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  • Articles  (149)
  • 65N30  (75)
  • Linear programming  (74)
  • 1990-1994  (149)
  • Mathematics  (149)
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  • 1
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    Mathematical programming 67 (1994), S. 109-119 
    ISSN: 1436-4646
    Keywords: Polynomial-time ; Linear programming ; Primal-dual ; Interior-point algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Kojima, Megiddo, and Mizuno investigate an infeasible-interior-point algorithm for solving a primal—dual pair of linear programming problems and they demonstrate its global convergence. Their algorithm finds approximate optimal solutions of the pair if both problems have interior points, and they detect infeasibility when the sequence of iterates diverges. Zhang proves polynomial-time convergence of an infeasible-interior-point algorithm under the assumption that both primal and dual problems have feasible points. In this paper, we show that a modification of the Kojima—Megiddo—Mizuno algorithm “solves” the pair of problems in polynomial time without assuming the existence of the LP solution. Furthermore, we develop anO(nL)-iteration complexity result for a variant of the algorithm.
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  • 2
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    Mathematical programming 64 (1994), S. 1-16 
    ISSN: 1436-4646
    Keywords: Random walks ; Totally unimodular matrices ; Uniform generation ; Linear programming ; Diameter of polytopes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We discuss the application of random walks to generating a random basis of a totally unimodular matrix and to solving a linear program with such a constraint matrix. We also derive polynomial upper bounds on the combinatorial diameter of an associated polyhedron.
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    Mathematical programming 64 (1994), S. 17-51 
    ISSN: 1436-4646
    Keywords: Factorization ; Linear programming ; Generalized upper bounds ; Pure networks ; Generalized networks
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Factorization of linear programming (LP) models enables a large portion of the LP tableau to be represented implicitly and generated from the remaining explicit part. Dynamic factorization admits algebraic elements which change in dimension during the course of solution. A unifying mathematical framework for dynamic row factorization is presented with three algorithms which derive from different LP model row structures: generalized upper bound rows, pure network rows, and generalized network rows. Each of these structures is a generalization of its predecessors, and each corresponding algorithm exhibits just enough additional richness to accommodate the structure at hand within the unified framework. Implementation and computational results are presented for a variety of real-world models. These results suggest that each of these algorithms is superior to the traditional, non-factorized approach, with the degree of improvement depending upon the size and quality of the row factorization identified.
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  • 4
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    Mathematical programming 65 (1994), S. 217-245 
    ISSN: 1436-4646
    Keywords: Linear programming ; Semi-infinite programming ; Interior-point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In order to study the behavior of interior-point methods on very large-scale linear programming problems, we consider the application of such methods to continuous semi-infinite linear programming problems in both primal and dual form. By considering different discretizations of such problems we are led to a certain invariance property for (finite-dimensional) interior-point methods. We find that while many methods are invariant, several, including all those with the currently best complexity bound, are not. We then devise natural extensions of invariant methods to the semi-infinite case. Our motivation comes from our belief that for a method to work well on large-scale linear programming problems, it should be effective on fine discretizations of a semi-infinite problem and it should have a natural extension to the limiting semi-infinite case.
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    Mathematical programming 66 (1994), S. 103-122 
    ISSN: 1436-4646
    Keywords: 42B05 ; 62A99 ; Maximum entropy ; Linear programming ; Inverse problems ; Superresolution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper, we give two different results. We propose new methods to solve classical optimization problems in linear programming. We also obtain precise quantitative results for the superresolution phenomenon, as observed earlier by practical searchers on specific algorithms. The common background of our work is the generalized moment problem, which is known to be connected with linear programming and superresolution. We describe the Maximum Entropy Method on the Mean that provides solution to the problem and leads to computational criteria to decide the existence of solutions or not.
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    Mathematical programming 66 (1994), S. 361-377 
    ISSN: 1436-4646
    Keywords: Linear programming ; Infeasible-interior-point methods ; Superlinear convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract At present the interior-point methods of choice are primal—dual infeasible-interior-point methods, where the iterates are kept positive, but allowed to be infeasible. In practice, these methods have demonstrated superior computational performance. From a theoretical point of view, however, they have not been as thoroughly studied as their counterparts — feasible-interior-point methods, where the iterates are required to be strictly feasible. Recently, Kojima et al., Zhang, Mizuno and Potra studied the global convergence of algorithms in the primal—dual infeasible-interior-point framework. In this paper, we continue to study this framework, and in particular we study the local convergence properties of algorithms in this framework. We construct parameter selections that lead toQ-superlinear convergence for a merit function andR-superlinear convergence for the iteration sequence, both at rate 1 +τ whereτ can be arbitrarily close to one.
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  • 7
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    Mathematical programming 65 (1994), S. 347-363 
    ISSN: 1436-4646
    Keywords: Linear programming ; (Weighted) central paths ; Limiting behavior on central paths ; Local convergence rates of interior point algorithms ; Primary: 90C05 ; Secondary: 90C33
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study the limiting behavior of the weighted central paths{(x(μ), s(μ))} μ 〉 0 in linear programming at bothμ = 0 andμ = ∞. We establish the existence of a partition (B ∞,N ∞) of the index set { 1, ⋯,n } such thatx i(μ) → ∞ ands j (μ) → ∞ asμ → ∞ fori ∈ B ∞, andj ∈ N ∞, andx N∞ (μ),s B∞ (μ) converge to weighted analytic centers of certain polytopes. For allk ⩾ 1, we show that thekth order derivativesx (k) (μ) ands (k) (μ) converge whenμ → 0 andμ → ∞. Consequently, the derivatives of each order are bounded in the interval (0, ∞). We calculate the limiting derivatives explicitly, and establish the surprising result that all higher order derivatives (k ⩾ 2) converge to zero whenμ → ∞.
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    Mathematical programming 67 (1994), S. 169-187 
    ISSN: 1436-4646
    Keywords: 90C05 ; 90C25 ; 90C31 ; 49M30 ; Linear programming ; Exponential penalty ; Optimal trajectory ; Asymptotic expansion ; Interior point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the linear program min{c′x: Ax⩽b} and the associated exponential penalty functionf r(x) = c′x + rΣexp[(A ix − bi)/r]. Forr close to 0, the unconstrained minimizerx(r) off r admits an asymptotic expansion of the formx(r) = x * + rd* + η(r) wherex * is a particular optimal solution of the linear program and the error termη(r) has an exponentially fast decay. Using duality theory we exhibit an associated dual trajectoryλ(r) which converges exponentially fast to a particular dual optimal solution. These results are completed by an asymptotic analysis whenr tends to ∞: the primal trajectory has an asymptotic ray and the dual trajectory converges to an interior dual feasible solution.
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    Mathematical programming 67 (1994), S. 383-406 
    ISSN: 1436-4646
    Keywords: 90C05 ; Linear programming ; Primal—dual ; Polynomial complexity ; Infeasible ; Interior-point ; Exterior-point
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A predictor—corrector method for solving linear programs from infeasible starting points is analyzed. The method is quadratically convergent and can be combined with Ye's finite termination scheme under very general assumptions. If the starting points are large enough then the algorithm hasO(nL) iteration complexity. If the ratio between feasibility and optimality at the starting points is small enough then the algorithm has O( $$\sqrt {n L} $$ ) iteration complexity. For feasible starting points the algorithm reduces to the Mizuno—Todd—Ye predictor—corrector method.
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    Mathematical programming 66 (1994), S. 145-159 
    ISSN: 1436-4646
    Keywords: Linear programming ; Interior point methods ; Primal—dual algorithms ; Potential function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We start with a study of the primal—dual affine-scaling algorithms for linear programs. Using ideas from Kojima et al., Mizuno and Nagasawa, and new potential functions we establish a framework for primal—dual algorithms that keep a potential function value fixed. We show that if the potential function used in the algorithm is compatible with a corresponding neighborhood of the central path then the convergence proofs simplify greatly. Our algorithms have the property that all the iterates can be kept in a neighborhood of the central path without using any centering in the search directions.
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  • 11
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    Algorithmica 11 (1994), S. 525-541 
    ISSN: 1432-0541
    Keywords: On-line algorithms ; k-Server problem ; Linear programming ; Approximation algorithms ; Paging ; Caching ; Competitive analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Weighted caching is a generalization ofpaging in which the cost to evict an item depends on the item. We study both of these problems as restrictions of the well-knownk-server problem, which involves moving servers in a graph in response to requests so as to minimize the distance traveled. We give a deterministic on-line strategy for weighted caching that, on any sequence of requests, given a cache holdingk items, incurs a cost within a factor ofk/(k−h+1) of the minimum cost possible given a cache holdingh items. The strategy generalizes “least recently used,” one of the best paging strategies in practice. The analysis is a primal-dual analysis, the first for an on-line problem, exploiting the linear programming structure of thek-server problem. We introduceloose competitiveness, motivated by Sleator and Tarjan's complaint [ST] that the standard competitive ratios for paging strategies are too high. Ak-server strategy isloosely c(k)-competitive if, for any sequence, foralmost all k, the cost incurred by the strategy withk serverseither is no more thanc(k) times the minimum costor is insignificant. We show that certain paging strategies (including “least recently used,” and “first in first out”) that arek-competitive in the standard model are looselyc(k)-competitive providedc(k)/Ink→∞ and bothk/c(k) andc(k) are nondecreasing. We show that the marking algorithm, a randomized paging strategy that is Θ(Ink)-competitive in the standard model, is looselyc(k)-competitive providedk−2 In Ink→∞ and both 2 Ink−c(k) andc(k) are nondecreasing.
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    Algorithmica 12 (1994), S. 436-457 
    ISSN: 1432-0541
    Keywords: Linear programming ; Algebraic numbers ; Computational complexity ; Ellipsoid method ; Polynomial-time algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We derive a bound on the computational complexity of linear programs whose coefficients are real algebraic numbers. Key to this result is a notion of problem size that is analogous in function to the binary size of a rational-number problem. We also view the coefficients of a linear program as members of a finite algebraic extension of the rational numbers. The degree of this extension is an upper bound on the degree of any algebraic number that can occur during the course of the algorithm, and in this sense can be viewed as a supplementary measure of problem dimension. Working under an arithmetic model of computation, and making use of a tool for obtaining upper and lower bounds on polynomial functions of algebraic numbers, we derive an algorithm based on the ellipsoid method that runs in time bounded by a polynomial in the dimension, degree, and size of the linear program. Similar results hold under a rational number model of computation, given a suitable binary encoding of the problem input.
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    Applied mathematics & optimization 30 (1994), S. 113-126 
    ISSN: 1432-0606
    Keywords: Nonconvex variational problems ; Relaxation ; Optimal control ; 49J27 ; 35B25 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract An optimal control problem for a multivalued system governed by a nonconvex variational problem, involving a regularization parameter ɛ〉0, is proposed and studied. The solution to the variational problem exhibits typically rapid oscillations (a so-called fine structure) corresponding to a multiphase state of the material. We want to control only this fine structure. Existence of an optimal control is proved. Its convergence with ɛ→0 is studied by means of an optimal control problem for a relaxed variational problem involving (suitably generalized) Young measures. The uniqueness of the solution to the relaxed variational problem, which is nontrivial but is very important in the context of optimal control, is studied in special cases. A finite-element approximation is proposed.
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  • 14
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    Numerical algorithms 7 (1994), S. 269-293 
    ISSN: 1572-9265
    Keywords: Mixed finite element methods ; quadrilaterals ; hexahedra ; differential geometry ; tensor calculus ; finite element methods ; finite difference methods ; partial differential equations ; 65N30 ; 65N06 ; 65N50 ; 53A45 ; 35J20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We describe a new family of discrete spaces suitable for use with mixed methods on certain quadrilateral and hexahedral meshes. The new spaces are natural in the sense of differential geometry, so all the usual mixed method theory, including the hybrid formulation, carries over to these new elements with proofs unchanged. Because transforming general quadrilaterals into squares introduces nonlinearity and because mixed methods involve the divergence operator, the new spaces are more complicated than either the corresponding Raviart-Thomas spaces for rectangles or corresponding finite element spaces for quadrilaterals. The new spaces are also limited to meshes obtained from a rectangular mesh through the application of a single global bilinear transformation. Despite this limitation, the new elements may be useful in certain topologically regular problems, where initially rectangular grids are deformed to match features of the physical region. They also illustrate the difficulties introduced into the theory of mixed methods by nonlinear transformations.
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    Mathematical methods of operations research 40 (1994), S. 91-108 
    ISSN: 1432-5217
    Keywords: Markov decision processes ; countable state space ; Linear programming ; duality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We present an Linear Programming formulation of MDPs with countable state and action spaces and no unichain assumption. This is an extension of the Hordijk and Kallenberg (1979) formulation in finite state and action spaces. We provide sufficient conditions for both existence of optimal solutions to the primal LP program and absence of duality gap. Then, existence of a (possibly randomized) average optimal policy is also guaranteed. Existence of a stationary average optimal deterministic policy is also investigated.
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    Numerical algorithms 8 (1994), S. 329-346 
    ISSN: 1572-9265
    Keywords: Unstructured meshes ; non-nested coarse meshes ; additive Schwarz algorithm ; optimal convergence rate ; 65N30 ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We give several additive Schwarz domain decomposition methods for solving finite element problems which arise from the discretizations of elliptic problems on general unstructured meshes in two and three dimensions. Our theory requires no assumption (for the main results) on the substructures which constitute the whole domain, so each substructure can be of arbitrary shape and of different size. The global coarse mesh is allowed to be non-nested to the fine grid on which the discrete problem is to be solved and both the coarse meshes and the fine meshes need not be quasi-uniform. In this general setting, our algorithms have the same optimal convergence rate of the usual domain decomposition methods on structured meshes. The condition numbers of the preconditioned systems depend only on the (possibly small) overlap of the substructures and the size of the coares grid, but is independent of the sizes of the subdomains.
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    Journal of optimization theory and applications 81 (1994), S. 35-52 
    ISSN: 1573-2878
    Keywords: Linear programming ; optimal value functions ; redundancy in linear programming ; convex hull problem ; data envelopment analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In 1967, Wets and Witzgall (Ref. 1) made, in passing, a connection between frames of polyhedral cones and redundancy in linear programming. The present work elaborates and formalizes the theoretical details needed to establish this relation. We study the properties of optimal value functions in order to derive the correspondence between problems in redundancy and the frame of a polyhedral cone. The insights obtained lead to schemes to improve the efficiency of procedures to detect redundancy in the areas of linear programming, stochastic programming, and computational geometry.
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    Journal of global optimization 4 (1994), S. 89-109 
    ISSN: 1573-2916
    Keywords: Linear programming ; simplex method ; c-programming ; composite functions ; global optimization ; dc problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper we give a brief account of the important role that the conventional simplex method of linear programming can play in global optimization, focusing on its collaboration with composite concave programming techniques. In particular, we demonstrate how rich and powerful the c-programming format is in cases where its parametric problem is a standard linear programming problem.
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    Journal of optimization theory and applications 80 (1994), S. 161-173 
    ISSN: 1573-2878
    Keywords: Linear programming ; interior point methods ; containing ellipsoids ; optimal basic and nonbasic variables
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Ellipsoids that contain all optimal dual slack solutions and those that contain all optimal primal solutions and that are independent of the algorithm used are derived. Based upon these ellipsoids, two criteria each for detecting optimal basic and nonbasic variables prior to optimality in interior-point methods are obtained. Using these results, we then derive a sufficient condition for a linear program to be feasible.
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    Journal of optimization theory and applications 82 (1994), S. 405-413 
    ISSN: 1573-2878
    Keywords: Linear programming ; interior-point methods ; Karmarkar's method ; log-barrier function ; rank-one techniques ; computational complexity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This short paper presents a primal interior-point method for linear programming. The method can be viewed as a modification of the methods developed in Refs. 1–6. In each iteration, it computes an approximately projected Newton direction and needsO(n 2.5) arithmetic operations to make the log-barrier function significantly decrease. It requires $$O(\sqrt {nL} )$$ iterations, so that the total complexity isO(n 3 L).
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    Journal of optimization theory and applications 83 (1994), S. 1-26 
    ISSN: 1573-2878
    Keywords: Linear programming ; primal-dual interior point methods ; logarithmic barrier function ; polynomial algorithms
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    Topics: Mathematics
    Notes: Abstract In this paper, we deal with primal-dual interior point methods for solving the linear programming problem. We present a short-step and a long-step path-following primal-dual method and derive polynomial-time bounds for both methods. The iteration bounds are as usual in the existing literature, namely $$O(\sqrt n L)$$ iterations for the short-step variant andO(nL) for the long-step variant. In the analysis of both variants, we use a new proximity measure, which is closely related to the Euclidean norm of the scaled search direction vectors. The analysis of the long-step method depends strongly on the fact that the usual search directions form a descent direction for the so-called primal-dual logarithmic barrier function.
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    Mathematical programming 58 (1993), S. 243-255 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point algorithm ; primal—dual potential function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper is concerned with selection of theρ-parameter in the primal—dual potential reduction algorithm for linear programming. Chosen from [n + $$\sqrt n $$ , ∞), the level ofρ determines the relative importance placed on the centering vs. the Newton directions. Intuitively, it would seem that as the iterate drifts away from the central path towards the boundary of the positive orthant,ρ must be set close ton + $$\sqrt n $$ . This increases the relative importance of the centering direction and thus helps to ensure polynomial convergence. In this paper, we show that this is unnecessary. We find for any iterate thatρ can be sometimes chosen in a wide range [n + $$\sqrt n $$ , ∞) while still guaranteeing the currently best convergence rate of O( $$\sqrt n $$ L) iterations. This finding is encouraging since in practice large values ofρ have resulted in fast convergence rates. Our finding partially complements the recent result of Zhang, Tapia and Dennis (1990) concerning the local convergence rate of the algorithm.
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    Mathematical programming 59 (1993), S. 133-150 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point methods ; combined phase I—phase II
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    Notes: Abstract This paper describes an affine potential reduction algorithm for linear programming that simultaneously seeks feasibility and optimality. The algorithm is closely related to a similar method of Anstreicher. The new features are that we use a two-dimensional programming problem to derive better lower bounds than Anstreicher, that our direction-finding subproblem treats phase I and phase II more symmetrically, and that we do not need an initial lower bound. Our method also allows for the generation of a feasible solution (so that phase I is terminated) during the course of the iterations, and we describe two ways to encourage this behavior.
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    Mathematical programming 59 (1993), S. 151-162 
    ISSN: 1436-4646
    Keywords: Linear programming ; primal and dual ; superlinear and quadratic convergence ; polynomiality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Recently, Ye, Tapia and Zhang (1991) demonstrated that Mizuno—Todd—Ye's predictor—corrector interior-point algorithm for linear programming maintains the O( $$\sqrt n $$ L)-iteration complexity while exhibiting superlinear convergence of the duality gap to zero under the assumption that the iteration sequence converges, and quadratic convergence of the duality gap to zero under the assumption of nondegeneracy. In this paper we establish the quadratic convergence result without any assumption concerning the convergence of the iteration sequence or nondegeneracy. This surprising result, to our knowledge, is the first instance of a demonstration of polynomiality and superlinear (or quadratic) convergence for an interior-point algorithm which does not assume the convergence of the iteration sequence or nondegeneracy.
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    Mathematical programming 59 (1993), S. 413-420 
    ISSN: 1436-4646
    Keywords: Linear programming ; prize collecting ; rounding fractional solutions ; traveling salesman problem ; worst-case analysis
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    Topics: Computer Science , Mathematics
    Notes: Abstract We study the version of the prize collecting traveling salesman problem, where the objective is to find a tour that visits a subset of vertices such that the length of the tour plus the sum of penalties associated with vertices not in the tour is as small as possible. We present an approximation algorithm with constant bound. The algorithm is based on Christofides' algorithm for the traveling salesman problem as well as a method to round fractional solutions of a linear programming relaxation to integers, feasible for the original problem.
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    Mathematical programming 62 (1993), S. 517-535 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm ; Projective algorithm ; Standard form
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    Topics: Computer Science , Mathematics
    Notes: Abstract In a recent paper, Shaw and Goldfarb show that a version of the standard form projective algorithm can achieve $$O\left( {\sqrt {nL} } \right)$$ step complexity, as opposed to the O(nL) step complexity originally demonstrated for the algorithm. The analysis of Shaw and Goldfarb shows that the algorithm, using a constant, fixed steplength, approximately follows the central trajectory. In this paper we show that simple modifications of the projective algorithm obtain the same complexity improvement, while permitting a linesearch of the potential function on each step. An essential component is the addition of a single constraint, motivated by Shaw and Goldfarb's analysis, which makes the standard form algorithm strictly monotone in the true objective.
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    Mathematical programming 59 (1993), S. 23-31 
    ISSN: 1436-4646
    Keywords: Linear programming ; duality theorem ; unimodular ; totally unimodular ; interior point methods
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    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we consider a linear programming problem with the underlying matrix unimodular, and the other data integer. Given arbitrary near optimum feasible solutions to the primal and the dual problems, we obtain conditions under which statements can be made about the value of certain variables in optimal vertices. Such results have applications to the problem of determining the stopping criterion in interior point methods like the primal—dual affine scaling method and the path following methods for linear programming.
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    Annals of operations research 46-47 (1993), S. 409-430 
    ISSN: 1572-9338
    Keywords: Linear programming ; Phase I ; nonlinear programming ; least squares ; quadratic programming ; strict improvement ; degeneracy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Instead of trying to recognize and avoid degenerate steps in the simplex method (as some variants do), we have developed a new Phase I algorithm that is impervious to degeneracy. The new algorithm solves a non-negative least-squares problem in order to find a Phase I solution. In each iteration, a simple two-variable least-squares subproblem is used to select an incoming column to augment a set of independent columns (called “basic”) to get a strictly better fit to the right-hand side. Although this is analogous in many ways to the simplex method, it can be proved that strict improvement is attained at each iteration, even in the presence of degeneracy. Thus cycling cannot occur, and convergence is guaranteed. This algorithm is closely related to a number of existing algorithms proposed for non-negative least-squares and quadratic programs. When used on the 30 smallest NETLIB linear programming test problems, the computational results for the new Phase I algorithm were almost 3.5 times faster than a particular implementation of the simplex method; on some problems, it was over 10 times faster. Best results were generally seen on the more degenerate problems.
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    Annals of operations research 46-47 (1993), S. 107-138 
    ISSN: 1572-9338
    Keywords: Linear programming ; interior point methods ; degeneracy ; polynomial algorithms ; global and local convergence ; basis recovery ; numerical performance ; sensitivity analysis
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    Topics: Mathematics , Economics
    Notes: Abstract The publication of Karmarkar's paper has resulted in intense research activity into Interior Point Methods (IPMs) for linear programming. Degeneracy is present in most real-life problems and has always been an important issue in linear programming, especially in the Simplex method. Degeneracy is also an important issue in IPMs. However, the difficulties are different in the two methods. In this paper, we survey the various theoretical and practical issues related to degeneracy in IPMs for linear programming. We survey results, which, for the most part, have already appeared in the literature. Roughly speaking, we shall deal with the effect of degeneracy on the following: the convergence of IPMs, the trajectories followed by the algorithms, numerical performance, and finding basic solutions.
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    Annals of operations research 46-47 (1993), S. 235-248 
    ISSN: 1572-9338
    Keywords: Linear programming ; generalized networks ; simplex method ; degeneracy ; lexicography ; cycling
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    Topics: Mathematics , Economics
    Notes: Abstract This paper introduces an analytical approach for studying lexicography in generalized network problems. The equations obtained can help us to understand and to extend the existing theory. First, it is verified that all nonzero elements have the same sign in each row vector of a basis inverse for a generalized network (GN) problem with positive multipliers. However, this property does not necessarily hold when there exist negative multipliers. Second, we developed a strategy to select the dropping arc in the GN simplex algorithm when addressing GN problems with positive andnegative multipliers. This strategy is also based on lexicography and requires performing some comparisons. However, the values to be compared are already known since they can be obtained as a by-product of the calculations necessary to compute the basis representation of the entering arc. Consequently, the computational effort per pivot step isO(n) in the worst case. This worst case effort is the same as that required by the strongly convergent rules for selecting the dropping arc in the method of strong convergence.
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    Annals of operations research 46-47 (1993), S. 203-233 
    ISSN: 1572-9338
    Keywords: Linear programming ; simplex method ; pivot rules ; cycling ; recursion ; minimal index rule ; parametric programming
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    Topics: Mathematics , Economics
    Notes: Abstract The purpose of this paper is to discuss the various pivot rules of the simplex method and its variants that have been developed in the last two decades, starting from the appearance of the minimal index rule of Bland. We are mainly concerned with finiteness properties of simplex type pivot rules. Well known classical results concerning the simplex method are not considered in this survey, but the connection between the new pivot methods and the classical ones, if there is any, is discussed. In this paper we discuss three classes of recently developed pivot rules for linear programming. The first and largest class is the class of essentially combinatorial pivot rules including minimal index type rules and recursive rules. These rules only use labeling and signs of the variables. The second class contains those pivot rules which can actually be considered as variants or generalizations or specializations of Lemke's method, and so they are closely related to parametric programming. The last class has the common feature that the rules all have close connections to certain interior point methods. Finally, we mention some open problems for future research.
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    Annals of operations research 46-47 (1993), S. 431-442 
    ISSN: 1572-9338
    Keywords: Linear programming ; degeneracy ; network simplex algorithm ; pivoting ; minimal cost network flow
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    Topics: Mathematics , Economics
    Notes: Abstract A characteristic feature of the primal network simplex algorithm (NSA) is that it usually makes a large number of degenerate iterations. Though cycling and even stalling can be avoided by recently introduced pivot rules for NSA, the practical efficiency of these rules is not known yet. For the case when the simplex algorithm is used to solve the continuous linear programming (LP) problem there exists a practical anti-cycling procedure that proved to be efficient. It is based on an expanding relaxation of the individual bound on the variables. In this paper we discuss the adaptation of this method to NSA, taking advantage of the special integer nature of network problems. We also give an account of our experience with these ideas as they are experimentally implemented in the MINET network LP solver. Reductions of CPU time have been achieved on a smaller set of specially structured real-life problems.
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    Advances in computational mathematics 1 (1993), S. 259-335 
    ISSN: 1572-9044
    Keywords: Periodic pseudodifferential equations ; pre-wavelets ; biorthogonal wavelets ; generalized Petrov-Galerkin schemes ; wavelet representation ; atomic decomposition ; Calderón-Zygmund operators ; matrix compression ; error analysis ; 65F35 ; 65J10 ; 65N30 ; 65N35 ; 65R20 ; 47A20 ; 47G30 ; 45P05 ; 41A25
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    Topics: Mathematics
    Notes: Abstract This is the second part of two papers which are concerned with generalized Petrov-Galerkin schemes for elliptic periodic pseudodifferential equations in ℝ n . This setting covers classical Galerkin methods, collocation, and quasi-interpolation. The numerical methods are based on a general framework of multiresolution analysis, i.e. of sequences of nested spaces which are generated by refinable functions. In this part, we analyse compression techniques for the resulting stiffness matrices relative to wavelet-type bases. We will show that, although these stiffness matrices are generally not sparse, the order of the overall computational work which is needed to realize a certain accuracy is of the formO(N(logN) b ), whereN is the number of unknowns andb ≥ 0 is some real number.
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    Numerische Mathematik 64 (1993), S. 13-43 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary The boundary-value problem for rods having arbitrary geometry, and subjected to arbitrary loading, is studied within the context of the small-strain theory. The basic assumptions underlying the rod kinematics are those corresponding to the Timoshenko hypotheses in the plane rectilinear case: that is, plane sections normal to the line of centroids in the undeformed state remain plane, but not necessarily normal. The problem is formulated in both the standard and mixed variational forms, and after establishing the existence and uniqueness of solutions to these equivalent problems, the corresponding discrete problems are studied. Finite element approximations of the mixed problem are shown to be stable and convergent. It is shown that the equivalence between the mixed problem and the standard problem with selective reduced integration holds only for the case of rods having constant curvature and torsion, though. The results of numerical experiments are presented; these confirm the convergent behaviour of the mixed problem.
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    Numerische Mathematik 64 (1993), S. 433-453 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary We consider the finite element approximation of a quasi-Newtonian flow, where the viscosity obeys the Carreau or power law. For sufficiently regular solutions we prove energy type error bounds for the velocity and pressure. These bounds improve on existing results in the literature.
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    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary A parallelizable interative procedure based on domain decomposition techniques is defined and analyzed for mixed finite element methods for elliptic equations, with the analysis being presented for the decomposition of the domain into the individual elements associated with the mixed method or into larger subdomains. Applications to time-dependent problems are indicated.
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    Numerische Mathematik 65 (1993), S. 469-492 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N30 ; 65N55
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    Topics: Mathematics
    Notes: Summary In this paper we discuss bounds for the convergence rates of several domain decomposition algorithms to solve symmetric, indefinite linear systems arising from mixed finite element discretizations of elliptic problems. The algorithms include Schwarz methods and iterative refinement methods on locally refined grids. The implementation of Schwarz and iterative refinement algorithms have been discussed in part I. A discussion on the stability of mixed discretizations on locally refined grids is included and quantiative estimates for the convergence rates of some iterative refinement algorithms are also derived.
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    Numerische Mathematik 65 (1993), S. 503-521 
    ISSN: 0945-3245
    Keywords: 65N15 ; 65N30
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    Topics: Mathematics
    Notes: Summary In this paper, methods for numerical verifications of solutions for elliptic equations in nonconvex polygonal domains are studied. In order to verify solutions using computer, it is necessary to determine some constants which appear in a priori error estimations. We propose some methods for determination of these constants. In numerical examples, calculating these constants for anL-shaped domain, we verify the solution of a nonlinear elliptic equation.
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    Numerische Mathematik 66 (1993), S. 329-346 
    ISSN: 0945-3245
    Keywords: 65N30 ; 76D99
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    Topics: Mathematics
    Notes: Summary A Fourier-Chebyshev pseudospectral scheme is proposed for two-dimensional unsteady vorticity equation. The generalized stability and convergence are proved strictly. The numerical results are presented.
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    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary We describe sequential and parallel algorithms based on the Schwarz alternating method for the solution of mixed finite element discretizations of elliptic problems using the Raviart-Thomas finite element spaces. These lead to symmetric indefinite linear systems and the algorithms have some similarities with the traditional block Gauss-Seidel or block Jacobi methods with overlapping blocks. The indefiniteness requires special treatment. The sub-blocks used in the algorithm correspond to problems on a coarse grid and some overlapping subdomains and is based on a similar partition used in an algorithm of Dryja and Widlund for standard elliptic problems. If there is sufficient overlap between the subdomains, the algorithm converges with a rate independent of the mesh size, the number of subdomains and discontinuities of the coefficients. Extensions of the above algorithms to the case of local grid refinement is also described. Convergence theory for these algorithms will be presented in a subsequent paper.
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    Mathematical programming 59 (1993), S. 345-360 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point method ; active set strategy
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    Topics: Computer Science , Mathematics
    Notes: Abstract We will present a potential reduction method for linear programming where only the constraints with relatively small dual slacks—termed “active constraints”—will be taken into account to form the ellipsoid constraint at each iteration of the process. The algorithm converges to the optimal feasible solution in O( $$\sqrt n $$ L) iterations with the same polynomial bound as in the full constraints case, wheren is the number of variables andL is the data length. If a small portion of the constraints is active near the optimal solution, the computational cost to find the next direction of movement in one iteration may be considerably reduced by the proposed strategy.
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  • 42
    ISSN: 1436-4646
    Keywords: Linear programming ; quadratic programming ; convex programming ; randomized algorithms ; fixed dimension optimization problems ; complexity
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    Notes: Abstract We extend Clarkson's randomized algorithm for linear programming to a general scheme for solving convex optimization problems. The scheme can be used to speed up existing algorithms on problems which have many more constraints than variables. In particular, we give a randomized algorithm for solving convex quadratic and linear programs, which uses that scheme together with a variant of Karmarkar's interior point method. For problems withn constraints,d variables, and input lengthL, ifn = Ω(d 2), the expected total number of major Karmarkar's iterations is O(d 2(logn)L), compared to the best known deterministic bound of O( $$\sqrt n$$ L). We also present several other results which follow from the general scheme.
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    Mathematical programming 62 (1993), S. 41-67 
    ISSN: 1436-4646
    Keywords: Linear programming ; Dantzig—Wolfe decomposition ; large-scale systems ; parallel processing ; hypercube architecture
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    Topics: Computer Science , Mathematics
    Notes: Abstract Decomposition algorithms for block-angular linear programs give rise to a natural, coarse-grained parallelism that can be exploited by processing the subproblems concurrently within a distributed-memory environment. The parallel efficiency of the distributed approach, however, is critically dependent on the duration of the inherently serial master phase relative to that of the bottleneck subproblem. This paper investigates strategies for improving efficiency in distributed Dantzig—Wolfe decomposition by better balancing the load between the master and subproblem processors. We report computational experience on an Intel iPSC/2 hypercube multiprocessor with test problems having dimensions up to about 30 000 rows, 87 000 columns, and 200 coupling constraints.
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    Mathematical programming 62 (1993), S. 15-39 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point methods ; symmetric indefinite systems
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    Topics: Computer Science , Mathematics
    Notes: Abstract We describe an implementation of a primal—dual path following method for linear programming that solves symmetric indefinite “augmented” systems directly by Bunch—Parlett factorization, rather than reducing these systems to the positive definite “normal equations” that are solved by Cholesky factorization in many existing implementations. The augmented system approach is seen to avoid difficulties of numerical instability and inefficiency associated with free variables and with dense columns in the normal equations approach. Solving the indefinite systems does incur an extra overhead, whose median is about 40% in our tests; but the augmented system approach proves to be faster for a minority of cases in which the normal equations have relatively dense Cholesky factors. A detailed analysis shows that the augmented system factorization is reliable over a fairly large range of the parameter settings that control the tradeoff between sparsity and numerical stability.
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    Mathematical programming 62 (1993), S. 119-131 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point algorithm ; complexity ; potential function
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    Topics: Computer Science , Mathematics
    Notes: Abstract We propose a potential-reduction algorithm which always uses the primal—dual affine-scaling direction as a search direction. We choose a step size at each iteration of the algorithm such that the potential function does not increase, so that we can take a longer step size than the minimizing point of the potential function. We show that the algorithm is polynomial-time bounded. We also propose a low-complexity algorithm, in which the centering direction is used whenever an iterate is far from the path of centers.
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    Mathematical programming 62 (1993), S. 497-515 
    ISSN: 1436-4646
    Keywords: Linear programming ; primal—dual methods ; optimal face ; strict complementarity
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    Topics: Computer Science , Mathematics
    Notes: Abstract We study the problem of finding a point in the relative interior of the optimal face of a linear program. We prove that in the worst case such a point can be obtained in O(n 3 L) arithmetic operations. This complexity is the same as the complexity for solving a linear program. We also show how to find such a point in practice. We report and discuss computational results obtained for the linear programming problems in the NETLIB test set.
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    Numerische Mathematik 66 (1993), S. 373-398 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N30
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    Topics: Mathematics
    Notes: Summary We analyse multi-grid applied to anisotropic equations within the framework of smoothing and approximation-properties developed by Hack busch. For a model anisotropic equation on a square, we give an up-till-now missing proof of an estimate concerning the approximation property which is essential to show robustness. Furthermore, we show a corresponding estimate for a model anisotropic equation on an L-shaped domain. The existing estimates for the smoothing property are not suitable to prove robustness for either 2-cyclic Gauss-Seidel smoothers or for less regular problems such as our second model equation. For both cases, we give sharper estimates. By combination of our results concerning smoothing- and approximation-properties, robustness of W-cycle multi-grid applied to both our model equations will follow for a number of smoothers.
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    Algorithmica 9 (1993), S. 64-83 
    ISSN: 1432-0541
    Keywords: Linear programming ; Interior-point methods ; Projective methods ; Combined phase 1-phase 2
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    Topics: Computer Science , Mathematics
    Notes: Abstract We compare the projective methods for linear programming due to de Ghellinck and Vial, Anstreicher, Todd, and Fraley. These algorithms have the feature that they approach feasibility and optimality simultaneously, rather than requiring an initial feasible point. We compare the directions used in these methods and the lower-bound updates employed. In many cases the directions coincide and two of the lower-bound updates give the same result. It appears that Todd's direction and Fraley's lower-bound update have slight advantages, and this is borne out in limited computational testing.
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  • 49
    ISSN: 1432-0541
    Keywords: Linear programming ; Karmarkar's algorithm ; Potential function ; Primal-dual, Modified method ; Rank-one updates
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    Notes: Abstract We consider partial updating in Kojima, Mizuno, and Yoshise's primal-dual potential reduction algorithm for linear programming. We use a simple safeguard condition to control the number of updates incurred on combined primal-dual steps. Our analysis allows for unequal steplengths in the primal and dual variables, which appears to be a computationally significant factor for primal-dual methods. The safeguard we use is a primal-dual Goldstein-Armijo condition, modified to deal with the unequal primal and dual steplengths.
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    Applied mathematics & optimization 27 (1993), S. 179-190 
    ISSN: 1432-0606
    Keywords: Time-minimal distributed control ; Vibrations ; Finite element approximation ; Galerkin's method ; Least norm controls ; 93B05 ; 93B06 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper is concerned with distributed null-control of vibrations governed by an abstract wave equation. Based on a method for the exact computation of minimumL 2-norm controls for given time intervals and time-minimal controls which are bounded with respect to theL 2-norm, an approximation method is developed which is based on Galerkin's method ana convergence results are derived.
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    Numerische Mathematik 65 (1993), S. 23-50 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary This paper deals with the problem of obtaining numerical estimates of the accuracy of approximations to solutions of elliptic partial differential equations. It is shown that, by solving appropriate local residual type problems, one can obtain upper bounds on the error in the energy norm. Moreover, in the special case of adaptiveh-p finite element analysis, the estimator will also give a realistic estimate of the error. A key feature of this is the development of a systematic approach to the determination of boundary conditions for the local problems. The work extends and combines several existing methods to the case of fullh-p finite element approximation on possibly irregular meshes with, elements of non-uniform degree. As a special case, the analysis proves a conjecture made by Bank and Weiser [Some A Posteriori Error Estimators for Elliptic Partial Differential Equations, Math. Comput.44, 283–301 (1985)].
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    Numerische Mathematik 65 (1993), S. 203-217 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65K10 ; 65N38 ; 65R30
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    Topics: Mathematics
    Notes: Summary We describe a numerical method to compute free surfaces in electromagnetic shaping and levitation of liquid metals. We use an energetic variational formulation and optimization techniques to compute, a critical point. The surfaces are represented by piecewise linear finite elements. Each step of the algorithm requires solving an elliptic boundary value problem in the exterior of the intermediate surfaces. This is done by using an integral representation on these surfaces.
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    Numerische Mathematik 65 (1993), S. 253-271 
    ISSN: 0945-3245
    Keywords: 65N22 ; 65N30
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    Topics: Mathematics
    Notes: Summary This work deals with the condition numbers and the distribution of theB h singular values of the preconditioned operators {B h −1 A h }0〈h〈1, whereA h andB h are discretizations of second order elliptic operatorsA andB usingP 1 nonconforming finite elements of Crouzeix and Raviart.B is also assumed to be self-adjoint and positive definite. For conforming finite elements, Parter and Wong have shown that the singular values “cluster” in a positive finite interval. These reults are being extended to the aforementioned nonconforming finite elements. It will be shown that, for quasiuniform grids, theB h singular values are bounded above and below by positive constants which are independent of the grid sizeh. Moreover, they also “cluster” in a smaller but usually estimable interval. Issues of implementation are also discussed.
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    Numerische Mathematik 64 (1993), S. 85-114 
    ISSN: 0945-3245
    Keywords: 65N30 ; 35J60
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    Topics: Mathematics
    Notes: Summary We consider efficient finite element algorithms for the computational simulation of type-II superconductors. The algorithms are based on discretizations of a periodic Ginzburg-Landau model. Periodicity is defined with respect to a non-orthogonal lattice that is not necessarily aligned with the coordinate axes; also, the primary dependent variables employed in the model satisfy non-standard “quasi”-periodic boundary conditions. After introducing the model, we define finite element schemes, derive error estimates of optimal order, and present the results of some numerical calculations. For a similar quality of simulation, the resulting algorithms seem to be significantly less costly than are previously used numerical approximation methods.
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    Numerische Mathematik 65 (1993), S. 337-356 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65R20
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    Topics: Mathematics
    Notes: Summary For the Laplace equation with Signorini boundary conditions two equivalent boundary variational inequality formulations are deduced. We investigate the discretization by a boundary element Galerkin method and obtain quasi-optimal asymptotic error estimates in the underlying Sobolev spaces. An algorithm based on the decomposition-coordination method is used to solve the discretized problems. Numerical examples confirm the predicted rate of convergence.
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    Numerische Mathematik 66 (1993), S. 449-463 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65F35 ; 65N30
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    Topics: Mathematics
    Notes: Summary Based on the framework of subspace splitting and the additive Schwarz scheme, we give bounds for the condition number of multilevel preconditioners for sparse grid discretizations of elliptic model problems. For a BXP-like preconditioner we derive an estimate of the optimal orderO(1) and for a HB-like variant we obtain an estimate of the orderO(k 2 ·2 k/2 ), wherek denotes the number of levels employed. Furthermore, we confirm these results by numerically computed condition numbers.
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    Numerische Mathematik 66 (1993), S. 493-515 
    ISSN: 0945-3245
    Keywords: 65N55 ; 65N30
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    Topics: Mathematics
    Notes: Summary In this paper, we study some additive Schwarz methods (ASM) for thep-version finite element method. We consider linear, scalar, self adjoint, second order elliptic problems and quadrilateral elements in the finite element discretization. We prove a constant bound independent of the degreep and the number of subdomainsN, for the condition number of the ASM iteration operator. This optimal result is obtained first in dimension two. It is then generalized to dimensionn and to a variant of the method on the interface. Numerical experiments confirming these results are reported. As is the case for other additive Schwarz methods, our algorithms are highly parallel and scalable.
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    Constructive approximation 9 (1993), S. 237-262 
    ISSN: 1432-0940
    Keywords: 34K10 ; 34A50 ; 42C05 ; 46N05 ; 65N30 ; Compactly supported wavelets ; biorthogonal bases ; Galerkin methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper we construct a compactly supported biorthogonal wavelet basis adapted to some simple differential operators. Moreover, we estimate the condition numbers of the corresponding stiffness matrices.
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    Mathematical programming 54 (1992), S. 251-265 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm ; potential function ; standard form ; modified method ; rank-one updates
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider partial updating in Ye's affine potential reduction algorithm for linear programming. We show that using a Goldstein—Armijo rule to safeguard a linesearch of the potential function during primal steps is sufficient to control the number of updates. We also generalize the dual step construction to apply with partial updating. The result is the first O(n 3 L) algorithm for linear programming whose steps are not constrained by the need to remain approximately centered. The fact that the algorithm has a rigorous “primal-only” initialization actually reduces the complexity to less than O(m 1.5 n 1.5 L).
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    Mathematical programming 55 (1992), S. 1-15 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point method ; projective algorithm ; combining phase I–phase II
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    Topics: Computer Science , Mathematics
    Notes: Abstract Anstreicher has proposed a variant of Karmarkar's projective algorithm that handles standard-form linear programming problems nicely. We suggest modifications to his method that we suspect will lead to better search directions and a more useful algorithm. Much of the analysis depends on a two-constraint linear programming problem that is a relaxation of the scaled original problem.
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    OR spectrum 14 (1992), S. 149-160 
    ISSN: 1436-6304
    Keywords: Lineare Programmierung ; logische Aussagen ; Binärvariablen ; Modellgenerator ; Linear programming ; predicates ; binary variables ; model generator
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary We introduce in the field of formulating logical predicates in addition to linear programs. The error prone process of developing linear constraints including binary variables (“auxilliary formulations”) to accomplish this leads us to discuss the possibilities and capabilities of model generation. Based on Williams [12] we develop the formulae apparatus and discuss formulation and design problems for the development of our model generator now being implemented.
    Notes: Zusammenfassung Wir geben eine Einführung in das Gebiet der Formulierung logischer Aussagen ergänzend zu Linearen Programmen. Der dazu notwendige, fehlerträchtige Prozeß der Aufstellung linearer Restriktionen unter der Verwendung von Binärvariablen („Ersatzformulierungen“) führt uns dazu, die Möglichkeiten und Fähigkeiten eines Modellgenerators für diesen Zweck zu diskutieren. Auf der Grundlage von Williams [12] entwickeln wir den Formelapparat und erörtern Formulierungs- und Entwurfsprobleme für die Entwicklung unseres sich jetzt in der Implementationsphase befindlichen Modellgenerators.
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    Mathematical programming 57 (1992), S. 121-143 
    ISSN: 1436-4646
    Keywords: Linear programming ; polynomial-time algorithms ; strongly polynomial-time algorithms ; circulant matrices ; algebraic numbers
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    Topics: Computer Science , Mathematics
    Notes: Abstract We show that a modified variant of the interior point method can solve linear programs (LPs) whose coefficients are real numbers from a subring of the algebraic integers. By defining the encoding size of such numbers to be the bit size of the integers that represent them in the subring, we prove the modified algorithm runs in time polynomial in the encoding size of the input coefficients, the dimension of the problem, and the order of the subring. We then extend the Tardos scheme to our case, obtaining a running time which is independent of the objective and right-hand side data. As a consequence of these results, we are able to show that LPs with real circulant coefficient matrices can be solved in strongly polynomial time. Finally, we show how the algorithm can be applied to LPs whose coefficients belong to the extension of the integers by a fixed set of square roots.
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    Annals of operations research 38 (1992), S. 239-280 
    ISSN: 1572-9338
    Keywords: Linear programming ; large-scale systems ; modeling ; language design
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    Topics: Mathematics , Economics
    Notes: Abstract This paper describes a system to represent linear programming models and their instances. In addition to a modeling language, MODLER has an extensive query capability which includes a multi-view architecture. Further, randomization options provide rapid prototyping. The MODLER system is part of a workbench for building and managing decision support systems that are based on linear programming.
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    Integral equations and operator theory 15 (1992), S. 626-672 
    ISSN: 1420-8989
    Keywords: Primary, 65R20 ; Secondary, 35S05 ; 45E05 ; 45L10 ; 47G30 ; 65J10 ; 65N30 ; 65N35
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    Topics: Mathematics
    Notes: Abstract We investigate several numerical methods for solving the pseudodifferential equationAu=f on the n-dimensional torusT n . We examine collocation methods as well as Galerkin-Petrov methods using various periodical spline functions. The considered spline spaces are subordinated to a uniform rectangular or triangular grid. For given approximation method and invertible pseudodifferential operatorA we compute a numerical symbolα C , resp.α G , depending onA and on the approximation method. It turns out that the stability of the numerical method is equivalent to the ellipticity of the corresponding numerical symbol. The case of variable symbols is tackled by a local principle. Optimal error estimates are established.
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    Numerische Mathematik 61 (1992), S. 7-37 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65N55
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    Topics: Mathematics
    Notes: Summary We make a theoretical study of the application of a standard hierarchical basis multigrid iteration to the convection diffusion equation, discretized using an upwind finite element discretizations. We show behavior that in some respects is similar to the symmetric positive definite case, but in other respects is markedly different. In particular, we find the rate of convergence depends significantly on parameters which measure the strength of the upwinding, and the size of the convection term. Numerical calculations illustrating some of these effects are given.
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    Numerische Mathematik 61 (1992), S. 117-143 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary This paper studies finite element methods for a class of arch beam models. For both standard and mixed methods, existence and uniqueness results are proved, optimal rates of convergence are obtained and the superconvergence property is established. Reduced integration is shown to be an efficient method for arch beam problems and selected reduced integration is found to be identical to the mixed method. The significance of the analysis is threefold. The mixed method and the reduced integration methods converge uniformly at the optimal rate with respect to the arch thickness parameter, so they are locking free. Second, mixed method and reduced integration keep the superconvergence properties of the standard method. Finally, this is the first attempt to investigate the superconvergence of finite element methods for arch beam problems. We set up two types of superconvergence results: displacement at the nodal points and gradient at the Gauss points.
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    Numerische Mathematik 61 (1992), S. 153-169 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary We provide a convergence rate analysis for a variant of the domain decomposition method introduced by Gropp and Keyes for solving the algebraic equations that arise from finite element discretization of nonsymmetric and indefinite elliptic problems with Dirichlet boundary conditions in ℝ2. We show that the convergence rate of the preconditioned GMRES method is nearly optimal in the sense that the rate of convergence depends only logarithmically on the mesh size and the number of substructures, if the global coarse mesh is fine enough.
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    Numerische Mathematik 61 (1992), S. 171-214 
    ISSN: 0945-3245
    Keywords: 35J65 ; 35J05 ; 65N15 ; 65N30 ; 65N50 ; 65R20
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    Topics: Mathematics
    Notes: Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.
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    Numerische Mathematik 61 (1992), S. 335-357 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary We extend the analysis of the streamline diffusion finite element method to quasilinear elliptic problems of second order. An existence theorem and error estimates are given in the case of branches of nonsingular solutions following a recent abstract approach in [12, 13, 26].
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    Numerische Mathematik 61 (1992), S. 359-372 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary We examine the optimality of conforming Petrov-Galerkin approximations for the linear convection-diffusion equation in two dimensions. Our analysis is based on the Riesz representation theorem and it provides an optimal error estimate involving the smallest possible constantC. It also identifies an optimal test space, for any choice of consistent norm, as that whose image under the Riesz representation operator is the trial space. By using the Helmholtz decomposition of the Hilbert space [L 2(Ω)]2, we produce a construction for the constantC in which the Riesz representation operator is not required explicitly. We apply the technique to the analysis of the Galerkin approximation and of an upwind finite element method.
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    Numerische Mathematik 61 (1992), S. 523-542 
    ISSN: 0945-3245
    Keywords: 65N30 ; 73C20
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    Topics: Mathematics
    Notes: Summary We analyse the problem of membrane locking in (h, p) finite element models of a thin hemicylindrical shell roof loaded by a smoothly varying normal pressure distribution. We show that in the standard finite element method, locking occurs especially at low values ofp and when the finite element grid is not aligned with the axis of the cylinder. A general strategy of avoiding locking by using modified bilinear forms is introduced, and a special implementation of this strategy on aligned rectangular grids is considered.
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    Numerische Mathematik 62 (1992), S. 439-463 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary We consider the finite element approximation of the 2D elasticity problem when the Poisson ratiov is close to 0.5. It is well-known that the performance of certain commonly used finite elements deteriorates asv→0, a phenomenon calledlocking. We analyze this phenomenon and characterize the strength of the locking androbustness of varioush-version schemes using triangular and rectangular elements. We prove that thep-andh-p versions are free of locking with respect to the error in the energy norm. A generalization of our theory to the 3D problem is also discussed.
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    Numerische Mathematik 63 (1992), S. 13-27 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary We study a finite element approximation of viscoelastic fluid flow obeying an Oldroyd B type constitutive law. The approximate stress, velocity and pressure are respectivelyP 1 discontinuous,P 2 continuous,P 1 continuous. We use the method of Lesaint-Raviart for the convection of the extra stress tensor. We suppose that the continuous problem admits a sufficiently smooth and sufficiently small solution. We show by a fixed point method that the approximate problem has a solution and we give an error bound.
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    Numerische Mathematik 63 (1992), S. 123-144 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65N13 ; 65F10
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    Topics: Mathematics
    Notes: Summary Anti-derivatives of wavelets are used for the numerical solution of differential equations. Optimal error estimates are obtained in the applications to two-point boundary value problems of second order. The orthogonal property of the wavelets is used to construct efficient iterative methods for the solution of the resultant linear algebraic systems. Numerical examples are given.
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    ISSN: 0945-3245
    Keywords: 35Q30 ; 65N30 ; 76D05
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    Topics: Mathematics
    Notes: Summary In this article we study a new mixed method for the Stokes and Navier-Stokes equations. The method uses two meshes, one very fine for ω and a coarser one for ψ. Error estimates show that boundary layers do not require to refine the mesh for the stream function ψ as much as for the vorticity ω when the Reynolds number is large. We prove estimates and study implementation problems.
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    Numerische Mathematik 63 (1992), S. 183-194 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary We consider the mixed finite element method for locally refined triangulations. A local projection operator $$\hat \Pi _h $$ is defined to satisfy the commutation property that is required in the general theory of mixed methods. Our results can be applied to every known space of arbitrary order over rectangles or triangles. Optimal-order error estimates and superconvergence for the flux along the Gauss lines are established.
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    Numerische Mathematik 63 (1992), S. 195-211 
    ISSN: 0945-3245
    Keywords: 65N05 ; 65N10 ; 65N30 ; 76D08
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    Topics: Mathematics
    Notes: Summary A “mixed” finite difference method is analyzed for solving certain elliptic problems. This method, called L.P.D.E.M. (Locally exact Partial Differential Equation Method) was initially proposed in the frame of hydrodynamic lubrication. Convergence is obtained. Relations between this scheme and homogenization theory are also discussed. For a one-dimensional elliptic equation with no zero-order term and in conservative form, this method is an exact one. Some numerical results will also be given.
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    Numerische Mathematik 63 (1992), S. 227-241 
    ISSN: 0945-3245
    Keywords: 49R10 ; 65N25 ; 65N30 ; 35P15
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    Topics: Mathematics
    Description / Table of Contents: Zusammenfassung In der vorliegenden Arbeit leiten wir Fehlerschranken her für die Rayleigh-Ritz-Näherungen der Eigenwerte und Eigenelemente von selbstadjungierten Eigenwertaufgaben, deren Spektren nach unten beschränkt und anfangsdiskret sind. Solche Abschätzungen haben gerade im Hinblick auf ihre Bedeutung bei der Finite-Elemente-Methode eine lange Tradition, vgl. etwa [3-5, 7-9] sowie insbesondere die in [3] aufgeführte Literatur. Verfeinerte Fehlerschranken haben kürzlich Babuška und Osborn [1–3] angegeben: Speziell für mehrfach vorliegende Eigenwerte führen sie Approximationsgrößen ein, die die Güte der Diskretisierung beschreiben, und schätzen dann in Termen dieser Größen die Fehler ab. Dabei betrachten sie jedoch aus beweistechnischer Notwendigkeit heraus stets den Fall eines rein diskreten Spektrums, das sich durch selbstadjungierte und kompakte Operatoren beschreiben läßt. Wir lösen uns hier von dieser Einschränkung und geben in analoger Weise das asymptotische Verhalten der Fehler auch für solche Aufgaben an, die ein wesentliches Spektrum besitzen. Zugleich verbessern wir dabei die in [7] aufgestellten Schranken. Unsere Beweismethoden liefern explizit alle in den Fehlerschranken auftretenden Konstanten. Diese ergeben sich allein aus dem Spektrum der betrachteten Aufgabe. Desweiteren können wir alle Beweise mit reellwertigem Skalarkörper durchführen, da wir eine Darstellung von Spektralprojektoren durch Kurvenintegrale (vgl. etwa die Methoden der Spektralapproximation bei Chatelin [5]) für selbstadjungierte Probleme nicht benötigen. Die erhaltenen Ergebnisse gelten jedoch auch entsprechend für komplexwertige Skalarkörper.
    Notes: Summary In this paper we establish estimates for the approximation of the eigenvalues and eigenvectors of a selfadjoint eigenvalue problem bounded below with spectrum that begins with isolated eigenvalues of finite multiplicity. Results on the asymptotic behavior of the errors recently proved by Babuška and Osborn [1–3] are also valid for problems with nontrivial essential spectrum.
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    Numerische Mathematik 63 (1992), S. 297-313 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary This paper provides a fast and storage-saving method for the solution of the first biharmonic boundary value problem (b.v.p.). The b.v.p. is approximated via a special variational finite difference technique suggested earlier by V.G. Korneev. It is shown theoretically that our method produces an approximate solution to the finite difference equations inO(NlnNlnɛ−1) arithmetical operations, whereN is the number of unknowns and ɛ (0〈ɛ〈1) denotes the relative accuracy required. The numerical results obtained by our computer code CGMFC decisively substantiate the theoretical estimates given.
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    Numerische Mathematik 63 (1992), S. 315-344 
    ISSN: 0945-3245
    Keywords: 65F35 ; 65N30 ; 41A63 ; 41A17 ; 46E35
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    Topics: Mathematics
    Notes: Summary This paper is concerned with multilevel techniques for preconditioning linear systems arising from Galerkin methods for elliptic boundary value problems. A general estimate is derived which is based on the characterization of Besov spaces in terms of weighted sequence norms related to corresponding multilevel expansions. The result brings out clearly how the various ingredients of a typical multilevel setting affect the growth rate of the condition numbers. In particular, our analysis indicates how to realize even uniformly bounded condition numbers. For example, the general results are used to show that the Bramble-Pasciak-Xu preconditioner for piecewise linear finite elements gives rise to uniformly bounded condition numbers even when the refinements of the underlying triangulations are highly nonuniform. Furthermore, they are applied to a general multivariate setting of refinable shift-invariant spaces, in particular, covering those induced by various types of wavelets.
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    Numerische Mathematik 63 (1992), S. 503-520 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65F10
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    Topics: Mathematics
    Notes: Summary For solving second order elliptic problems discretized on a sequence of nested mixed finite element spaces nearly optimal iterative methods are proposed. The methods are within the general framework of the product (multiplicative) scheme for operators in a Hilbert space, proposed recently by Bramble, Pasciak, Wang, and Xu [5,6,26,27] and make use of certain multilevel decomposition of the corresponding spaces for the flux variable.
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    Numerische Mathematik 63 (1992), S. 483-501 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary Certain projection post-processing techniques have been proposed for computing the boundary flux for two-dimensional problems (e.g., see Carey, et al. [5]). In a series of numerical experiments on elliptic problems they observed that these post-processing formulas for approximate fluxes were almost (O(h 2)-accurate for linear triangular elements. In this paper we prove that the computed boundary flux isO(h 2 ln 1/h)-accurate in the maximum norm for the partial method of [5]. If the solutionuφH 3(Ω) then the boundary flux error isO(h 3/2) in theL 2-norm.
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    Numerische Mathematik 63 (1992), S. 521-539 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N30
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    Topics: Mathematics
    Notes: Summary We consider the solution of the algebraic system of equations which result from the discretization of second order elliptic equations. A class of multilevel algorithms are studied using the additive Schwarz framework. We establish that the condition number of the iteration operators are bounded independent of mesh sizes and the number of levels. This is an improvement on Dryja and Widlund's result on a multilevel additive Schwarz algorithm, as well as Bramble, Pasciak and Xu's result on the BPX algorithm. Some multiplicative variants of the multilevel methods are also considered. We establish that the energy norms of the corresponding iteration operators are bounded by a constant less than one, which is independent of the number of levels. For a proper ordering, the iteration operators correspond to the error propagation operators of certain V-cycle multigrid methods, using Gauss-Seidel and damped Jacobi methods as smoothers, respectively.
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    Mathematical programming 53 (1992), S. 213-235 
    ISSN: 1436-4646
    Keywords: Linear programming ; simplex methods ; piecewise-linear programming ; nondifferentiable optimization
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    Topics: Computer Science , Mathematics
    Notes: Abstract The first two parts of this paper have developed a simplex algorithm for minimizing convex separable piecewise-linear functions subject to linear constraints. This concluding part argues that a direct piecewiselinear simplex implementation has inherent advantages over an indirect approach that relies on transformation to a linear program. The advantages are shown to be implicit in relationships between the linear and piecewise-linear algorithms, and to be independent of many details of implementation. Two sets of computational results serve to illustarate these arguments; the piecewise-linear simplex algorithm is observed to run 2–6 times faster than a comparable linear algorithm, not including any additional expense that might be incurred in setting up the equivalent linear program. Further support for the practical value of a good piecewise-linear programming algorithm is provided by a survey of many varied applications.
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    Algorithmica 8 (1992), S. 1-20 
    ISSN: 1432-0541
    Keywords: Robotics ; Grasp planning ; Robot control ; Computational Geometry ; Linear programming ; Parametric searching ; Davenport-Schinzel sequences
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we apply techniques from computational geometry to solve several problems in grasp planning and control in robotics. We consider the problem of calculating “force targets ” for a collection ofn fingers which grasp a two-dimensional object at known positions, at which the normals to the surface are also assumed to be known at least approximately. If the points at which the fingers touch the body do not allow apositive grip to be exerted (i.e., a grip in which the fingers hold the body in equilibrium by exerting friction-free forces in the directions of the corresponding inward-directed normals), it is appropriate to find the smallest coefficient of friction for which it is possible to assign a set of forces to be exerted by the fingers (so-calledfinger-force targets) which hold the object at equilibrium and such that each individual force lies within the corresponding cone of friction. We present an algorithm for this problem which runs in time0(n log2 n log logn). We also present another algorithm for preprocessing the given data so as to allow fast computation of the desired coefficient of friction for the case in which one needs to balance any given “query” external force and torque. Finally, we discuss simpler variants of our techniques which are likely to be more efficient when the problem is solved for a small number of fingers.
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    Algorithmica 8 (1992), S. 161-176 
    ISSN: 1432-0541
    Keywords: Parametric linear programming ; Sensitivity analysis ; Postoptimality analysis ; Linear programming
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    Topics: Computer Science , Mathematics
    Notes: Abstract We present a new definition of optimality intervals for the parametric right-hand side linear programming (parametric RHS LP) Problem ϑ(λ) = min{c t x¦Ax =b + λ¯b,x ≥ 0}. We then show that an optimality interval consists either of a breakpoint or the open interval between two consecutive breakpoints of the continuous piecewise linear convex function ϑ(λ). As a consequence, the optimality intervals form a partition of the closed interval {λ; ¦ϑ(λ)¦ 〈 ∞}. Based on these optimality intervals, we also introduce an algorithm for solving the parametric RHS LP problem which requires an LP solver as a subroutine. If a polynomial-time LP solver is used to implement this subroutine, we obtain a substantial improvement on the complexity of those parametric RHS LP instances which exhibit degeneracy. When the number of breakpoints of ϑ(λ) is polynomial in terms of the size of the parametric problem, we show that the latter can be solved in polynomial time.
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    Applied mathematics & optimization 25 (1992), S. 127-149 
    ISSN: 1432-0606
    Keywords: 49B50 ; 65N30
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    Topics: Mathematics
    Notes: Abstract In this paper we present a new approach to solve a two-level optimization problem arising from an approximation by means of the finite element method of optimal control problems governed by unilateral boundary-value problems. The problem considered is to find a minimum of a functional with respect to the control variablesu. The minimized functional depends on control variables and state variablesx. The latter are the optimal solution of an auxiliary quadratic programming problem, whose parameters depend onu. Our main idea is to replace this QP problem by its dual and then apply the barrier penalty method to this dual QP problem or to the primal one if it is in an appropriate form. As a result we obtain a problem approximating the original one. Its good property is the differentiable dependence of state variables with respect to the control variables. Furthermore, we propose a method for finding an approximate solution of a penalized lower-level problem if the optimal solution of the original QP problem is known. We apply the result obtained to some optimal shape design problems governed by the Dirichlet-Signorini boundary-value problem.
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    Applied mathematics & optimization 25 (1992), S. 247-262 
    ISSN: 1432-0606
    Keywords: Projection ; Féjer-contraction ; Linear complementarity problem ; Linear programming ; Convex quadratic programming
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    Topics: Mathematics
    Notes: Abstract In this paper we propose a new iterative method for solving a class of linear complementarity problems:u ≥ 0,Mu + q ≥ 0, uT(Mu + q)=0, where M is a givenl ×l positive semidefinite matrix (not necessarily symmetric) andq is a givenl-vector. The method makes two matrix-vector multiplications and a trivial projection onto the nonnegative orthant at each iteration, and the Euclidean distance of the iterates to the solution set monotonously converges to zero. The main advantages of the method presented are its simplicity, robustness, and ability to handle large problems with any start point. It is pointed out that the method may be used to solve general convex quadratic programming problems. Preliminary numerical experiments indicate that this method may be very efficient for large sparse problems.
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    Numerische Mathematik 62 (1992), S. 1-15 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Notes: Summary A finite element procedure for circumventing the Babuška-Brezzi condition in mixed formulations with Lagrange multipliers defined on the boundary is presented. Residual terms constructed from the Euler-Lagrange equations are added to the classical Galerkin formulation in order to attain coercivity in a mesh-dependent norm. Convergence is proven for the primal variable and the multiplier in the natural mesh-independent norm of the problem, generalizing results of a previous paper.
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    Numerische Mathematik 62 (1992), S. 149-160 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Description / Table of Contents: Résumé Nous considérons quelques extensions des résultats classiques d'estimation d'erreur pour les problèmes mixtes. Nous étudions en particulier l'effet de l'emploi d'une approximation non conforme et celui de la décomposition de la formeb(·,·) enb 1(·,·) etb 2(·,·). Nous employons cette dćomposition pour affiner certaines estimations dans le cas où la formea(·,·) n'est pas coercive dans la bonne norme. Nous considérons aussi des résultats de dualité dans le cas non conforme.
    Notes: Summary We consider some extensions of the classical error estimates for mixed problems. We take into account, in particular, nonconforming approximations and the splitting of the bilinear formb(·,·), intob 1(·,·) andb 2(·,·). We use this last fact to sharpen some estimates in a case where the forma(·,·) does not have coercivity in the right norm. We also consider duality results in the nonconforming case.
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    Numerische Mathematik 62 (1992), S. 161-188 
    ISSN: 0945-3245
    Keywords: 65N30
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    Topics: Mathematics
    Description / Table of Contents: Résumé Nous construisons un élément fini mixte pour le problème de Stokes. Cet élément est non conforme. Nous appliquons les résultats de la Partie I pour obtenir des estimations d'erreur optimales. Nous considérons aussi le traitement des conditions de raccords par des multiplicateurs de Lagrange et nous montrons que ces multiplicateurs peuvent être utilisés pour construire une approximation superconvergente.
    Notes: Summary We build a mixed finite element method for the Stokes problem. This method is nonconforming. We apply the results of Part I to prove convergence and obtain optimal error estimates. We also consider the treatment of interface conditions by multipliers and show that a superconvergent approximation can be built from those multipliers.
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    Numerische Mathematik 62 (1992), S. 189-212 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65F35 ; 65N20 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We develop a hierarchical basis multilevel method for symmetric second order elliptic boundary value problems in two-dimensional polygonal domains based on nonconforming P1 triangular elements. The main result is that the condition number of the hierarchical discretization is bounded byO(k) wherek is the number of refinement levels. For comparison, Yserentant's result yields the sharp boundO(k 2) for the corresponding hierarchical discretization with conforming linear elements.
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  • 93
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    Numerische Mathematik 62 (1992), S. 297-303 
    ISSN: 0945-3245
    Keywords: 65N30 ; 65N50
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper we analyze an error estimator introduced by Bank and Weiser. We prove that this estimator is asymptotically exact in the energy norm for regular solutions and parallel meshes. By considering a simple example we show that this is not true for general meshes.
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  • 94
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    Numerische Mathematik 62 (1992), S. 321-341 
    ISSN: 0945-3245
    Keywords: 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper, we establish that a popular finite element method for arch structures degenerates when the thickness tends to zero. This is due to the fact that, for null thickness, the energy functional looses the ellipticity property. We show then how to link the step size to the thickness in order to get required precision. Numerical results finally illustrate the theoretical analysis.
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  • 95
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    Numerische Mathematik 62 (1992), S. 391-411 
    ISSN: 0945-3245
    Keywords: 65N22 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This work deals with theL 2 condition numbers and the distribution of theL 2 singular values of the preconditioned operators {B h −1 Ah}0〈h〈1, whereA h andB h are finite element discretizations of second order elliptic operators,A andB respectively. For conforming finite elements, it was shown in the work of Goldstein, Manteuffel and Parter that if the leading part ofB is a scalar multiple (1/Θ) of the leading part ofA, then the singular values ofB h −1 A h “cluster” and “fill-in” the interval [θ min,θ max], where 0〈θ min≦θ max are the minimum and maximum of the factor Θ. As a generalization of these results, the current work includes nonconforming finite element methods which deal with Dirichlet boundary conditions. It will be shown that, in this more general setting, theL 2 condition numbers of {B h −1 A h } are uniformly bounded. Moreover, the singular values also “cluster” and “fill-in” the same interval. In particular, if the leading part ofB is the same as the leading part ofA, then the singular values cluster about the point {1}. Two specific methods are given as applications of this theory. They are the penalty method of Babuška and the method of “nearly zero” boundary conditions of Nitsche.
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  • 96
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    Numerische Mathematik 62 (1992), S. 413-438 
    ISSN: 0945-3245
    Keywords: 65N22 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This work deals with theH 1 condition numbers and the distribution of theB h singular values of the preconditioned operators {B h −1 A h }0〈h〈1, whereA h andB h are finite element discretizations of second order elliptic operators,A andB respectively.B is also assumed to be self-adjoint and positive definite. For conforming finite elements, Parter and Wong have shown that the singular values “cluster” in a positive finite interval. Goldstein also has derived results on the spectral distribution ofB h −1 A h using a different approach. As a generalization of the results of Parter and Wong, the current work includes nonconforming finite element methods which deal with Dirichlet boundary conditions. It will be shown that, in this more general setting, the singular values also “cluster” in a positive finite interval. In particular, if the leading part ofB is the same as the leading part ofA, then the singular values cluster about the point {1}. Two specific methods are given as applications of this theory. They are the penalty method of Babuška and the method of “nearly zero” boundary conditions of Nitsche. Finally, it will be shown that the same results can be proven by an approach generalized from the work of Goldstein.
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  • 97
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    Numerical algorithms 3 (1992), S. 427-440 
    ISSN: 1572-9265
    Keywords: 65B05 ; 65N30 ; Parallel splitting method ; parabolic problem ; parallel LOD method ; global extrapolation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Extrapolation with a parallel splitting method is discussed. The parallel splitting method reduces a multidimensional problem into independent one-dimensional problems and can improve the convergence order of space variables to an order as high as the regularity of the solution permits. Therefore, in order to match the convergence order of the space variables, a high order method should also be used for the time integration. Second and third order extrapolation methods are used to improve the time convergence and it was found that the higher order extrapolation method can produce a more accurate solution than the lower order extrapolation method, but the convergence order of high order extrapolation may be less than the actual order of the extrapolation. We also try to show a fact that has not been studied in the literature, i.e. when the extrapolation is used, it may decrease the convergence of the space variables. The higher the order of the extrapolation method, the more it decreases the convergence of the space variables. The global extrapolation method also improves the parallel degree of the parallel splitting method. Numerical tests in the paper are done in a domain of a unit circle and a unit square.
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  • 98
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    Mathematics of control, signals, and systems 5 (1992), S. 281-293 
    ISSN: 1435-568X
    Keywords: L 1 optimal control ; Delay and infinite-dimensional linear systems ; Linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Mathematics , Technology
    Notes: Abstract In this paper we consider the problem ofL 1 sensitivity minimization for linear plants with commensurate input delays. We describe a procedure for computing the minimum performance, and we characterize optimal solutions. The computations involve solving a one-parameter family of finite-dimensional linear programs. Explicit solutions are presented for important special cases.
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  • 99
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    Journal of optimization theory and applications 73 (1992), S. 229-242 
    ISSN: 1573-2878
    Keywords: Linear programming ; primal-dual interior-point algorithms ; superlinear convergence ; quadratic convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Recently, Zhang, Tapia, and Dennis (Ref. 1) produced a superlinear and quadratic convergence theory for the duality gap sequence in primal-dual interior-point methods for linear programming. In this theory, a basic assumption for superlinear convergence is the convergence of the iteration sequence; and a basic assumption for quadratic convergence is nondegeneracy. Several recent research projects have either used or built on this theory under one or both of the above-mentioned assumptions. In this paper, we remove both assumptions from the Zhang-Tapia-Dennis theory.
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    Journal of optimization theory and applications 74 (1992), S. 221-242 
    ISSN: 1573-2878
    Keywords: Linear programming ; stochastic programming ; simplex method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A version of the simplex method for solving stochastic linear control problems is presented. The method uses a compact basis inverse representation that extensively exploits the original problem data and takes advantage of the supersparse structure of the problem. Computational experience indicates that the method is capable of solving large problems.
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