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  • Artikel  (14)
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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 23 (1982), S. 326-340 
    ISSN: 1436-4646
    Schlagwort(e): Optimization ; Quasi-Newton ; Conjugate Gradient
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract In this paper we study conjugate gradient algorithms for large optimization problems. These methods accelerate (or precondition) the conjugate gradient method by means of quasi-Newton matrices, and are designed to utilize a variable amount of storage, depending on how much information is retained in the quasi-Newton matrices. We are concerned with the behaviour of such methods on the underlying quadratic model, and in particular, with finite termination properties.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 19 (1980), S. 61-77 
    ISSN: 1436-4646
    Schlagwort(e): Optimization ; Nonlinear Programming ; Unconstrained Optimization ; Nondifferentiable Optimization ; Min—Max Problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract In this paper, we suggest approximations for smoothing out the kinks caused by the presence of “max” or “min” operators in many non-smooth optimization problems. We concentrate on the continuous-discrete min—max optimization problem. The new approximations replace the original problem in some neighborhoods of the kink points. These neighborhoods can be made arbitrarily small, thus leaving the original objective function unchanged at almost every point ofR n . Furthermore, the maximal possible difference between the optimal values of the approximate problem and the original one, is determined a priori by fixing the value of a single parameter. The approximations introduced preserve properties such as convexity and continuous differentiability provided that each function composing the original problem has the same properties. This enables the use of efficient gradient techniques in the solution process. Some numerical examples are presented.
    Materialart: Digitale Medien
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  • 3
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 20 (1981), S. 49-62 
    ISSN: 1436-4646
    Schlagwort(e): Algorithms ; Optimization ; Minimax ; Quasi-Newton ; Superlinear Convergence
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We present an algorithm for minimax optimization that combines LP methods and quasi-Newton methods. The quasi-Newton algorithm is used only if an irregular solution is detected, in which case second-order derivative information is needed in order to obtain a fast final rate of convergence. We prove that the algorithm can converge only to a stationary point and that normally the final rate of convergence will be either quadratic or superlinear. The performance is illustrated through some numerical examples.
    Materialart: Digitale Medien
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  • 4
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 21 (1981), S. 172-181 
    ISSN: 1436-4646
    Schlagwort(e): Optimization ; Sparsity ; Matrix Updating
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract This paper is concerned with two questions relating to quasi-Newton updates for unconstrained optimization that exploit any sparsity present in the second derivative matrix of the objective function. First, a family of such updates is derived, that reduces to any a priori known dense update formula when no sparsity is imposed. This family uses the Frobenius projection of the desired update on the subspace of matrices that satisfy all the needed conditions. In the second part, we prove that, under mild assumptions, a positive definite sparse quasi-Newton update always exists. The proof of this result includes the explicit determination of such an update.
    Materialart: Digitale Medien
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 21 (1981), S. 331-347 
    ISSN: 1436-4646
    Schlagwort(e): Optimization ; Nonlinear Programming ; Unconstrained Optimization ; Discrete Optimal Control ; Differential Dynamic Programming
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract Dynamic programming techniques have proven to be more successful than alternative nonlinear programming algorithms for solving many discrete-time optimal control problems. The reason for this is that, because of the stagewise decomposition which characterizes dynamic programming, the computational burden grows approximately linearly with the numbern of decision times, whereas the burden for other methods tends to grow faster (e.g.,n 3 for Newton's method). The idea motivating the present study is that the advantages of dynamic programming can be brought to bear on classical nonlinear programming problems if only they can somehow be rephrased as optimal control problems. As shown herein, it is indeed the case that many prominent problems in the nonlinear programming literature can be viewed as optimal control problems, and for these problems, modern dynamic programming methodology is competitive with respect to processing time. The mechanism behind this success is that such methodology achieves quadratic convergence without requiring solution of large systems of linear equations.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    Journal of mathematical biology 12 (1981), S. 343-354 
    ISSN: 1432-1416
    Schlagwort(e): Ecology ; Periodic differential equations ; Optimization
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Biologie , Mathematik
    Notizen: Summary The theory developed here applies to populations whose size x obeys a differential equation, $$\dot x = r(t)xF(x,t)$$ in which r and F are both periodic in t with period p. It is assumed that the function r, which measures a population's intrinsic rate of growth or intrinsic rate of adjustment to environmental change, is measurable and bounded with a positive lower bound. It is further assumed that the function F, which is determined by the density-dependent environmental influences on growth, is such that there is a closed interval J, with a positive lower bound, in which there lies, for each t, a number K(t) for which $$F(K(t),t) = 0$$ and, as functions on J × ℝ, F is continuous, while ∂F/∂x is continuous, negative, and bounded. Because x(t) = 0, 〉 0, or 〈 0 in accord with whether K(t) = x(t), K(t) 〉 x(t), or K(t) 〈 x(t), the number K(t) is called the “carrying capacity of the environment at time t”. The assumptions about F imply that the number K(t) is unique for each t, depends continuously and periodically on t with period P, and hence attains its extrema, K min and K max. It is, moreover, easily shown that the differential equation for x has precisely one solution x * which has its values in J and is bounded for all t in ℝ; this solution is of period p, is asymptotically stable with all of J in its domain of attraction, and is such that its minimum and maximum values, x min * and x max * , obey $$K_{min} \leqslant x_{min}^* \leqslant x_{max}^* \leqslant K_{max}^* .$$ The following question is discussed: If the function F is given, and the function r can be chosen, which choices of r come close to maximizing, x min * ? The results obtained yield a procedure for constructing, for each F and each ɛ 〉 0, a function r such that x min * 〉 K max − ɛ.
    Materialart: Digitale Medien
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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 36 (1982), S. 495-519 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; nonlinear programming ; Numerical methods ; computational methods ; augmented Lagrangian functions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, a new augmented Lagrangian function is introduced for solving nonlinear programming problems with inequality constraints. The relevant feature of the proposed approach is that, under suitable assumptions, it enables one to obtain the solution of the constrained problem by a single unconstrained minimization of a continuously differentiable function, so that standard unconstrained minimization techniques can be employed. Numerical examples are reported.
    Materialart: Digitale Medien
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 38 (1982), S. 25-31 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; Kuhn-Tucker theorem ; LegendreK-transform ; equilibrium composition
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The most common way of determining the steady states of a system is through the optimization of a concave function on a convex set. This applies only to cases where the objective function depends exclusively onextensive variables. In fields such as econometrics, physics, or chemistry, controllable quantities (and therefore constrained variables) are generally referred to asintensive parameters, and the states are described through a potential function. In the following pages, we examine how these two aspects can be connected.
    Materialart: Digitale Medien
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  • 9
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 38 (1982), S. 409-422 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; scalar optimization ; vector optimization ; optimization under vector-valued criteria ; maximum principle ; dynamic programming ; optimization of dynamic systems ; multi-criteria decision problems
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The optimal control problem with vector-valued criteria is considered. A new approach to the generalization of this problem and a method of constructing the Bellman function are given.
    Materialart: Digitale Medien
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  • 10
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 32 (1980), S. 463-478 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; control ; relativity ; stochastic processes ; wave mechanics
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The intention of this paper is to show how the influence of the work of Bellman has initiated a tentative new approach to quantum mechanics
    Materialart: Digitale Medien
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  • 11
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 40 (1983), S. 595-623 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; partial differential equations ; elasticity ; control ; design sensitivity
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract The dependence of the static response and the eigenvalues of a membrane on its shape is characterized. A transformation function is defined to determine the shape of the membrane. Differential operator properties and transformation techniques of integral calculus are employed to show that the static response and the eigenvalues of the system depend in a continuous and differentiable way on the shape of the membrane. Explicit and computable formulas are presented for the derivative (first variation) of the structural response and the eigenvalues with respect to the shape. A rigorous proof is provided, and the shape design sensitivity of a typical integral functional is determined.
    Materialart: Digitale Medien
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  • 12
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 43 (1984), S. 383-393 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; variable-metric methods ; rational approximations ; switching algorithm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper, a new variable-metric method based on a rational, rather than a quadratic, model is proposed. A switching algorithm is also introduced which selects either the standard quadratic model or the new rational model, depending on which has the smallest condition number. Several functions are used to test the new method, and it is concluded that it is as efficient as the standard model in general and is superior for problems of high dimensionality. Considerable improvement is also obtained for high-dimensional problems when the switching algorithm is used.
    Materialart: Digitale Medien
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  • 13
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 40 (1983), S. 321-331 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; necessary conditions ; Kuhn-Tucker theorem ; multiplier rules ; separation of convex sets ; mathematical programming ; generalized derivatives
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider the following abstract mathematical programming problem: in a setD, find an element that optimizes a real function φ0, subject to inequality constraints φ1⩽0, ..., φ p ⩽0 and equality constraints φ p+1=0, ..., φ p+q =0. Necessary conditions for this problem, like the Karush-Kuhn-Tucker theorem, can be seen as a consequence of separating with a hyperplane two convex sets inR p+q+1, the image space of the map Φ=(φ0, φ1, ..., φ p+q ). This paper reviews this approach and organizes it into a coherent way of looking at necessary conditions in optimization theory.
    Materialart: Digitale Medien
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  • 14
    Digitale Medien
    Digitale Medien
    Springer
    Journal of optimization theory and applications 37 (1982), S. 315-341 
    ISSN: 1573-2878
    Schlagwort(e): Optimization ; unconstrained minimization ; updates ; line searches ; convergence ; numerical methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract We consider a certain generalization of the Huang family of updates and discuss, firstly, convergence, dependence on parameters, and descent property; secondly, invariance under nonlinear scaling, conjugacy of search directions, and possibility of achieving a better approximation of the inverse of the Hessian. The last three aspects are shown to be dependent on particular choices of parameters. A numerical experiment is presented comparing the performances of the usual and modified BFGS algorithms.
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