摘要:

A proof is given of Farkas's lemma based on a new theorem pertaining to orthogodal matrices. It is claimed that this theorem is slightly more general than Tucker's theorem, which concerns skew-symmetric matrices and which may itself be derived simply from tne new theorem. Farkas's lemma and other theorems of the alternative then follow trivially from Tucker's theorem

ISSN:1055-6788    

DOI:10.1080/10556789808805676

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor

摘要:

This paper is devoted to globally convergent Armijo-type descent methods for solving large sparse systems of nonlinear equations. These methods include the discrete Newtcin method and a broad class of Newton-like methods based on various approximations of the Jacobian matrix. We propose a general theory of global convergence together with a robust algorithm including a special restarting strategy. This algorithm is based cfn the preconditioned smoothed CGS method for solving nonsymmetric systems of linejtr equations. After reviewing 12 particular Newton-like methods, we propose results of extensive computational experiments. These results demonstrate high efficiency of tip proposed algorithm

ISSN:1055-6788    

DOI:10.1080/10556789808805677

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor

摘要:

An optimal control problem governed by the heat equation with nonlinear boundary conditions is considered. The objective functional consists of a quadratic terminal part aifid a quadratic regularization term. On transforming the associated optimality system to! a generalized equation, an SQP method for solving the optimal control problem is related to the Newton method for the generalized equation. In this way, the convergence of tfie SQP method is shown by proving the strong regularity of the optimality system. Aftjer explaining the numerical implementation of the theoretical results some high precision test examples are presented

ISSN:1055-6788    

DOI:10.1080/10556789808805678

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor

摘要:

In this paper we consider a class of nonlinear programming problems that arise from the discretization of optimal control problems with bounds on both the state and the control variables. For this class of problems, we analyze constraint qualifications and optimality conditions in detail. We derive an affine-scaling and two primal-dual interior-point Newton algorithms by applying, in an interior-point way, Newton's method to equivalent formi of the first-order optimality conditions. Under appropriate assumptions, the interior-point Newton algorithms are shown to be locally well-defined withq-quadratic rate of locaj convergence. By using the structure of the problem, the linear algebra of these algorithms can be reduced to the null space of the Jacobian of the equality constraints. The similarities between the three algorithms are pointed out, and their corresponding versions for th^ general nonlinear programming problem are discussed

ISSN:1055-6788    

DOI:10.1080/10556789808805679

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor

摘要:

Several techniques and methods have been proposed in the past for the study of financial classification problems, including statistical analysis techniques, mathematical programming, multicriteria decision aid and artificial intelligence. The application of these method^ in real world problems, where the decisions have to be taken in real time, calls upoip a powerful and efficient tool for supporting practitioners financial analysts in applying these techniques. This paper presents the FINCLAS (FINancial CLASsification) decin sion support system for financial classification problems. The classification is achieved through the use of the UTADIS (UTilites Additives DIScriminantes) multicriteria decih sion aid method. The main parts of the FINCLAS system and the UTADIS method are discussed, and an application of the system is presented

ISSN:1055-6788    

DOI:10.1080/10556789808805680

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor

摘要:

Optimization in Industry 3: Mathematical Programming and Modeling Techniques in Practice. Anna Sciomachen, editor, John Wiley & Sons, 1995, xv + 203 pp

ISSN:1055-6788    

DOI:10.1080/10556789808805681

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor

ISSN:1055-6788    

DOI:10.1080/10556789808805675

出版商:Gordon and Breach Science Publishers    

年代:1998

数据来源: Taylor