bibtype J - Journal Article
ARLID 0106449
utime 20240103173145.8
mtime 20050324235959.9
title (primary) (eng) Linear-programming approach to nonconvex variational problems
specification
page_count 37 s.
serial
ARLID cav_un_epca*0257346
ISSN 0029-599X
title Numerische Mathematik
volume_id 99
volume 2 (2004)
page_num 251-287
title (cze) Přístup krz lineární programování k nekonvexním variačním úlohám
keyword young measures
keyword convex approximations
keyword adaptive scheme
author (primary)
name1 Bartels
name2 S.
country DE
ARLID cav_un_auth*0015573
author
ARLID cav_un_auth*0101187
name1 Roubíček
name2 Tomáš
institution UTIA-B
full_dept Department of Decision Making Theory
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
COSATI 12C
cas_special
project
project_id IAA1075005
agency GA AV ČR
ARLID cav_un_auth*0012782
research CEZ:AV0Z1075907
abstract (eng) In nonconvex variational problems, there usually does not exist any classical solution but only generalized solutions which involve Young measures. After reviewing briefly the relaxation theory for such problems, an iterative scheme leading to a sequential linear programming is introduced, and its convergence is proved by a Banach fixed-point technique. Then an approximation scheme is proposed and analyzed, and calculations of an illustrative 2D broken-extremal example are presented.
abstract (cze) Článek se zabývá přístupem krz lineární programování k nekonvexním variačním úlohám
reportyear 2005
RIV BA
permalink http://hdl.handle.net/11104/0013630
ID_orig UTIA-B 20040261
arlyear 2004
mrcbU63 cav_un_epca*0257346 Numerische Mathematik 0029-599X 0945-3245 Roč. 99 č. 2 2004 251 287