combinations of other methods, such as the combined methods of the Ritz-Galerkin and finite difference methods. Moreover, the analyses in this paper can be applied or extended to solve general elliptic boundary value problems with angular singularities, interface singularity or unbounded domain.
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    Computing 45 (1990), S. 369-375 
    ISSN: 1436-5057
    Keywords: 90 B 35 ; Job-Shop scheduling ; flexible manufacturing ; shortest path
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Folgende Verallgemeinerung des klassischen Job-Shop Scheduling Problems wird untersucht. Jeder Operation eines Jobs sei eine Menge von Maschinen zugeordnet. Wählt man für jede Operation genau eine Maschine aus dieser Menge aus, so erhält man ein klassisches Job-Shop Problem, dessen minimale Gesamtbearbeitungszeitf(μ) von dieser Zuordnung μ abhängt. Gesucht ist eine Zuordnung μ, dief(μ) minimiert. Für zwei Jobs wird ein polynomialer Algorithmus entwickelt, der dieses Problem löst.
    Notes: Abstract Consider the following generalization of the classical job-shop scheduling problem in which a set of machines is associated with each operation of a job. The operation can be processed on any of the machines in this set. For each assignment μ of operations to machines letP(μ) be the corresponding job-shop problem andf(μ) be the minimum makespan ofP(μ). How to find an assignment which minimizesf(μ)? For problems with two jobs a polynomial algorithm is derived.
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    Meteorology and atmospheric physics 44 (1990), S. 167-194 
    ISSN: 1436-5065
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Physics
    Notes: Summary Low-frequency modes of the monsoon are examined in the context of their radiation balance and diagnosed for the 13-month period between May 1979 and May 1980 using Earth radiation budget and cloud measurements taken by experiments carried on board the Nimbus-7 satellite. Simultaneous observations of the albedo, longwave radiation, absorbed shortwave radiation, and net radiation at the top of the atmosphere (TOA), and the total cloud fraction and cloud-top temperature are considered. The use of broad-band radiation budget measurements permits a description of the observed longwave, shortwave, and net radiative energy exchange by the low-frequency modes. When wavenumber one fields are considered, the entire morphology of the 1979 summer monsoon (pre-onset, onset, break, re-intensification, and withdrawal) can be fully explained in terms of an eastward propagating mode. Ridge passages occurred over the Arabian Sea and India in June prior to onset, during the July break, and during the retreat of the monsoon. Trough passages occurred prior to the onset during a period of increased tropical cyclone activity, at the time of the onset, and immediately following the break. These low-frequency waves can be unambiguously tracked around the world over extended time periods. The latitudinal structure of the waves indicated that a thermally direct Hadley Cell perturbation propagated eastward with the oscillation. These cells were evident from extratropical extensions of the oscillation, each about 180° of longitude out-of-phase with the tropical oscillation. Because the absorbed shortwave and emitted longwave radrative components are in phase and of nearly identical amplitudes, the net radiative effect of the low-frequency mode is small in general. However, in certain latitudinal belts, the passage of the waves induced perturbations in the net radiation. Because longwave cloud-radiative forcing acts in the same direction as latent heat release, it is able to contribute to the diabatic energetics maintaining the structure and propagation of the eastward propagating 30- to 60-day waves. Between trough and ridge, the TOA longwave flux varies in a coherent manner by on the order of 50 to 60 Wm−2.
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    Meteorology and atmospheric physics 44 (1990), S. 153-165 
    ISSN: 1436-5065
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Physics
    Notes: Summary The interannual variability of the monthly mean upper layer thickness for the central Arabian Sea (5°N-15° N and 60° E-70° E) from a numerical model of the Indian Ocean during the period 1954–1976 is investigated in relation to Indian monsoon rainfall variability. The variability in the surface structure of the Somali Current in the western Arabian Sea is also briefly discussed. It is found that these fields show a great deal of interannual variability that is correlated with variability in Indian monsoon rainfall. Model upper layer thickness (H) is taken as a surrogate variable for thermocline depth, which is assumed to be correlated with sea surface temperature. In general, during the period 1967 to 1974, which is a period of lower than normal monsoon rainfall, the upper ocean warm water sphere is thicker (deeper thermocline which implies warmer surface water); in contrast, during the period 1954–1966, which is a period of higher than normal monsoon rainfall, the upper warm water sphere is thinner (shallower thermocline which implies cooler surface water). The filtered time series of uppper layer thickness indieates the presence of a quasi-biennial oscillation (QBO) during the wet monsoon period, but this QBO signal is conspicuously absent during the dry monsoon period. Since model H primarily responds to wind stress curl, the interannual variability of the stress curl is investigated by means of an empirical orthogonal function (EOF) analysis. The first three EOF modes represent more than 72% of the curl variance. The spatial patterns for these modes exhibit many elements of central Arabian Sea climatology. Features observed include the annual variation in the intensity of the summer monsoon ridge in the Arabian Sea and the annual zonal oscillation of the ridge during pre- and post-monsoon seasons. The time coefficients for the first EOF amplitude indicate the presence of a QBO during the wet monsoon period only, as seen in the ocean upper layer thickness. The variability in the model upper layer thickness is a passive response to variability in the wind field, or more specifically to variability in the Findlater Jet. When the winds are stronger, they drive stronger currents in the ocean and have stronger curl fields associated with them, driving stronger Ekman pumping. They transport more moisture from the southern hemisphere toward the Indian subcontinent, and they also drive a greater evaporative heat flux beneath the Findlater Jet in the Arabian Sea. It has been suggested that variability in the heat content of the Arabian Sea drives variability in Indian monsoon rainfall. The results of this study suggest that the opposite is true, that the northern Arabian Sea responds passively to variability in the monsoon system.
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    Topics: Geography , Physics
    Notes: Summary The role of organized tropical storms and typhoons within the West Pacific-Indian Ocean dipole of low frequency activity is examined with the aid of INSAT satellite observations. Two Asian summer monsoon seasons-1984 and 1987-are analyzed in conjunction with a satellite derived convective index. The former year was noted as an above average Indian monsoon; the latter year as an extreme Indian monsoon failure. The analysis demonstrates that the dipole region is actually an organized collection of seven smaller scale high amplitude, low frequency centers which blur together to form the semblance of a dipole which had been originally identified in 2.5° resolution outgoing Longwave Radiation (OLR) data derived from NOAA satellite measurements. The centers are basically situated over oceanic regions in the eastern and western sectors of the dipole, although, an isolated high amplitude center is also found over central Tibet. Of considerable interest is that the locations of the seven centers, whereas not equivalent, are very similar for both the 1984 and 1987 seasonsinar. The analysis indicates that there are coherent phase relationships between the eastern sector of the dipole and the western sector, but that it is not a simple dipole-like process. Rather, the four high amplitude centers, within the western sector, all fall within a longitudinal channel in which the well known, northward propagating behavior of Monsoon convection anomalies serves to modulate the east-west phase lag along the meridional channel. The result is that the western paelfic phase lags the equatorial Indian Ocean center whereas it generally phase leads the more northern centers within the Arabian Sea and Bay of Bengal. In the two years studied here, there is little evidence of east-west propagation of anomalies between he two centers. The contribution of organized tropical storms and cyclones to the amplitude and phase characteristics of the high amplitude centers is irregular but important, particularly in the eastern sector of the dipole, where up to 50% of the variance can be explained by organized storms. It is also shown that the influence of storms on the phase propagation characteristics of convective anomalies is irregular but significant.
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    Meteorology and atmospheric physics 44 (1990), S. 219-250 
    ISSN: 1436-5065
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Physics
    Notes: Summary In this paper we have studied the low frequency variability of the sensible and latent heat flux over the Indian monsoon area. We have used an atmospheric energy budget (vertical integrated heat sources and moisture sinks), as well as the similarity theory in order to compute the surface fluxes on a darly basis. Mainly, the three following data sets were used: the First GARP Global Experiment analyzed data, the TIROS-N outgoing longwave radiation data and the Monsoon Experiment precipitation data. Our three main findings are the following. First, the variability of the temperature and the specific humidity at the surface is more important over the land than over the sea on the intraseasonal time scale (30% over land, but 20% over sea). For the wind an energy peak appears clearly around 30–40 days. The surface fluxes show an uneven variance percentage field (10% to 40%); the energy peaks stretch from 10 to 40 days. Second, the wind has a significant influence on the surface fluxes, except at some locations exclusively over the land areas. Of the temperature and the specific humidity, the temperature is the one which influences the fluxes the most. (This influence may be very strong over land.) The specific humidity may have a significant influence, over the land and sea, at the same time. Thus, one cannot neglect the influence of temperature and specific humidity over land on the intraseasonal time scale. Third, we have found a close relation between the propagation of low frequency waves and the propagation of surface flux patterns. This may suggest a feedback mechanism which relates surface processes to the northward propagation of these waves over India.
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    Meteorology and atmospheric physics 44 (1990), S. 265-279 
    ISSN: 1436-5065
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Physics
    Notes: Summary Using a General Circulation Model developed at FSU (FSUGCM), the role of the diabatic heating on the 30–60-day oscillation is investigated. To concentrate on the radiation and the moist convection processes, an aqua planet model is employed in this paper. We have obtained a 40-day oscillation with relatively lower frequency than other GCMs without strong heating in the lower troposphere. Unlike some GCMs and simple models, the convective area does not move eastward along with the oscillation. Adiabatic cooling due to the upward motion is mostly compensated by diabatic heating. This implies that Kelvin CISK theory might not explain our 40-day oscillation. We have also examined the impact of radiative heating on the low frequency oscillation. When we reduce the radiative cooling rate, our 40-day mode does not appear and a Kelvin CISK mode appears with a faster phase speed. The impact of the different convection schemes is also investigated. With an enhanced convection scheme, zonal wave number two with a 40-day period is generated.
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    Meteorology and atmospheric physics 44 (1990), S. 281-292 
    ISSN: 1436-5065
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Physics
    Notes: Summary The present paper discusses the build-up, the air mass transformation and the propagation of the Siberian high as well as its relations to the development of cold surges in East Asia. It has been found that (1) the genesis and development of the Siberian high result from the combined effects of the mass convergence at middle and upper-level and the radiative cooling; (2) the apparent transformation of the Siberian high over land is observed in winter, which is caused by the upward sensible heat and latent heat flux from the underlying surface; (3) the Siberian high and its attendant cold air outbreaks usually undergo a marked low-frequency, southward propagation with the period of 10–20 days; (4) activity of cold surge over the East China Sea and the South China Sea is closely related to the intensity of the Siberian high. The active cold surge occurs when the Siberian high is usually strong.
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    Meteorology and atmospheric physics 44 (1990), S. 251-263 
    ISSN: 1436-5065
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geography , Physics
    Notes: Summary The Indian summer monsoon, one of the earth's most vigorous and energetic seasonally occurring weather events, influences the global atmospheric circulation. Its onset, duration, and intensity are governed by large- and meso-scale geophysical processes, such as surface solar heating and air-sea interactions. In this paper, using innovative combinations of satellite sensor data, we investigate some of these fundamental processes which are closely tied to clouds and control the monsoon system's evolution. The study, which focuses on the monsoon period of June, 1979, examines the low-frequency variability of clouds and their effects on air-sea processes through an analysis of the complex influence clouds play on the surface heat and water budgets. First, the effects of clouds on both the solar and longwave components of the surface radiation budget are assessed using a cloud radiative forcing parameter. While the effects of clouds on the long-wave irradiance act in a manner opposite to their effects on the shortwave irradiance, only a partial compensation is found to take place and the net effect results in a maximum cloud forcing of 60 Wm−2 in the southwestern Arabian Sea. Second, employing satellite-derived precipitation and evaporation estimates, the paper analyzes the net surface fresh water budget variability around the monsoon onset. This budget is important in that fresh water affects the upper ocean density distribution and, consequently, the thermohaline circulation. Two regions are found to dominate the analysis: the western Arabian Sea, where evaporation is dominant by more than 10 mm day−1, and the eastern Arabian Sea, where precipitation is dominant by more than 10 mm day−1. Thus, a strong zonal gradient of fresh water at the surface is established during the monsoon. The last topic investigated is the intraseasonal variability of convection as analyzed using a cloud parameter indicative of deep convection. Cloud oscillations of 30–50 days, associated with the different phases of the monsoon, are found to propagate northward in the eastern Indian Ocean and eastward in the Bay of Bengal. Our analysis not only supports the hypothesis that the 30–50-day oscillation is driven by deep convection but also, and more importantly, suggests that the ocean thermal forcing is modulated by 30–50-day oscillations through cloud-induced surface radiative forcing. Although the results presented are limited in scope and preliminary because of the diffculty in quantifying the accuracy of the parameters examined, they do demonstrate: 1) the role of clouds in modulating the surface heat and water budgets, 2) the advantage of using combinations of multi-sensor and multi-platform satellite observations to quantify interrelated surface heat/water budget processes, and 3) the potential to examine the intraseasonal variability of air-sea interaction processes associated with the monsoon, even though these processes are not directly measurable from space.
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    AI & society 4 (1990), S. 39-50 
    ISSN: 1435-5655
    Keywords: Cognition ; Cognitive science ; Concepts ; Connectionism ; Consciousness ; Content
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Cognitive psychology and cognitive science are concerned with a domain of cognition that is much broader than the realm of judgement, belief, and inference. The idea of states with semantic content is extended far beyond the space of reasons and justification. Within this broad class of states we should, however, differentiate between the states distinctive of thinking persons — centrally, beliefs, desires, and intentions — and other states. The idea of consciousness does not furnish a principle of demarcation. But the distinction between states whose content is conceptualized by the person whose states they are and states for which this is not so is more promising. This principle of demarcation contains the seeds of a problem for distributed connectionism. The article ends with some more general reflections about cognitive science.
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    AI & society 4 (1990), S. 91-91 
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    AI & society 4 (1990), S. 93-95 
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    AI & society 4 (1990), S. 96-114 
    ISSN: 1435-5655
    Keywords: Action ; Connectionism ; Learning and development ; Enaction ; Human infancy ; Innate knowledge
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract This article compares the potential of classical and connectionist computational concepts for explanations of innate infant knowledge and of its development. It focuses on issues relating to: the perceptual process; the control and form(s) of perceptual-behavioural coordination; the role of environmental structure in the organization of action; and the construction of novel forms of activity. There is significant compatibility between connectionist and classical views of computation, though classical concepts are, at present, better able to provide a comprehensive computational view of the infant. However, Varela's “enaction” perspective poses a significant challenge for both approaches.
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    AI & society 4 (1990), S. 147-154 
    ISSN: 1435-5655
    Keywords: Instructional technology ; Platonic teacher ; Socratic teacher ; CAI ; Tutoring system ; Learning with efforts
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In this paper I consider how the computer can or should be accepted in Japanese schools. The concept of “teaching” in Japan stresses learning from a long-term perspective. Whereas in the instructional technology, on which the CAI or the Tutoring System depends, step-by-step attainments in relatively short time are emphasized. The former is reluctant in using the computer, but both share the “Platonic” perspective which are goal-oriented. However, The “Socratic” teacher, who intends to activate students' innate disposition to be better, would find another way of “teaching” and use of the computer.
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    AI & society 4 (1990), S. 162-162 
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    AI & society 4 (1990), S. 163-167 
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    AI & society 4 (1990), S. 171-172 
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    Engineering with computers 6 (1990), S. 17-29 
    ISSN: 1435-5663
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Technology
    Notes: Abstract This paper concerns several analytical problems related to linear polyhedra in euclidean three-dimensional-space. Symbolic formulas for line, surface, and volume integration are given, and it is shown that domain integrals are computable in polynomial time. In particular, it is shown that mass, first and second moments, and products of inertia are computable inO(E) time, whereE is the number of edges of the boundary. Simple symbolic expressions for the normal derivatives of domain integrals are also derived. In particular, it is shown that they are closely linked to the topology of the integration domain, as well as that they are expressible as combinations of domain integrals over lower-order domains (faces, edges, and vertices). The symbolic results presented in this paper may lead to an easy incorporation of integral constraints, for example, concerning mass and inertia, in the engineering designing process of solid objects.
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    Engineering with computers 6 (1990), S. 81-92 
    ISSN: 1435-5663
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Technology
    Notes: Abstract To structure the development of an integrated building design environment, the global representation of the design data may best be organized in terms of hierarchies of objects. In structural engineering design we deal with large sets of independent but interrelated objects. These objects are specified by data. For an engineering design data base the system must be able to model the objects composing the design as well as to manage effectively the design data. The data base management system therefore needs to have some knowledge of the intended use of the data, and must provide an abstraction mechanism to represent and manipulate objects. Much recent research in engineering data bases focuses on object management for specific tasks but gives little attention to the shareability of the underlying information. This paper describes an architecture for the management of complex engineering objects in a sharable, relational framework. Potential application of this approach to object management for structural engineering analysis and design is discussed.
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    Engineering with computers 6 (1990), S. 103-112 
    ISSN: 1435-5663
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Technology
    Notes: Abstract Current solid modeling systems are suitable for modeling individual mechanical parts but they do not capture therelationships and/ordependencies among the geometric features of parts in an assembly. Research in the area of “part and assembly modeling” focuses on capturing this missing information. This paper surveys feature-based models for mechanical assemblies and methods for deriving the actual part positions from the part relationships. We have attempted to extract from the literature the essential requirements for a unified feature-based assembly model. Three levels of representation are envisaged—representation of part positions in terms of their spatial coordinates, representation of geometric (feature) relations between individual parts, and representation of the assembly hierarchy. The actual relative positions can be derived from the hierarchical assembly model. Possible areas of application are tolerance analysis and synthesis, automatic generation of assembly sequences, and kinematic analysis and synthesis.
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    Engineering with computers 6 (1990), S. 121-126 
    ISSN: 1435-5663
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Technology
    Notes: Abstract A scheme of representing assemblies and an algorithm for the tolerance chain generation are developed so that tolerance chains of assemblies can be generated automatically to accommodate tolerance analysis at the assembly level. In the hierarchical data structure representing an assembly the connectivity information is carried by the instances of components and subassemblies, and the mating relations between each pair of mating entities are described by mating links, mating paths, mating conditions, and mating features. Mating graphs are derived from the mating links before they are searched for the generation of tolerance chains. The scheme has been implemented in a prototype interactive package that allows the user to model assemblies directly without detailed object modeling. Several examples of various complexity have been tested with success.
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    Engineering with computers 6 (1990), S. 145-152 
    ISSN: 1435-5663
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    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Technology
    Notes: Abstract A programming method that facilitates interworkstation communications on a local area network (LAN) of microcomputers has been developed. Communications are managed using a set of common access status and data files, which are writen to and read from the file server hard disk. Use of this programming method permits the work load associated with large computational problems to be distributed to various workstations connected to a LAN for concurrent processing, and has resulted in substantial solution time savings in problems that have been run. Test problems have been programmed in IBM Compiled BASIC [1] and are continuing with further programs in BASIC and IBM Professional FORTRAN [2]. Applications to actual computational engineering problems are presently being investigated and are briefly discussed. This paper describes the basic principles underlying the distributed processing technique that was developed and presents several example problems that were run to test the technique and develop benchmark results for a particular LAN configuration.
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    Engineering with computers 6 (1990), S. 153-165 
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    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Technology
    Notes: Abstract Many descriptions of the design process do not include the specifications as part of the process, but rather as an input to the design. Once the specifications are considered to be the input, the assumption is made that they are in a form that is suitable for the design process to proceed. The need for a design always starts with ill-defined objectives. The process by which this information is transformed into well-defined design objectives is called the design specification extraction process. An attempt to expose the underlying structure of the first step in the design process—the design specifications—is presented in this paper. The extraction of specifications is divided into four major tasks—diagnosis or information gathering, interpretation and assessment, classification and decomposition, and information patching. The conceptual framework for the design specification extraction and synthesis is implemented in the expert system program SEISD (specification extraction interface for structural design) developed in the LISP programming language. A few examples are presented to demonstrate the implementation strategies. These examples are drawn from the specific problem of a beam design.
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    Graphs and combinatorics 6 (1990), S. 381-394 
    ISSN: 1435-5914
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    Topics: Computer Science , Mathematics
    Notes: Abstract Enomoto-Mena[1] showed that two one-parameter families of distance-regular digraphs of girth 4 could possibly exist. Subsequently Liebler-Mena[2] found an infinite family of such digraphs generated over an extension ring ofZ/4Z. We prove that there are no other solutions except for multiplication by principal units to generate distance-regular digraphs of girth 4 under their method. In order to prove this, we introduce Gauss sums and three kinds of Jacobi sums over an extension ring ofZ/4Z. We give necessary and sufficient conditions for the existence of these digraphs under that method. It turns out that the Liebler-Mena solutions are the only solutions which satisfy the necessary and sufficient conditions. This fact has been conjectured for a time, but has never been proved.
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    Stochastic environmental research and risk assessment 4 (1990), S. 175-191 
    ISSN: 1436-3259
    Keywords: Flow through porous media ; random network ; macro-permeability ; micro-geometry ; statistical mechanics ; anisotropy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract This paper presents an analysis of Hagen-Poiseulle flow through plane random anisotropic networks of interconnected channels. Macroscopic permeability tensor of the network is expressed in terms of statistico-geometrical characteristics like the degree of anisotropy in channel orientations, average co-ordination number of the network and first two moments of channel length distribution. Analytical results are illustrated and verified using numerical analysis of flow in a simulated random network. The emphasis of the paper is on the effects of anisotropy on distributions of flow rates in channels. It is shown that, due to anisotropy the maximum flow rate generally occurs in channels that are not aligned along the direction of the macroscopic pressure gradient.
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    Stochastic environmental research and risk assessment 4 (1990), S. 253-254 
    ISSN: 1436-3259
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
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    Stochastic environmental research and risk assessment 4 (1990), S. 241-251 
    ISSN: 1436-3259
    Keywords: Sedimentation ; Large Reservoirs ; Markov Chains
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Sediment deposition and its accumulation in a large resorvoir depends on the inflow and reservoir storage content, respectively. Because of this fact it is possible to model the cumulative deposition of sediment as an additive process defined on a bivariate Markov chain. Using the bivariate Markov chain model the mean and variance of the cumulative deposition of John Martin Reservoir, Colorado, U.S.A. are estimated and compared with observed sedimentation data.
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    Stochastic environmental research and risk assessment 4 (1990), S. 295-308 
    ISSN: 1436-3259
    Keywords: Risk-based design ; uncertainty analysis ; hydraulic design ; bridge ; culvert
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract For a proposed highway bridge or culvert, the total cost to the public during its expected service life includes capital investment on the structures, regular operation and maintenance costs, and various flood related costs. The flood related damage costs include items such as replacement and repair costs of the highway bridge or culvert, flood plain property damage costs, users costs from traffic interruptions and detours, and others. As the design discharge increases, the required capital investment increases but the corresponding flood related damage costs decrease. Hydraulic design of a bridge or culvert using a riskbased approach is to choose among the alternatives the one associated with the least total expected cost. In this paper, the risk-based design procedure is applied to pipe culvert design. The effect of the hydrologic uncertainties such as sample size and type of flood distribution model on the optimal culvert design parameters including design return period and total expected cost are examined in this paper.
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    Stochastic environmental research and risk assessment 4 (1990), S. 255-276 
    ISSN: 1436-3259
    Keywords: Stochastic hydrologic process ; daily discharges ; correlated generation ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A geomorphological study at the confluence of the Danube and the Isar in Bavaria required long series of daily discharges in both rivers. A model that generates simultaneous correlated streamflows in both rivers was developed and tested. The model is a modified shot noise model, first developed by Treiber (1975) for a single river, that was adapted to two rivers. It generates correlated pulses of events that produce flow for each river, and these pulses are then convoluted with a river specific systems function. The model, after being calibrated for the two rivers on the basis of 85 years of records, yields artificial series of discharges, in which the statistical properties of the historical records are reproduced. The performance of the model was tested with 20 generated series each 100 years long.
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    Stochastic environmental research and risk assessment 4 (1990), S. 321-321 
    ISSN: 1436-3259
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
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    Mathematical programming 46 (1990), S. 61-72 
    ISSN: 1436-4646
    Keywords: Linear programming ; simplex method ; ellipsoid method ; Karmarkar's algorithm ; primal and dual
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    Topics: Computer Science , Mathematics
    Notes: Abstract We propose a “build-down” scheme for Karmarkar's algorithm and the simplex method for linear programming. The scheme starts with an optimal basis “candidate” setΞ including all columns of the constraint matrix, then constructs a dual ellipsoid containing all optimal dual solutions. A pricing rule is developed for checking whether or not a dual hyperplane corresponding to a column intersects the containing ellipsoid. If the dual hyperplane has no intersection with the ellipsoid, its corresponding column will not appear in any of the optimal bases, and can be eliminated fromΞ. As these methods iterate,Ξ is eventually built-down to a set that contains only the optimal basic columns.
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    Mathematical programming 46 (1990), S. 153-171 
    ISSN: 1436-4646
    Keywords: Spanning networks ; two-connectivity ; traveling salesman problem
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    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the problem of constructing a minimum-weight, two-connected network spanning all the points in a setV. We assume a symmetric, nonnegative distance functiond(·) defined onV × V which satisfies the triangle inequality. We obtain a structural characterization of optimal solutions. Specifically, there exists an optimal two-connected solution whose vertices all have degree 2 or 3, and such that the removal of any edge or pair of edges leaves a bridge in the resulting connected components. These are the strongest possible conditions on the structure of an optimal solution since we also show thatany two-connected graph satisfying these conditions is theunique optimal solution for a particular choice of ‘canonical’ distances satisfying the triangle inequality. We use these properties to show that the weight of an optimal traveling salesman cycle is at most 4/3 times the weight of an optimal two-connected solution; examples are provided which approach this bound arbitrarily closely. In addition, we obtain similar results for the variation of this problem where the network need only span a prespecified subset of the points.
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    Mathematical programming 46 (1990), S. 225-236 
    ISSN: 1436-4646
    Keywords: Quadratic programming ; strong polynomiality
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    Topics: Computer Science , Mathematics
    Notes: Abstract In a recent paper Tardos described a polynomial algorithm for solving linear programming problems in which the number of arithmetic steps depends only on the size of the numbers in the constraint matrix and is independent of the size of the numbers in the right hand side and the cost coefficients. In this paper we extend Tardos' results and present a polynomial algorithm for solving strictly convex quadratic programming problems in which the number of arithmetic steps is independent of the size of the numbers in the right hand side and the linear cost coefficients.
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    Mathematical programming 46 (1990), S. 403-407 
    ISSN: 1436-4646
    Keywords: Quasidifferential calculus ; necessary minimum conditions ; nonlinear nondifferentiable optimization
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    Topics: Computer Science , Mathematics
    Notes: Abstract Several necessary minimum conditions for quasidifferentiable programming problems are discussed. Some statements of Shapiro (1986) are shown to be incorrect.
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    Mathematical programming 47 (1990), S. 19-36 
    ISSN: 1436-4646
    Keywords: Minimum weighted cuts ; networks ; polynomial-time algorithms ; computation
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    Notes: Abstract Given a finite undirected graph with nonnegative edge capacities the minimum capacity cut problem consists of partitioning the graph into two nonempty sets such that the sum of the capacities of edges connecting the two parts is minimum among all possible partitionings. The standard algorithm to calculate a minimum capacity cut, due to Gomory and Hu (1961), runs in O(n 4) time and is difficult to implement. We present an alternative algorithm with the same worst-case bound which is easier to implement and which was found empirically to be far superior to the standard algorithm. We report computational results for graphs with up to 2000 nodes.
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    Mathematical programming 47 (1990), S. 259-268 
    ISSN: 1436-4646
    Keywords: Quadratic integer programming ; proximity analysis ; sensitivity analysis
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    Topics: Computer Science , Mathematics
    Notes: Abstract We show that for any optimal solution $$\bar z$$ for a given separable quadratic integer programming problem there exist an optimal solution $$\bar x$$ for its continuous relaxation such that $$\parallel \bar z - \bar x\parallel _\infty \leqslant n\Delta (A)$$ wheren is the number of variables andΔ(A) is the largest absolute subdeterminant of the integer constraint matrixA. Also for any feasible solutionz, which is not optimal for the separable quadratic integer programming problem, there exists a feasible solution $$\bar z$$ having greater objective function value and with $$\parallel \bar z - z\parallel _\infty \leqslant n\Delta (A)$$ . We further prove, under some additional assumptions, that the distance between a pair of optimal solutions to an integer quadratic programming problem with right hand side vectorsb andb′, respectively, depends linearly on ‖b−b′‖1. Finally the validity of all the results for nonseparable mixed-integer quadratic programs is established. The proximity results obtained in this paper are extensions of some of the results described in Cook et al. (1986) for linear integer programming.
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    Mathematical programming 47 (1990), S. 269-296 
    ISSN: 1436-4646
    Keywords: Cross decomposition ; convergence ; linear programming ; mixed integer programming ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Cross decomposition is a recent method for mixed integer programming problems, exploiting simultaneously both the primal and the dual structure of the problem, thus combining the advantages of Dantzig—Wolfe decomposition and Benders decomposition. Finite convergence of the algorithm equipped with some simple convergence tests has been proved. Stronger convergence tests have been proposed, but not shown to yield finite convergence. In this paper cross decomposition is generalized and applied to linear programming problems, mixed integer programming problems and nonlinear programming problems (with and without linear parts). Using the stronger convergence tests finite exact convergence is shown in the first cases. Unbounded cases are discussed and also included in the convergence tests. The behaviour of the algorithm when parts of the constraint matrix are zero is also discussed. The cross decomposition procedure is generalized (by using generalized Benders decomposition) in order to enable the solution of nonlinear programming problems.
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    Mathematical programming 47 (1990), S. 367-387 
    ISSN: 1436-4646
    Keywords: Polyhedral combinatorics ; clique partitioning ; data analysis
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    Topics: Computer Science , Mathematics
    Notes: Abstract A subsetA of the edge set of a graphG = (V, E) is called a clique partitioning ofG is there is a partition of the node setV into disjoint setsW 1,⋯,W k such that eachW i induces a clique, i.e., a complete (but not necessarily maximal) subgraph ofG, and such thatA = ∪ i=1 k 1{uv|u, v ∈ W i ,u ≠ v}. Given weightsw e ∈ℝ for alle ∈ E, the clique partitioning problem is to find a clique partitioningA ofG such that ∑ e∈A w e is as small as possible. This problem—known to be -hard, see Wakabayashi (1986)—comes up, for instance, in data analysis, and here, the underlying graphG is typically a complete graph. In this paper we study the clique partitioning polytope of the complete graphK n , i.e., is the convex hull of the incidence vectors of the clique partitionings ofK n . We show that triangles, 2-chorded odd cycles, 2-chorded even wheels and other subgraphs ofK n induce facets of . The theoretical results described here have been used to design an (empirically) efficient cutting plane algorithm with which large (real-world) instances of the clique partitioning problem could be solved. These computational results can be found in Grötschel and Wakabayashi (1989).
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    Mathematical programming 47 (1990), S. 461-461 
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    Mathematical programming 47 (1990), S. 462-462 
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    Mathematical programming 48 (1990), S. 41-70 
    ISSN: 1436-4646
    Keywords: 45D15 ; 65H10 ; Quasi-Newton methods ; interpolation ; boundary value problems ; integral equations
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    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the effect of approximation on performance of quasi-Newton methods for infinite dimensional problems. In particular we study methods in which the approximation is refined at each iterate. We show how the local convergence behavior of the quasi-Newton method in the infinite dimensional setting is affected by the refinement strategy. Applications to boundary value problems and integral equations are considered.
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  • 91
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    Keywords: Variational inequality ; complementarity ; fixed points ; Walrasian equilibrium ; traffic assignment ; network equilibrium ; spatial price equilibrium ; Nash equilibrium
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    Notes: Abstract Over the past decade, the field of finite-dimensional variational inequality and complementarity problems has seen a rapid development in its theory of existence, uniqueness and sensitivity of solution(s), in the theory of algorithms, and in the application of these techniques to transportation planning, regional science, socio-economic analysis, energy modeling, and game theory. This paper provides a state-of-the-art review of these developments as well as a summary of some open research topics in this growing field.
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    Mathematical programming 48 (1990), S. 285-301 
    ISSN: 1436-4646
    Keywords: Variational inequalities ; nonlinear complementarity problems ; nonlinear programming ; sensitivity analysis ; solution differentiability
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    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we study solution differentiability properties for variational inequalities. We characterize Fréchet differentiability of perturbed solutions to parametric variational inequality problems defined on polyhedral sets. Our result extends the recent result of Pang and it directly specializes to nonlinear complementarity problems, variational inequality problems defined on perturbed sets and to nonlinear programming problems.
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    Mathematical programming 48 (1990), S. 359-367 
    ISSN: 1436-4646
    Keywords: Subdivisions ; deformations ; homotopies ; piecewise linear
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Subdivisions are continuously deformed subject to three local conditions and shown to retain the global property of being a subdivision. Cell maps, which are introduced, enable elementary arguments.
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    Mathematical programming 48 (1990), S. 415-435 
    ISSN: 1436-4646
    Keywords: Linear complementarity problem ; ellipsoid ; interior point algorithm ; path following algorithm
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    Topics: Computer Science , Mathematics
    Notes: Abstract This paper deals with the LCP (linear complementarity problem) with a positive semi-definite matrix. Assuming that a strictly positive feasible solution of the LCP is available, we propose ellipsoids each of which contains all the solutions of the LCP. We use such an ellipsoid for computing a lower bound and an upper bound for each coordinate of the solutions of the LCP. We can apply the lower bound to test whether a given variable is positive over the solution set of the LCP. That is, if the lower bound is positive, we know that the variable is positive over the solution set of the LCP; hence, by the complementarity condition, its complement is zero. In this case we can eliminate the variable and its complement from the LCP. We also show how we efficiently combine the ellipsoid method for computing bounds for the solution set with the path-following algorithm proposed by the authors for the LCP. If the LCP has a unique non-degenerate solution, the lower bound and the upper bound for the solution, computed at each iteration of the path-following algorithm, both converge to the solution of the LCP.
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    Mathematical programming 49 (1990), S. 7-21 
    ISSN: 1436-4646
    Keywords: Linear programming ; affine algorithms ; Karmarkar's algorithm ; interior methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The method of steepest descent with scaling (affine scaling) applied to the potential functionq logc′x — ∑ i=1 n logx i solves the linear programming problem in polynomial time forq ⩾ n. Ifq = n, then the algorithm terminates in no more than O(n 2 L) iterations; if q ⩾ n + $$\sqrt n $$ withq = O(n) then it takes no more than O(nL) iterations. A modified algorithm using rank-1 updates for matrix inversions achieves respectively O(n 4 L) and O(n 3.5 L) arithmetic computions.
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    Mathematical programming 49 (1990), S. 113-122 
    ISSN: 1436-4646
    Keywords: Primary 46B20 ; Secondary 90C31 ; Recession cone ; vector optimization ; efficient point ; domination property
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper presents a study of recession cones of nonconvex sets in infinite dimensional spaces. The results are then applied to investigate efficiency conditions and the domination property in vector optimization.
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    Mathematical programming 49 (1990), S. 253-261 
    ISSN: 1436-4646
    Keywords: Computation of equilibria ; increasing returns ; simplicial algorithm
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    Topics: Computer Science , Mathematics
    Notes: Abstract The purpose of this paper is to show that equilibria in an economy with increasing returns to scale technologies are computable.
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    Mathematical programming 49 (1990), S. 281-283 
    ISSN: 1436-4646
    Keywords: Linear duality ; polar duality ; closed sets
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    Topics: Computer Science , Mathematics
    Notes: Abstract A topological characterization is given for closed sets in ℚ n under the restriction of (cone) polar duality to ℚ n .
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    Mathematical programming 49 (1990), S. 359-369 
    ISSN: 1436-4646
    Keywords: Nondifferentiable optimization ; subgradient method ; target value
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    Notes: Abstract Polyak's subgradient algorithm for nondifferentiable optimization problems requires prior knowledge of the optimal value of the objective function to find an optimal solution. In this paper we extend the convergence properties of the Polyak's subgradient algorithm with a fixed target value to a more general case with variable target values. Then a target value updating scheme is provided which finds an optimal solution without prior knowledge of the optimal objective value. The convergence proof of the scheme is provided and computational results of the scheme are reported.
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    Mathematical programming 47 (1990), S. 37-51 
    ISSN: 1436-4646
    Keywords: Quadratic programming ; almost cyclic relaxation ; bounds of convergence
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    Notes: Abstract We prove the linear convergence rate of Hildreth's method for quadratic programming, in both its sequential and simulateneous versions. We give bounds on the asymptotic error constant and compare these bounds to those given by Mandel for the cyclic relaxation method for solving linear inequalities.
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