Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • linear programming  (16)
  • nonlinear programming  (13)
  • 1990-1994  (28)
  • 1
    ISSN: 1573-2878
    Keywords: Sensitivity ; stability ; nonlinear programming ; calmness
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider a smooth nonlinear program subject to perturbations in the right-hand side of the constraints. We do not assume that the unique solution of the original problem satisfies any qualification hypothesis. We suppose instead that the direction of perturbation satisfies the hypothesis of Gollan. We study the variation of the cost and, with the help of some second-order sufficiency conditions, obtain some conditions satisfied by the first term of the expansion of the solution. These conditions may vary depending on the existence of a Lagrange multiplier for the original problem.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 2
    ISSN: 1573-2878
    Keywords: Linear inequalities ; linear complementarity problems ; linear programming ; sensitivity analysis ; tolerance approach
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we apply the tolerance approach proposed by Wendell for sensitivity analysis in linear programs to study sensitivity analysis in linear complementarity problems. In the tolerance approach, we find the range or the maximum tolerance within which the coefficients of the right-hand side of the problem can vary simultaneously and independently such that the solution of the original and the perturbed problems have the same index set of nonzero elements.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 3
    ISSN: 1573-2878
    Keywords: Nonlinear optimal control ; nonlinear programming ; global optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract To determine the optimum in nonlinear optimal control problems, it is proposed to convert the continuous problems into a form suitable for nonlinear programming (NLP). Since the resulting finite-dimensional NLP problems can present multiple local optima, a global optimization approach is developed where random starting conditions are improved by using special line searches. The efficiency, speed, and reliability of the proposed approach is examined by using two examples.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 4
    ISSN: 1573-2878
    Keywords: Primal-dual methods ; Lagrange functions ; decomposition ; nonlinear programming ; convergence analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A new algorithm for solving nonconvex, equality-constrained optimization problems with separable structures is proposed in the present paper. A new augmented Lagrangian function is derived, and an iterative method is presented. The new proposed Lagrangian function preserves separability when the original problem is separable, and the property of linear convergence of the new algorithm is also presented. Unlike earlier algorithms for nonconvex decomposition, the convergence ratio for this method can be made arbitrarily small. Furthermore, it is feasible to extend this method to algorithms suited for inequality-constrained optimization problems. An example is included to illustrate the method.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 5
    ISSN: 1573-2878
    Keywords: Karmarkar's algorithm ; lower bounds ; linear programming ; interior-point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We give two results related to Gonzaga's recent paper showing that lower bounds derived from the Todd-Burrell update can be obtained by solving a one-variable linear programming problem involving the centering direction and the affine direction. We show how these results may be used to update the primal solution when using the dual affine variant of Karmarkar's algorithm. This leads to a dual projective algorithm.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 6
    ISSN: 1573-2878
    Keywords: Projection methods ; Fejér contraction ; linear complementarity problems ; linear programming ; network programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, based on the idea of a projection and contraction method for a class of linear complementarity problems (Refs. 1 and 2), we develop a class of iterative algorithms for linear programming with linear speed of convergence. The algorithms are used to solve transportation and network problems with up to 10,000 variables. Our experiments indicate that the algorithms are simple, easy to parallelize, and more efficient for some large practical problems.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 7
    ISSN: 1573-2878
    Keywords: Constrained control ; optimal control ; linear programming ; perturbed systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The problem of control in the presence of unknown but limited disturbance for a discrete-time linear system with polyhedral input and state bounds is investigated. Two problems are considered: that of reaching an assigned target set in the state space; and that of keeping the state in a given region using the available controls. In both cases, a solution is given via linear programming. A computational procedure for the control synthesis is proposed which can be implemented to obtain a feedback control.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 8
    ISSN: 1573-2878
    Keywords: Predictor-corrector algorithm ; weighted center of the solution set ; linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In certain applications of linear programming, the determination of a particular solution, the weighted center of the solution set, is often desired, giving rise to the need for algorithms capable of locating such center. In this paper, we modify the Mizuno-Todd-Ye predictor-corrector algorithm so that the modified algorithm is guaranteed to converge to the weighted center for given weights. The key idea is to ensure that iterates remain in a sequence of shrinking neighborhoods of the weighted central path. The modified algorithm also possesses polynomiality and superlinear convergence.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 9
    Electronic Resource
    Electronic Resource
    Springer
    ISSN: 1573-2878
    Keywords: Closed sets ; infinitely differentiable functions ; constraint qualifications ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We establish a smooth positive extension theorem: Given any closed subset of a finite-dimensional real Euclidean space, a function zero on the closed set can be extended to a function smooth on the whole space and positive on the complement of the closed set. This result was stimulated by nonlinear programming. We give several applications of this result to nonlinear programming.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
  • 10
    Electronic Resource
    Electronic Resource
    Springer
    ISSN: 1573-2878
    Keywords: Geometric programming ; linear programming ; complementary slackness ; Lagrange multipliers
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract When the terms in a convex primal geometric programming (GP) problem are multiplied by slack variables whose values must be at least unity, the invariance conditions may be solved as constraints in a linear programming (LP) problem in logarithmically transformed variables. The number of transformed slack variables included in the optimal LP basis equals the degree of difficulty of the GP problem, and complementary slackness conditions indicate required changes in associated GP dual variables. A simple, efficient search procedure is used to generate a sequence of improving primal feasible solutions without requiring the use of the GP dual objective function. The solution procedure appears particularly advantageous when solving very large geometric programming problems, because only the right-hand constants in a system of linear equations change at each iteration.
    Type of Medium: Electronic Resource
    Signatur Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...