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991.
When solving large complex optimization problems, the user is faced with three major problems. These are (i) the cost in human time in obtaining accurate expressions for the derivatives involved; (ii) the need to store second derivative information; and (iii), of lessening importance, the time taken to solve the problem on the computer. For many problems, a significant part of the latter can be attributed to solving Newton-like equations. In the algorithm described, the equations are solved using a conjugate direction method that only needs the Hessian at the current point when it is multiplied by a trial vector. In this paper, we present a method that finds this product using automatic differentiation while only requiring vector storage. The method takes advantage of any sparsity in the Hessian matrix and computes exact derivatives. It avoids the complexity of symbolic differentiation, the inaccuracy of numerical differentiation, the labor of finding analytic derivatives, and the need for matrix store. When far from a minimum, an accurate solution to the Newton equations is not justified, so an approximate solution is obtained by using a version of Dembo and Steihaug's truncated Newton algorithm (Ref. 1).This paper was presented at the SIAM National Meeting, Boston, Massachusetts, 1986. 相似文献
992.
P. M. Gandini A. Zucco 《Abhandlungen aus dem Mathematischen Seminar der Universit?t Hamburg》1989,59(1):15-21
Some well-known theorems on typical properties of real-valued continuous functions defined on [0, 1] are improved using the
notion of porosity. 相似文献
993.
William J. Reed 《Natural Resource Modeling》1989,3(4):463-480
It is assumed that the probability of destruction of a biological asset by natural hazards can be reduced through investment in protection. Specifically a model, in which the hazard rate depends on both the age of the asset and the accumulated invested protection capital, is assumed. The protection capital depreciates through time and its effectiveness in reducing the hazard rate is subject to diminishing returns. It is shown how the investment schedule to maximize the expected net present value of the asset can be determined using the methods of deterministic optimal control, with the survival probability regarded as a state variable. The optimal investment pattern involves “bang-bang-singular” control. A numerical scheme for determining jointly the optimal investment policy and the optimal harvest (or replacement) age is outlined and a numerical example involving forest fire protection is given. 相似文献
994.
The singular-perturbation expansion of the plasma cold-fluid equations for crossed fields in a planar geometry is presented. The general expansion is carried out to third order. Various instabilities that occur in the first, second, and third orders are discussed. 相似文献
995.
Dubrovin valuation rings and Henselization 总被引:4,自引:0,他引:4
Adrian R. Wadsworth 《Mathematische Annalen》1989,283(2):301-328
Supported in part by the National Science Foundation 相似文献
996.
Partially supported by the general research fund at the University of Kansas 相似文献
997.
B. R. Harvey M. B. Lovett S. J. Boggis 《Journal of Radioanalytical and Nuclear Chemistry》1987,115(2):357-368
Selected experiences in the control of contamination and the threat it poses to the quality of analytical date are discussed in the context of the whole analytical process from collection of marine environmental samples, through handling and radiochemical separation, to the final interpretation of results. Examples include a demonstration of the contamination introduced during sediment core sectioning, contamination of sea water by a ship's pumping system, and the effect of filtration on the apparent partitioning of radionuclides between solid and liquid phases of sea water. 相似文献
998.
Lithium (10–150 ng ml?1) in wine is determined by atomic absorption spectrometry by direct nebulization and after digestion with mixed acids. The results of methods are similar. Thirty-four wines from various Spanish provinces are analysed. 相似文献
999.
1000.