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91.
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
92.
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
93.
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
94.
Partially supported by the general research fund at the University of Kansas 相似文献
95.
We study matter-wave solitons in Bose-Einstein condensates of ultracold gaseous atoms with spin degrees of freedom and present a class of exact solutions based on the inverse scattering method. The one-soliton solutions are classified with respect to the spin states. We analyze collisional effects between solitons in the same or different spin state(s), which reveals a very interesting possibility: we can manipulate the spin dynamics by controlling the parameters of colliding solitons. 相似文献
96.
The acoustic field inside a shell excited by a spatially inhomogeneous harmonic pressure field is studied. The shell is assumed
to have a finite length, a set of orthogonal stiffening ribs, two ends bounding the acoustic volume, and a sound-insulating
structure, which includes layers of sound-insulating material, resonant elements, and an interior panel. The shell is considered
to be orthotropic with boundary conditions corresponding to a free support. For the acoustic field in the closed volume, analytical
expressions are derived with allowance for the elastoacoustic interaction of the shell with the sound-insulating layers and
with the medium both inside the shell (with arbitrary impedance values at the ends) and outside it. These expressions are
used to investigate the effect of different types of resonant systems on the sound field inside the shell. 相似文献
97.
J.R. Cooper 《Journal of Molecular Spectroscopy》2006,239(1):51-58
The ν9 fundamental band of ethane occurs in the 12 μm region. It is the strongest band of ethane in a terrestrial window and is commonly used for the identification of ethane in the Jovian planets. The ν9 + ν4 − ν4 band occurs in the same region; neither can be analysed as an isolated band, since both are embedded in the torsional bath of the ground vibrational state. We report here two global fit models including data from both of these bands as well as the ν3 fundamental and the ν4, 2ν4 − ν4, and 3ν4 torsional transitions. The first is restricted to −5 ? KΔK ? 15 in the hot band and gives an excellent fit to the included data. Three resonant interactions are identified in this fit—a Coriolis interaction with two resonant cases between the ν9 torsional stack and that of the ground vibrational state (gs) and a resonant Fermi interaction between the ν3 fundamental and the gs. Hot band lines with KΔK < −5 are influenced by a fourth perturbation, with a crossing at −11 < KΔK < −10, which has been attributed to an interaction with the ν12 fundamental. A second fit, demonstrating a promising treatment of this interaction, is also presented. 相似文献
98.
This paper proposes two constructive heuristics for the well-known single-level uncapacitated dynamic lot-sizing problem. The proposed heuristics, called net least period cost (nLPC) and nLPC(i), are developed by modifying the average period cost concept from Silver and Meal's heuristic, commonly known as least period cost (LPC). An improved tie-breaking stopping rule and a locally optimal decision rule are proposed in the second heuristic to enhance performance. We test the effectiveness of the proposed heuristics by using 20 benchmarking test problems frequently used in the literature. Furthermore, we perform a large-scale simulation study involving three factors, 50 experimental conditions, and 100?000 randomly generated problems to evaluate the proposed heuristics against LPC and six other well-known constructive heuristics in the literature. The simulation results show that both nLPC and nLPC(i) produce average holding and setup costs lower than or equal to those of LPC in every one of the 50 experimental conditions. The proposed heuristics also outperform each of the six other heuristics evaluated in all experimental conditions, without an increase in computational requirements. Lastly, considering that both nLPC and nLPC(i) are fairly simple for practitioners to understand and that lot-sizing heuristics have been commonly used in practice, there should be a very good chance for practical applications of the proposed heuristics. 相似文献
99.
This paper examines the non-linear dynamic behaviour of a flexible shaft. The shaft is mounted on two journal bearings and the axial load is supported by a defective hydrodynamic thrust bearing at one end. The defect is a levelness defect of the rotor. The thrust bearing behaviour must be considered to be non-linear because of the effects of the defect. The shaft is modelled with typical beam finite elements including effects such as the gyroscopic effects. A modal technique is used to reduce the number of degrees of freedom. Results show that the thrust bearing defects introduce supplementary critical speeds. The linear approach is unable to show the supplementary critical speeds which are obtained only by using non-linear analysis. 相似文献
100.
The effect of hydrogen on the photoluminescence and planar conductivity of GaAs/InGaAs quantum-well heterostructures with an island Pd layer at the anodically oxidized surface was studied. Unlike continuous deposited Pd layers, island layers do not cause the formation of defects in the GaAs surface region and yet the Pd layer maintains high catalytic activity with respect to hydrogen. It is found that the thermal treatment of such a structure in a hydrogen atmosphere causes atomic-hydrogen passivation of the defects in quantum wells. Studies of the characteristics of planar photoresistors with an island Pd layer acting as hydrogen sensors show that their hydrogen detectivity is approximately two orders of magnitude higher than that of diode structures with continuous Pd layers. 相似文献