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  • Articles  (549)
  • crystal structure  (263)
  • Ecology
  • nonlinear programming
  • Geosciences  (414)
  • Mathematics  (135)
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  • 1
    Electronic Resource
    Electronic Resource
    Future environments and insurance - introduction.
    Amsterdam : Elsevier
    Insurance Mathematics and Economics 15 (1994), S. 86-87 
    Details
    ISSN: 0167-6687
    Keywords: Ecology ; Environmental Dangers ; Risk Prevention
    Source: Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
    Topics: Mathematics , Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1016/0167-6687(94)90741-2
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  • 2
    Electronic Resource
    Electronic Resource
    A new formulation for the stochastic control of systems with bounded state variables: An application to a single reservoir system (1996)
    Springer
    Stochastic environmental research and risk assessment 10 (1996), S. 167-186 
    Details
    ISSN: 1436-3259
    Keywords: Reservoir stochastic theory ; reliability ; mean ; variance ; indicator function ; storage bounds ; nonlinear programming ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A new formulation is presented for the analysis of reservoir systems synthesizing concepts from the traditional stochastic theory of reservoir storage, moments analysis and reliability programming. The analysis is based on the development of the first and second moments for the stochastic storage state variable. These expressions include terms for the failure probabilities (probabilities of spill or deficit) and consider the storage bounds explicitly. Using this analysis, expected values of the storage state, variances of storage, optimal release policies and failure probabilities — useful information in the context of reservoir operations and design, can be obtained from a nonlinear programming solution. The solutions developed from studies of single reservoir operations on both an annual and monthly basis, compare favorably with those obtained from simulation. The presentation herein is directed to both traditional reservoir storage theorists who are interested in the design of a reservoir and modern reservoir analysts who are interested in the long term operation of reservoirs.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01581462
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  • 3
    Electronic Resource
    Electronic Resource
    Rehabilitation and replacement of water distribution system components considering uncertainties (1990)
    Springer
    Stochastic environmental research and risk assessment 4 (1990), S. 277-294 
    Details
    ISSN: 1436-3259
    Keywords: Water distribution ; optimization ; nonlinear programming ; integer programming ; chance constraints ; rehabilation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract This paper presents the mathematical development of an integer — nonlinear programming chance — constrained optimization model for the minimum cost rehabilitation/replacement of water distribution system components. Particular attention is given to the handling of uncertainties in the roughness factors and the loading conditions including both the random demand and preassure head requirements. The advantages of the proposed model include the ability to: 1) handle the optimal timing of rehabilitation/replacement for water distribution system components; 2) link a mixed-integer linear program solver, a nonlinear program solver, and a hydraulic simulator into an optimization framework; 3) handle the uncertainties of some of the variables; 4) incorporate various kinds of cost functions; and 5) handle multiple loading conditions.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01544082
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  • 4
    Electronic Resource
    Electronic Resource
    Concave minimization via conical partitions and polyhedral outer approximation (1991)
    Springer
    Mathematical programming 50 (1991), S. 259-274 
    Details
    ISSN: 1436-4646
    Keywords: Concave minimization ; global optimization ; nonlinear programming ; nonconvex programming ; branch-and-bound ; outer approximation ; cutting planes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract An algorithm is proposed for globally minimizing a concave function over a compact convex set. This algorithm combines typical branch-and-bound elements like partitioning, bounding and deletion with suitably introduced cuts in such a way that the computationally most expensive subroutines of previous methods are avoided. In each step, essentially only few linear programming problems have to be solved. Some preliminary computational results are reported.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01594938
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  • 5
    Electronic Resource
    Electronic Resource
    Characterization of perturbed mathematical programs and interval analysis (1993)
    Springer
    Mathematical programming 61 (1993), S. 377-384 
    Details
    ISSN: 1436-4646
    Keywords: Perturbed convex programs ; interval analysis ; sensitivity analysis ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Several authors have used interval arithmetic to deal with parametric or sensitivity analysis in mathematical programming problems. Several reported computational experiments have shown how interval arithmetic can provide such results. However, there has not been a characterization of the resulting solution interval in terms of the usual sensitivity analysis results. This paper presents a characterization of perturbed convex programs and the resulting solution intervals. Interval arithmetic was developed as a mechanism for dealing with the inherent error associated with numerical computations using a computational device. Here it is used to describe error in the parameters. We show that, for convex programs, the resulting solution intervals can be characterized in terms of the usual sensitivity analysis results. It has been often reported in the literature that even well behaved convex problems can exhibit pathological behavior in the presence of data perturbations. This paper uses interval arithmetic to deal with such problems, and to characterize the behavior of the perturbed problem in the resulting interval. These results form the foundation for future computational studies using interval arithmetic to do nonlinear parametric analysis.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01582158
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  • 6
    Electronic Resource
    Electronic Resource
    Nonsingularity and symmetry for linear normal maps (1993)
    Springer
    Mathematical programming 62 (1993), S. 415-425 
    Details
    ISSN: 1436-4646
    Keywords: 90C20 ; 90C30 ; 90C31 ; 90C33 ; Normal maps ; nonsingularity ; sensitivity analysis ; nonlinear programming ; quadratic programming ; complementarity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Normal maps are single-valued, generally nonsmooth functions expressing conditions for the solution of variational problems such as those of optimization or equilibrium. Normal maps arising from linear transformations are particularly important, both in their own right and as predictors of the behavior of related nonlinear normal maps. They are called (locally or globally)nonsingular if the functions appearing in them are (local or global) homeomorphisms satisfying a Lipschitz condition. We show here that when the linear transformation giving rise to such a normal map has a certain symmetry property, the necessary and sufficient condition for nonsingularity takes a particularly simple and convenient form, being simply a positive definiteness condition on a certain subspace.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01585176
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  • 7
    Electronic Resource
    Electronic Resource
    On the convergence of cross decomposition (1990)
    Springer
    Mathematical programming 47 (1990), S. 269-296 
    Details
    ISSN: 1436-4646
    Keywords: Cross decomposition ; convergence ; linear programming ; mixed integer programming ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Cross decomposition is a recent method for mixed integer programming problems, exploiting simultaneously both the primal and the dual structure of the problem, thus combining the advantages of Dantzig—Wolfe decomposition and Benders decomposition. Finite convergence of the algorithm equipped with some simple convergence tests has been proved. Stronger convergence tests have been proposed, but not shown to yield finite convergence. In this paper cross decomposition is generalized and applied to linear programming problems, mixed integer programming problems and nonlinear programming problems (with and without linear parts). Using the stronger convergence tests finite exact convergence is shown in the first cases. Unbounded cases are discussed and also included in the convergence tests. The behaviour of the algorithm when parts of the constraint matrix are zero is also discussed. The cross decomposition procedure is generalized (by using generalized Benders decomposition) in order to enable the solution of nonlinear programming problems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01580863
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  • 8
    Electronic Resource
    Electronic Resource
    Solution differentiability for variational inequalities (1990)
    Springer
    Mathematical programming 48 (1990), S. 285-301 
    Details
    ISSN: 1436-4646
    Keywords: Variational inequalities ; nonlinear complementarity problems ; nonlinear programming ; sensitivity analysis ; solution differentiability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we study solution differentiability properties for variational inequalities. We characterize Fréchet differentiability of perturbed solutions to parametric variational inequality problems defined on polyhedral sets. Our result extends the recent result of Pang and it directly specializes to nonlinear complementarity problems, variational inequality problems defined on perturbed sets and to nonlinear programming problems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01582260
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  • 9
    Electronic Resource
    Electronic Resource
    A numerical investigation of rank-two ellipsoid algorithms for nonlinear programming (1989)
    Springer
    Mathematical programming 43 (1989), S. 87-95 
    Details
    ISSN: 1436-4646
    Keywords: Ellipsoids ; nonlinear programming ; rank-two updates
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study the performance of some rank-two ellipsoid algorithms when used to solve nonlinear programming problems. Experiments are reported which show that the rank-two algorithms studied are slightly less efficient than the usual rank-one (center-cut) algorithm. Some results are also presented concerning the growth of ellipsoid asphericity in rank-one and rank-two algorithms.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01582280
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  • 10
    Electronic Resource
    Electronic Resource
    Minimization of a quasi-concave function over an efficient set (1993)
    Springer
    Mathematical programming 61 (1993), S. 89-110 
    Details
    ISSN: 1436-4646
    Keywords: Multiobjective programming ; efficiency ; weak-efficiency ; nonlinear programming ; nonconvex programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The nonconvex programming problem of minimizing a quasi-concave function over an efficient (or weakly efficient) set of a multiobjective linear program is studied. A cutting plane algorithm which finds an approximate optimal solution in a finite number of steps is developed. For the particular “all linear” case the algorithm performs better, finding an optimal solution in a finite time, and being more easily implemented.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01582141
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