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Control and
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I=IPI 341
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.J-.H Sebastian, .K Tammer
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System Modelling
and Optimization
Proceedings of the ht41 ecnerefnoC-PIFI
,gizpieL ,RDG July 3-7, 9891
IIIIIIIII IIIIIIIIII III I I I IIII
galreV-regnirpS
Heidelberg Berlin New York London
siraP Tokyo Hong Kong Barcelona
Series Editors
M.Thoma. A. Wyner
Advisory Board
L. .D Davisson • A. G. .J MacFarlane H. • Kwakernaak
.1. .L Massey • YaZ . Tsypkin • A. .J Viterbi
Editors
H.-J. Sebastian
K. Tammer
Leipzig University of Technology
Department of Mathematics
and Informatics
Kad-Liebknecht-Str. 132
GDR-7030 Leipzig
ISBN 3-540-52659-5 Heidelberg Berlin NewYork Spdnger-Vedag
ISBN 0-387-52659-5 $pringer-Vedag NewYork Berlin Heidelberg
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© International Federation for Information Processing, Geneva, Switzedand, 1990
Printed in Germany
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Binding: Helm, B. Berlin
2161/3020-543210 Printed on acid-free paper.
FOREWORD
This volume is based on lectures given at the 14th IFIP
Conference on System Modelling and Optimization held in Leipzig,
July 3-7, 1989.
The Conference was organised by tlne Leipzig University of
Technology and sponsored by the International Federation of
Automatic Control~ the International Federation oT Operational
Research Societies, the GDR Academy of Sciences and the GDR
Mathematical Society.
The Conference was attended by about 480 scientists from 35
countries. A total of 200 lectures were given by scientists from
31 countries in the plenary and additional sessions. About I00 of
those papers are here published in this volume. The topics of the
book follow the same divisions as at the Conference.
On behalf of the whole Organizing Committee the editors of this
volume wish to express their thanks to the International
Programme Committee for its tremendous e~forts in the drawing ~ up
of the scientific programme.
H.-J. Sebastian
K. Tammer
Leipzig, February 1990
TABLE OF CONTENTS
PLENARY PAPERS
.F L. CHERNOUSKO
Models and Optimal Control of Robotic Systems
Y. G. EVTUSHENKO, V. G. ZHADAN
New Approaches in optimization Techniques 23
G. LEITMANN
Deterministic Control of Uncertain Systems via a
Constructive Use of Lyapunov Stability Theory 38
K. MUROTA
A Mathematical Model for Structural Analysis of
Dynamical Systems 56
NONLINEAR OPTIMIZATION
A. V. ALEKSEYEV, I. I. ERLIKH, L. G. KHACHIYAN
An Interactive Procedure Based on the Inscribed
Ellipsoid Method 67
V. K. BALAKRISHNAN
On the Absolute Center of a Set in an Edge 73
C. P. BOTTURA, J. T. C. FILHO
On Parallel Programming Environments and Multilevel
Optimization 84
B. ENGELMANN
Primal-Dual-Decomposition of Separable Nonconvex
Optimization Problems with Constraints 94
H. FISCHER
Automatic and Parallel Generation of Gradient and
Hessian Matrix 104
S. D. FLAM
Solving Non-Cooperative Games by Continuous Subgradient
Projection Methods 115
L. R. FOULDS, W. YU
Extended Fibonacci Search for Proper Sinusoidal
Functions 124
A. JURISCH
Grid optimization in the Finite-Element-Method 134
K. C. KIWIEL
An Algorithm for Large-Scale Linearly Constrained
Nondifferentiable Convex Minimization 141
V
H. KLEINMICHEL, K. SCHONEFELD
Superlinearly Convergent Optimization Methods
without solving QF 151
V. V. KOROTKICH
Multilevel Dichotomy Algorithm in Global
Optimization 161
R. LEPP
Discrete Approximation of Extremum Problems with
Operator Constraints 170
M. M. MKKEL%
On the Methods of Nonsmooth Optimization 177
T. MATSUMOTO, S. SHINDOH, R. HIRABAYASHI
1-Determinacy of Feasible Sets 187
T. OOHORI, A. OHUCHI
Symbolic Generation of an Optimal Karmarkar's Projective
Algorithm for Sparse Linear Programs 194
K. TAMMER, J. RUCKMANN
Relations between the Karush-Kuhn-Tucker Points of
a Nonlinear Optimization Problem and of a Generalized
Lagrange Dual Problem 204
HOANG TUY
The Relief Indicator Method as a New Approach to
Constrained Global optimization 219
P. WEIDNER
Comparsion of six Types of Separating Functionals 234
N. D. YEN, P. H. DIEN
On Differential Estimations for Marginal Functions
in Mathematical Programming Problems with Inclusion
Constraints 244
V. G. ZHADA~I
Methods of Centers in Nonlinear Programming 252
OPTIMAL CONTRQL
L. BITTNER
On the Control of Neutron Density Subject to a
Transport Equation and a Reflection Law 262
V. G. BOLTYANSKI
The Maximum Principle and Relativity Theory 269
A. L. DONTCHEV, .I .I SLAVOV
Upper Semicontinuity of Solutions of Singularly
Perturbed Differential Inclusions 273
M. GOEBEL, U. RAITUMS
Optimal Control of Two Point Boundary Value Problems 281
Vl
J. KABZINSKI
Guaranteed Cost Control of Linear Polytope Systems 291
W. KAMPOWSKY
Time-optimal Control in Nonlinear Evolution
Equations 301
M. M. KHRUSTALEV
Necessary and Sufficient Dynamic Programming
Conditions for Optimal Control Problem with State
Constraints 311
R. KLOTZLER
Extensions of Pontryagin's Maximum Principle 321
.B KUGELMANN
Optimal Guidance of Dynamic Systems 332
P. MARINOV, P. KIRIAZOV
Planar Robot Motion with an Obstacle - Synthesis of
Time-Optimal Control 342
A. A. MELIKYAN
The Problem of Time-Optimal Control with the Search
of the Goal Point 348
P. NEITTAAN~I, A. STACHURSKI
Solving some Optimal Control Problems Using the
Barrier Penalty Function Method 358
N. .P OSMOLOVSKII
Second-Order Conditions in a Time-Optimal Control
Problem for Linear System 368
H. J. PESCH
Optimal Control Problems under Disturbances 377
R. REMPALA
Impulsive Control Problems 387
H. RUDOLPH
Global Solutions in Optimal Control Via Silp 394
N. K. SON
Approximate Controllability with Positive Controls
for Linear Retarded Systems: A Discrete-Time Approach 403
G. SONNEVEND
Applications of Analytic Centers for the Numerical
Solution of semiinfinite, Convex Programs Arising
in Control Theory 413
.F TR6LTZSCH
Semigroup Methods and Approximation of Nonlinear
Parabolic Boundary Control Problems 423
V. I. TSURKOV
Two-Level Systems of Mathematical Physics with
Cross Connections 432
VII
DISCRETE OPT!MIZATIONAND OPTIM%ZATION IN NETWORKS
A. AGNETIS
New Results on No-Wait Flow Shop Scheduling 436
L. BIANCO, A. MINGOZZI, S. RICCIARDELLI, M. SPADONI
New EXact and Heuristic Algorithms for the Crew
Scheduling Problem 446
H. BR~SEL, F. WERNER
The Job-Shop Problem-Modelling by Latin Rectangles,
Exact and Heuristic Solution 456
S. S. CHENG
Maximal Displacement of Discrete Loaded strings 466
A. GARLIAUSKAS, K. LASINSKAS
Successively Decomposed Networks and their
Application in Discrete Programming 470
W. KRAUSE, G. DEWESS
Facets of the Scheduling Polytope 478
L. G. KROON, G. RUHE
Solution of a Class of Interval Scheduling Problems
Using Network Flows 486
E. V. LEVNER, A. S. PTUSKIN
A Fuzzy Algorithm for Constructing Cyclic Schedules 497
K. NEUMANN
Min-Sum and Min-Max Single-Machine Scheduling with
Stochastic Tree-Like Precedence Constraints:
Complexity and Algorithms 501
s. NICOLOSO, M. L. SALES
The PLA-Folding Problem: Simulated Annealing and
Iterative Improvement Approaches 510
V. A. PEREPELITSA
On Finding Sets of Alternatives for the Discrete
Multiobjective Problems 519
.S VAN HOESEL, .L G. KROON, .R KUIK, M. SALOMON,
L. N. VAN WASSENHOVE
Recent Results on the Discrete Lotsizing and
Scheduling Problem 526
R. VOLKOLUPOVA
Structural Net Systems Optimization 536
SYSTEM MODELLING
A. .S ANTIPIN
Inverse Optimization Problems and Methods for their
Solution 544
VIII
T. ISOLA, A. TORNJ 8E
Approximate Modellng of Dynamic Systems 554
G. KREGEL, D. POPOVIC, G. SCHULZ-EKLOFF
Model Building and Simulation of a Reactor for Coal
Pyrolysis 564
P. RENTROP, U. WEVER
Parametrization for Curve Interpolation in Technical
Applications 575
STOCHASTIC SYSTEMS AND MODELS
.P R. DE MORAIS, .F A. .S MARINS
Optimal Control of the Arrival and Service Processes
in an M/G/I Queue 583
D. FILEV
Control of Nonlinear Systems Described by Quasilinear
Fuzzy Models 591
T. FUKAO, T. HARADA
Decomposition of Objective Function in Stochastic
Combinatorial optimization 599
A. R. GAIDUK
Polynomial Design of the Stochastic optimal, Minimal
Complication Systems 611
G. L. GOMEZ
Economic Development, Learning and Stopping Rules 616
G. HERTEL
Invariance, Parameter Estimations, Sensitivity
Analysis and other Help Functions in Computer Aided
Design by GI/GI/C-Queueing Models 629
G. Y. KOLOSOV, A. V. YURLOV, M. M. SHAROV
Numerical Analysis of Suboptimal Stochastic Control
Systems of a Diffusion Type 642
A. L. LEBEDEV
Complete Ideal Observability of some Classes of
Dynamic Systems with Unknown Nonlinear Inputs 652
R. .P LELAND
Laser Propagation in Atmospheric Turbulence, Stochastic
Models and Simulation 659
A. Z. MILIONI
Optimal Inspection under Semimarkovian Deterioration:
Extensions 669
Z. POROSINSKI, K. SZAJOWSKI
On some Selection Problem 679
IX
W. ROMISCH, R. SCHULTZ
Stochastic Programs with Complete Recourse: stability
and an Application to Power Dispatch 688
V. V. SIMONYTE, V. F. SLIVINSKAS
The Estimation of the Magnitude Response of a Linear
System from the Restored Covariance Function 697
H. YAMASHITA
An Approximation Method for Queueing Network
with a Common Buffer and Blocking 707
APPLICATIONS
D. CAMPISI, M. GASTALDI, A. LA BELLA
Technological Change and Policy in Mrio Models 716
K. CHRISTOV, G. TODOROVA, .P KENDEROV, J. KENDEROVA
Mathematical Modelling of Sedimentation Processes
in a Centrifuge 725
J. DASIC, D. STOJANOVIC
Modelling the Relation between Foreign Currencies 731
P. EKEL, W. POPOV, W. ZORIN
An Account of Uncertainty Factor in Models of Discrete
Optimization of Electric Power Supply Systems 741
B. FRITZSCHE
Mathematical Description of the Synaptic
Transmission and its Entropy Production 748
.E .B FROLOV
Synthesis of Control Strategies in Flexible
Manufacturing 756
L. GRIPPO, .S LUCIDI
On the Solution of a Class of Quadratic Programs
using a Differentiable Exact Penalty Function 764
H.-M. GROSCURTH, R. KOMMEL
Energy and Cost Optmization in Industrial Models 774
J. HOFMANN, CH. SCHIEMANGK
Placement Heuristics for Generation of FMS Layouts 780
I. KARANTA, J. RUUSUNEN
A Model for Electricity Demand Forecasting in a
Communal Electric Utility 790
M. KISHI, S. TONDOHARTONO, M. MURTEDJO, T. TOYAMA
An Optimization Technique with Neural Networks and
its Application to a Ferry Routing 800
T. M~NIKK0, E. LAITINEN, P. NEITTAA~KI
Real-Timne Simulation and Control System for the
Continuous Casting Process 809
X
A. MANN, J. ROCKERT
Transmission Range Control for Packet Radio
Networks or why Magic Numbers are Distance
Dependent 818
C. E. PEDREIRA, P. S. MUNIZ, M. A. MELLO
A Model for Antibiotic Therapy: Tecidual Kinetics
Implications 831
A. A. PEREZHOGIN, N. V. VORONTSOV
System Modelling of Functional Processes in Living
Organisms 840
.P J. RADONJA
Optimization of Real Nonrecursive Processors Implemented
in Floating Point Arithmetic 848
J. SAUER
PROTOS: Towards Better Production Planning Systems 858
T. SHIOYAMA
Optimal Control of Integrated Communication System 868
J. D. SORENSEN, P. THOFT-CHRISTENSEN
Reliability-Based Optimization of Parallel Systems 875
OPTIMIZATION-BASED COMPUTER-AIDED MODELLING AND DESIGN
D. ABASTANOTTI, .J .C GEROMEL, R. GHIDONI,
G. GUARDABASSI
Optimization-Based Nicely Nonlinear Modelling 885
N. U. AHMED
Computer Aided Design of optimal Regulators and
Filters with Constraints 894
S. BOENEWITZ, T. BROCK, H.-J. SEBASTIAN, R. WETZEL
Modelling of an Expert System Tool for
Configuration Problems 904
J. DOLEZAL, Z. SCHINDLER, J. FIDLER, .O MATOUSEK
Turboprop Engine Behaviour Modelling Based on
Optimization Approach 919
A. T. OTHMAN, D. .D KOUVATSOS
Optimal Local Flow Control of a General Multiple
Data Link with Limited Buffers 929
K. SCHITTKOWSKI
Heuristic Reasoning in Mathematical Programming 940
A. T~RN, A. ZILINSKAS
Parallel Global optimization Algorithms in optimal
Design 951
