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  • Articles  (18)
  • nonlinear programming  (16)
  • Ecology
  • crystal structure
  • 1980-1984  (18)
  • Mathematics  (17)
  • Geosciences  (1)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Applied mathematics & optimization 6 (1980), S. 335-360 
    ISSN: 1432-0606
    Keywords: nonlinear programming ; multiplier methods ; penalty methods ; global convergence ; penalty limitation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper deals with penalty function and multiplier methods for the solution of constrained nonconvex nonlinear programming problems. Starting from an idea introduced several years ago by Polak, we develop a class of implementable methods which, under suitable assumptions, produce a sequence of points converging to a strong local minimum for the problem, regardless of the location of the initial guess. In addition, for sequential minimization type multiplier methods, we make use of a rate of convergence result due to Bertsekas and Polyak, to develop a test for limiting the growth of the penalty parameter and thereby prevent ill-conditioning in the resulting sequence of unconstrained optimization problems.
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of mathematical biology 12 (1981), S. 343-354 
    ISSN: 1432-1416
    Keywords: Ecology ; Periodic differential equations ; Optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: 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.
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Journal of mathematical biology 18 (1983), S. 255-280 
    ISSN: 1432-1416
    Keywords: Population dyamics ; Ecology ; Periodic solutions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract A model of the competition of n species for a single essential periodically fluctuating nutrient is considered. Instead of the familiar Michaelis-Menten kinetics for nutrient uptake, we assume only that the uptake rate functions are positive, increasing and bounded above. Sufficient conditions for extinction are given. The existence of a nutrient threshold under which the Principle of Competitive Exclusion holds, is proven. For two species systems the following very general result is proven: All solutions of a τ-periodic, dissipative, competitive system are either τ-periodic or approach a τ-periodic solution. A complete description of the geometry of the Poincaré operator of the two species system is given.
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Geotechnical and geological engineering 2 (1984), S. 245-252 
    ISSN: 1573-1529
    Keywords: Mine ventilation ; ventilation networks ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences
    Notes: Summary Solving ventilation networks of natural air splitting is a classical problem in mine ventilation. A common approach to this problem is to formulate it based on Kirchhoff's voltage and current laws and obtain the solution by an iterative technique known as the Hardy Cross method. In this paper, it is shown that the problem can be formulated and analysed as an unconstrained optimization (minimization) problem. The computational experience with the method of conjugate gradients is also discussed.
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 33 (1981), S. 479-495 
    ISSN: 1573-2878
    Keywords: Lagrangians ; nonlinear programming ; Kuhn-Tucker theory ; convex optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract For convex optimization inR n,we show how a minor modification of the usual Lagrangian function (unlike that of the augmented Lagrangians), plus a limiting operation, allows one to close duality gaps even in the absence of a Kuhn-Tucker vector [see the introductory discussion, and see the discussion in Section 4 regarding Eq. (2)]. The cardinality of the convex constraining functions can be arbitrary (finite, countable, or uncountable). In fact, our main result (Theorem 4.3) reveals much finer detail concerning our limiting Lagrangian. There are affine minorants (for any value 0〈θ≤1 of the limiting parameter θ) of the given convex functions, plus an affine form nonpositive onK, for which a general linear inequality holds onR nAfter substantial weakening, this inequality leads to the conclusions of the previous paragraph. This work is motivated by, and is a direct outgrowth of, research carried out jointly with R. J. Duffin.
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  • 6
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    Electronic Resource
    Springer
    Journal of optimization theory and applications 36 (1982), S. 495-519 
    ISSN: 1573-2878
    Keywords: Optimization ; nonlinear programming ; Numerical methods ; computational methods ; augmented Lagrangian functions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, a new augmented Lagrangian function is introduced for solving nonlinear programming problems with inequality constraints. The relevant feature of the proposed approach is that, under suitable assumptions, it enables one to obtain the solution of the constrained problem by a single unconstrained minimization of a continuously differentiable function, so that standard unconstrained minimization techniques can be employed. Numerical examples are reported.
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  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 30 (1980), S. 161-179 
    ISSN: 1573-2878
    Keywords: Optimization techniques ; nonlinear programming ; direct methods ; numerical methods ; conjugate directions ; nongradient methods ; ridge-path methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A modification based on a linearization of a ridge-path optimization method is presented. The linearized ridge-path method is a nongradient, conjugate direction method which converges quadratically in half the number of search directions required for Powell's method of conjugate directions. The ridge-path method and its modification are compared with some basic algorithms, namely, univariate method, steepest descent method, Powell's conjugate direction method, conjugate gradient method, and variable-metric method. The assessment indicates that the ridge-path method, with modifications, could present a promising technique for optimization.
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 31 (1980), S. 27-39 
    ISSN: 1573-2878
    Keywords: Least-square methods ; variable-metric methods ; Levenberg-Marquardt methods ; nonlinear programming ; testing algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Computational results are presented for Davidon's new least-square algorithm. Computational experience with this algorithm is reported which motivated the development of a production code version of the algorithm. Several heuristic modifications, which have been added, are described. Fifteen zero-residual test problems have been used in comparing the new production code version with two established versions of the Levenberg-Marquardt algorithm. The production code version of Davidon's least-square algorithm performed faster and used less function evaluations than the Levenberg-Marquardt algorithm in almost every case of the test problems.
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  • 9
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    Springer
    Journal of optimization theory and applications 31 (1980), S. 361-371 
    ISSN: 1573-2878
    Keywords: Nash-equilibrium solutions ; partially controllable strategies ; nonlinear programming ; complementary eigenvalue problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The present paper deals with a class of nonzero-sum, two-person games with finite strategies when there are constraints on the strategies selected by the players. The constraints arise due to the subjective difficulty that each player often has in assigning to the states probabilities with which he is completely satisfied, and the model specifies how much each player must perturb his initial probability estimate in order to change his maximum utility alternative from the alternative originally best under the initial estimate. It is shown that the Nash-equilibrium solution of this class of nonzero-sum games can be characterized by an equivalent nonlinear program which leads in some cases to a pair of complementary eigenvalue problems. Applications to normal or approximate solutions of linear programming problems are also indicated.
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  • 10
    Electronic Resource
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    Springer
    Journal of optimization theory and applications 32 (1980), S. 407-425 
    ISSN: 1573-2878
    Keywords: Generalized convexity ; global minimality ; nonlinear programming ; nonconvex programming ; optimization theorems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, new classes of generalized convex functions are introduced, extending the concepts of quasi-convexity, pseudoconvexity, and their associate subclasses. Functions belonging to these classes satisfy certain local-global minimum properties. Conversely, it is shown that, under some mild regularity conditions, functions for which the local-global minimum properties hold must belong to one of the classes of functions introduced.
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