离散对偶代数Riccati方程异类约束解的双迭代算法

利用逆矩阵的Neumann级数形式,将在离散时间跳跃线性二次控制问题中遇到的含未知矩阵之逆的离散对偶代数Riccati方程(DCARE)转化为高次多项式矩阵方程组,然后采用牛顿算法求高次多项式矩阵方程组的异类约束解,并采用修正共轭梯度法求由牛顿算法每一步迭代计算导出的线性矩阵方程组的异类约束解或者异类约束最小二乘解,建立求DCARE的异类约束解的双迭代算法.双迭代算法仅要求DCARE有异类约束解,不要求它的异类约束解唯一,也不对它的系数矩阵做附加限定.数值算例表明,双迭代算法是有效的.     

求解约束优化问题的一种新的遗传算法

提出一种新的求解约束优化问题的遗传算法,算法通过重新定义可行解与不可行解的适应度函数分别对它们进行选择,有效避免了惩罚函数法引入参数所带来的困难,重新设计的交叉算子使得算法对解空间的寻优范围扩大了.数值实验结果表明算法具有较好的鲁棒性,且对最优解位于约束边界上的一类问题具有很大优势.     

格值代数系统的解分析

引入了格值形式幂级数的概念并建立其运算法则,给出格值形式幂级数特有的性质。重点研究代数系统在格序幺半群下的解的存在性与唯一性问题。扩充定义了V-proper格值代数系统,给出其解的袁达式,研究其与proper格值代数系统的关系,并与定义在自然数半环上的代数系统进行比较,最后得出结论:proper和V-proper格值代数系统都存在唯一强解。体现出格值代数系统具有更好的性质。     

模糊关系下的半环的广义模糊双理想

给出了半环的广义模糊双理想的概念并讨论了模糊关系下的半环的广义模糊双理想的一些代数性质.     

线性规划标准型和整数线性规划最优解的两个注记

本文研究线性规划标准型的基本假设所蕴含的一些性质,并探讨整数线性规划最优解和其松弛问题最优解的关系.首先,分别讨论四种情形下线性规划最优解的性质,即无约束线性规划问题、仅有非负约束的线性规划问题、仅有等式约束的线性规划问题,以及标准线性规划问题系数矩阵的列向量有为零的情形等.然后,构造两族二维整数线性规划,其松弛问题的最优解与其(整数)最优解"相距甚远".     

一类矩阵方程异类约束解与Ls解的迭代算法

当多矩阵变量线性矩阵方程(LME)相容时,通过修改共轭梯度法的下降方向及其有关系数,建立求LME的一种异类约束解的迭代算法.当LME不相容时,先通过构造等价的线性矩阵方程组(LMEs),将不相容的LME异类约束最小二乘解(Ls解)问题转化为相容的LMEs异类约束解问题,然后参照求LME的异类约束解的迭代算法,建立求LME的一种异类约束Ls解的迭代算法.不考虑舍入误差时,迭代算法可在有限步计算后求得LME的一组异类约束解或者异类约束Ls解;选取特殊的初始矩阵时,可求得LME的极小范数异类约束解或者异类约束Ls解.此外,还可在LME的异类约束解或者异类约束Ls解集合中给出指定矩阵的最佳逼近矩阵.算例表明,迭代算法是有效的.     

赋值图的张量代数的同构问题

本文给出关于赋值图的张量代数的同构定理,并讨论了赋值图的几何性质和其张量代数的代数性质之间的关系.     

利用Block-Pulse函数求解分数阶泊松方程数值解

借助于二维Block-Pulse函数求解分数阶泊松方程的数值解,并讨论了Dirichlet边界条件,方法是基于Block-Pulse函数的定义及性质,并结合相应的分数阶微分算子矩阵将原问题转化为含有未知变量的代数方程组,进而离散未知变量,求得原问题的数值解.而且还对所提方法进行了误差分析,最后给出的数值算例也验证了所提算法的有效性及可行性.     

幺半环上模糊有限状态自动机积的覆盖关系

提出了幺半环上模糊有限状态自动机的各种乘积以及覆盖的定义,并得到了一些性质.证明了直积、级联积、圈积三种乘积以及和之间的覆盖关系,得到了乘积自动机、和自动机覆盖关系的一些代数性质.     

区间线性规划的代数最优解

提出了区间线性规划问题代数最优解的概念,给出了在非负约束的条件下区间矩阵与区间向量乘积的刻画形式,在此基础上建立了区间线性方程组及区间线性不等式组代数可行性的等价条件.最后,建立了标准型区间线性规划问题代数最优解及代数最优值的有效算法,并用若干实例说明了算法的实施过程.     

Densities of idempotent measures and large deviations

Considering measure theory in which the semifield of positive real numbers is replaced by an idempotent semiring leads to the notion of idempotent measure introduced by Maslov. Then, idempotent measures or integrals with density correspond to supremums of functions for the partial order relation induced by the idempotent structure. In this paper, we give conditions under which an idempotent measure has a density and show by many examples that they are often satisfied. These conditions depend on the lattice structure of the semiring and on the Boolean algebra in which the measure is defined. As an application, we obtain a necessary and sufficient condition for a family of probabilities to satisfy the large deviation principle.

     

Standard Bases of a Vector Space Over a Linearly Ordered Incline

Inclines are additively idempotent semirings, in which the partial order ≤ : x ≤ y if and only if x + y = y is defined and products are less than or equal to either factor. Boolean algebra, max-min fuzzy algebra, and distributive lattices are examples of inclines. In this article, standard bases of a finitely generated vector space over a linearly ordered commutative incline are studied. We obtain that if a standard basis exists, then it is unique. In particular, if the incline is solvable or multiplicatively-declined or multiplicatively-idempotent (i.e., a chain semiring), further results are obtained, respectively. For a chain semiring a checkable condition for distinguishing if a basis is standard is given. Based on the condition an algorithm for computing the standard basis is described.     

一类后缀码的代数性质

利用自由含幺半群X*上的一个偏序关系,介绍了一类特殊的后缀码.通过定义这类后缀码上的两种二元运算,研究了这类后缀码的代数性质.证明了该子类在这两种运算下形成一个加法导出是半格的半环,并且满足吸收律.从而提供了一个满足吸收律的半格序半群的例子.     

半环上矩阵的秩和坡上矩阵可逆的条件

研究了交换半环上矩阵的秩和坡上矩阵的可逆条件.利用Beasley的引理以及不变式,获得了交换半环上正则矩阵的行秩、列秩与Schein秩三者相等,以及坡上矩阵可逆的充要条件.推广模糊代数和分配格上矩阵的结果.     

Lyapunov-type least-squares problems over symmetric cones

The Lyapunov-type least-squares problem over symmetric cone is to find the least-squares solution of the Lyapunov equation with a constraint of symmetric cone in the Euclidean Jordan algebra, and it contains the Lyapunov-type least-squares problem over cone of semidefinite matrices as a special case. In this paper, we first give a detailed analysis for the image of Lyapunov operator in the Euclidean Jordan algebra. Relying on these properties together with some characterizations of symmetric cone, we then establish some necessary and?or sufficient conditions for solution existence of the Lyapunov-type least-squares problem. Finally, we study uniqueness of the least-squares solution.     

Swing options in commodity markets: a multidimensional Lévy diffusion model

We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a valuation model in terms of a dynamic programming problem where the option can be exercised continuously in time. Here, the number of swing rights is given by a total volume constraint. We analyze some general properties of the model and study the solution by analyzing the associated HJB-equation. Furthermore, we discuss the issues caused by the multi-dimensionality of the commodity price model. The results are illustrated numerically with three explicit examples.     

一类幂等半环上线性方程组的解法

极大-极小-加系统规划的全局优化可用于通信网络、柔性制造、对策博弈等实际系统,而幂等半环上线性方程理论在极大-极小-加系统规划的全局优化的研究中起着关键的作用.对于一类幂等半环上的非齐次线性方程组,引入列满秩矩阵与控制向量概念,并分别给出解的存在性和惟一性充分必要条件以及求解方法.     

A cubic time algorithm for finding the principal solution to Sylvester matrix equations over (max, +)

We propose an algorithm for finding the so-called principal solution of the Sylvester matrix equation over max-plus algebra. The derivation of our algorithm is based on the concept of tropical tensor product introduced by Butkovi? and Fiedler. Our algorithm reduces the computational cost of finding the principal solution from quartic to cubic. It also reduces the space complexity from quartic to quadratic. Since matrix–matrix multiplication is the most important ingredient of our proposed technique, we show how to use column-oriented matrix multiplications in order to speed-up MATLAB implementation of our algorithm. Finally, we illustrate our results and discuss the connection with the residuation theory.     

Studying Non-negative Factorizations with Tools from Linear Algebra over a Semiring

We develop the technique useful for studying the problem of factoring nonnegative matrices. We illustrate our method, based on the tools from linear algebra over a semiring, by applying it to studying the problem of existence of a rank-three matrix with full nonnegative rank equal to n.