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81.
82.
The many facets of linear programming 总被引:1,自引:0,他引:1
Michael J. Todd 《Mathematical Programming》2002,91(3):417-436
We examine the history of linear programming from computational, geometric, and complexity points of view, looking at simplex,
ellipsoid, interior-point, and other methods.
Received: June 22, 2000 / Accepted: April 4, 2001?Published online October 2, 2001 相似文献
83.
Philip T. Keenan 《Numerical Algorithms》1994,7(2):269-293
We describe a new family of discrete spaces suitable for use with mixed methods on certain quadrilateral and hexahedral meshes. The new spaces are natural in the sense of differential geometry, so all the usual mixed method theory, including the hybrid formulation, carries over to these new elements with proofs unchanged. Because transforming general quadrilaterals into squares introduces nonlinearity and because mixed methods involve the divergence operator, the new spaces are more complicated than either the corresponding Raviart-Thomas spaces for rectangles or corresponding finite element spaces for quadrilaterals. The new spaces are also limited to meshes obtained from a rectangular mesh through the application of a single global bilinear transformation. Despite this limitation, the new elements may be useful in certain topologically regular problems, where initially rectangular grids are deformed to match features of the physical region. They also illustrate the difficulties introduced into the theory of mixed methods by nonlinear transformations. 相似文献
84.
Gisella Facchinetti 《Fuzzy Optimization and Decision Making》2002,1(3):313-327
In this paper we present two definitions of possibilistic weighted average of fuzzy numbers, and by them we introduce two different rankings on the set of real fuzzy numbers. The two methods are dependent on several parameters. In the first case, the parameter is constant and the results generalize what Carlsson and Fuller have obtained in (2001). In the second case, the parameter is a function, not fixed a priori by the decision maker, but it depends on the position of the interval on the real axe. In all the two cases we call the parameter degree of risk, which takes into account of a risk-tendency or aversion of the decision maker. 相似文献
85.
Bernard Bialecki 《Numerical Algorithms》1994,8(2):167-184
Cyclic reduction and Fourier analysis-cyclic reduction (FACR) methods are presented for the solution of the linear systems which arise when orthogonal spline collocation with piecewise Hermite bicubics is applied to boundary value problems for certain separable partial differential equations on a rectangle. On anN×N uniform partition, the cyclic reduction and Fourier analysis-cyclic reduction methods requireO(N
2log2
N) andO(N
2log2log2
N) arithmetic operations, respectively. 相似文献
86.
87.
Boris Andreianov Franck Boyer Florence Hubert 《Numerical Methods for Partial Differential Equations》2007,23(1):145-195
Discrete duality finite volume schemes on general meshes, introduced by Hermeline and Domelevo and Omnès for the Laplace equation, are proposed for nonlinear diffusion problems in 2D with nonhomogeneous Dirichlet boundary condition. This approach allows the discretization of non linear fluxes in such a way that the discrete operator inherits the key properties of the continuous one. Furthermore, it is well adapted to very general meshes including the case of nonconformal locally refined meshes. We show that the approximate solution exists and is unique, which is not obvious since the scheme is nonlinear. We prove that, for general W?1,p′(Ω) source term and W1‐(1/p),p(?Ω) boundary data, the approximate solution and its discrete gradient converge strongly towards the exact solution and its gradient, respectively, in appropriate Lebesgue spaces. Finally, error estimates are given in the case where the solution is assumed to be in W2,p(Ω). Numerical examples are given, including those on locally refined meshes. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007 相似文献
88.
89.
In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h2).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author. 相似文献
90.
D. Boilley A. Marchix B. Jurado K. -H. Schmidt 《The European Physical Journal A - Hadrons and Nuclei》2007,33(1):47-52
We propose a new formula for the saddle-to-scission time that is more general that the one based on Kramers' approach. Its
validity and applicability is then studied in detail. Such a formula is useful for the evaluation of the fission time of very
heavy nuclei. 相似文献