Branches in scale-free trees

In the paper the scale-free (preferential attachment) model of a random recursive tree is considered. We deal with the size and the distribution of vertex degrees in the kth branch of such a tree (which is the subtree rooted at vertex labeled k). A comparison of these results with analogous results for the whole tree shows that the k-branch of a scale-free tree can be considered as a scale-free tree itself with the number of vertices being random variables.     

三维欧氏Steiner最小树的Delaunay四面体网格混合智能算法

Steiner最小树问题是组合优化中经典的NP难题,在许多实际问题中有着广泛的应用,而三维欧氏Steiner最小树问题是对二维欧氏Steiner最小树问题的推广。由于三维欧氏Steiner树问题的求解非常困难,至今为止的相关成果较为少见。本文针对该问题,利用Delaunay四面体网格剖分技术,提出了一种混合型智能求解方法,不仅可以尽量避免拓扑结构陷入局部最优,且对较大规模的问题求解亦有良好的效果。算法在Matlab环境下编程实现,经实例测试,获得了满意的效果。     

Adaptive discretization of convex multistage stochastic programs

We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction of a scenario tree into the solution process of the stochastic program. This allows to construct a scenario tree that is highly adapted on the optimization problem. The algorithm starts with a rough approximation of the original tree and locally refines this approximation as long as necessary. Promising numerical results for scenario tree reductions in the settings of portfolio management and power management with uncertain load are presented.     

On component-size bounded Steiner trees

A Steiner tree is a tree interconnecting a given set of points in a metric space such that all leaves are given points. A (full) component of a Steiner tree is a subtree which results from splitting the Steiner tree at some given points. A k-size Steiner tree is a Steiner tree in which every component has at most k given points. The k-Steiner ratio is the largest lower bound for the ratio between lengths of a minimum Steiner tree and a minimum k-size Steiner tree for the same set of points. In this paper, we determine the 3-Steiner ratio in weighted graphs.     

A branch and bound algorithm for the robust spanning tree problem with interval data

The robust spanning tree problem is a variation, motivated by telecommunications applications, of the classic minimum spanning tree problem. In the robust spanning tree problem edge costs lie in an interval instead of having a fixed value.Interval numbers model uncertainty about the exact cost values. A robust spanning tree is a spanning tree whose total cost minimizes the maximum deviation from the optimal spanning tree over all realizations of the edge costs. This robustness concept is formalized in mathematical terms and is used to drive optimization.In this paper a branch and bound algorithm for the robust spanning tree problem is proposed. The method embeds the extension of some results previously presented in the literature and some new elements, such as a new lower bound and some new reduction rules, all based on the exploitation of some peculiarities of the branching strategy adopted.Computational results obtained by the algorithm are presented. The technique we propose is up to 210 faster than methods recently appeared in the literature.     

Clustering algorithms for scenario tree generation: Application to natural hydro inflows

In stochastic optimization problems, uncertainty is normally represented by means of a scenario tree. Finding an accurate representation of this uncertainty when dealing with a set of historical series is an important issue, because of its influence in the results of the above mentioned problems. This article uses a procedure to create the scenario tree divided into two phases: the first one produces a tree that represents accurately the original probability distribution, and in the second phase that tree is reduced to make it tractable. Several clustering methods are analysed and proposed in the paper to obtain the scenario tree. Specifically, these are applied to an academic case and to natural hydro inflows series, and comparisons amongst them are established according to these results.     

某型工程车系统可靠性分析

本应用失效树分析法,以某型工程车进行了可靠性分析,建立了该系统的失效树,在此基础上用最小割集法和系统失效树的可靠性仿真法计算了该系统的可靠性参数,并对一些结果进行了比较。     

Pareto-optimality of oblique decision trees from evolutionary algorithms

This paper investigates the performance of evolutionary algorithms in the optimization aspects of oblique decision tree construction and describes their performance with respect to classification accuracy, tree size, and Pareto-optimality of their solution sets. The performance of the evolutionary algorithms is analyzed and compared to the performance of exhaustive (traditional) decision tree classifiers on several benchmark datasets. The results show that the classification accuracy and tree sizes generated by the evolutionary algorithms are comparable with the results generated by traditional methods in all the sample datasets and in the large datasets, the multiobjective evolutionary algorithms generate better Pareto-optimal sets than the sets generated by the exhaustive methods. The results also show that a classifier, whether exhaustive or evolutionary, that generates the most accurate trees does not necessarily generate the shortest trees or the best Pareto-optimal sets.     

Interchanging branches and similarity in a tree

Ashoot is a fixed subset of branches rooted at a given vertex of a tree. We show that interchanging two nonintersecting shoots is an isomorphism of a tree only in two trivial cases: when either the shoots are isomorphic as rooted trees or their roots are similar in a tree obtained by deleting the shoots without the roots. The proof is based on a sufficient condition for similarity of two vertices in a tree. We also consider some applications of the above results to problems concerning Number Deck reconstruction of a tree.     

Greedy heuristics for the diameter-constrained minimum spanning tree problem

The diameter-constrained minimum spanning tree problem is an NP-hard combinatorial optimization problem that seeks a minimum cost spanning tree with a limit D imposed upon the length of any path in the tree. We begin by presenting four constructive greedy heuristics and, secondly, we present some second-order heuristics, performing some improvements on feasible solutions, hopefully leading to better objective function values. We present a heuristic with an edge exchange mechanism, another that transforms a feasible spanning tree solution into a feasible diameter-constrained spanning tree solution, and finally another with a repetitive mechanism. Computational results show that repetitive heuristics can improve considerably over the results of the greedy constructive heuristics, but using a huge amount of computation time. To obtain computational results, we use instances of the problem corresponding to complete graphs with a number of nodes between 20 and 60 and with the value of D varying between 4 and 9.     

A new tree method for pricing financial derivatives in a regime-switching mean-reverting model

This paper develops a new tree method for pricing financial derivatives in a regime-switching mean-reverting model. The tree achieves full node recombination and grows linearly as the number of time steps increases. Conditions for non-negative branch probabilities are presented. The weak convergence of the discrete tree approximations to the continuous regime-switching mean-reverting process is established. To illustrate the application in mathematical finance, the recombining tree is used to price commodity options and zero-coupon bonds. Numerical results are provided and compared.     

Catalan monoids,monoids of local endomorphisms,and their presentations

The Catalan monoid and partial Catalan monoid of a directed graph are introduced. Also introduced is the notion of a local endomorphism of a tree, and it is shown that the Catalan (resp. partial Catalan) monoid of a tree is simply its monoid of extensive local endomorphisms (resp. partial endomorphisms) of finite shift. The main results of this paper are presentations for the Catalan and partial Catalan monoids of a tree. Our presentation for the Catalan monoid of a tree is used to give an alternative proof for a result of Higgins. We also identify results of Aîzen?tat and Popova which give presentations for the Catalan monoid and partial Catalan monoid of a finite symmetric chain.     

A Benders decomposition approach for the robust spanning tree problem with interval data

The robust spanning tree problem is a variation, motivated by telecommunications applications, of the classic minimum spanning tree problem. In the robust spanning tree problem edge costs lie in an interval instead of having a fixed value.Interval numbers model uncertainty about the exact cost values. A robust spanning tree is a spanning tree whose total cost minimizes the maximum deviation from the optimal spanning tree over all realizations of the edge costs. This robustness concept is formalized in mathematical terms and is used to drive optimization.This paper describes a new exact method, based on Benders decomposition, for the robust spanning tree problem with interval data. Computational results highlight the efficiency of the new method, which is shown to be very fast on all the benchmarks considered, and in particular on those that were harder to solve for the methods previously known.     

Algebraic connectivity of weighted trees under perturbation

We investigate how the algebraic connectivity of a weighted tree behaves when the tree is perturbed by removing one of its branches and replacing it with another. This leads to a number of results, for example the facts that replacing a branch in an unweighted tree by a star on the same number of vertices will not decrease the algebraic connectivity, while replacing a certain branch by a path on the same number of vertices will not increase the algebraic connectivity. We also discuss how the arrangement of the weights on the edges of a tree affects the algebraic connectivity, and we produce a lower bound on the algebraic connectivity of any unweighted graph in terms of the diameter and the number of vertices. Throughout, our techniques exploit a connection between the algebraic connectivity of a weighted tree and certain positive matrices associated with the tree.     

Invariant subsets of scattered trees and the tree alternative property of Bonato and Tardif

A tree is scattered if it does not contain a subdivision of the complete binary tree as a subtree. We show that every scattered tree contains a vertex, an edge, or a set of at most two ends preserved by every embedding of T. This extends results of Halin, Polat and Sabidussi. Calling two trees equimorphic if each embeds in the other, we then prove that either every tree that is equimorphic to a scattered tree T is isomorphic to T, or there are infinitely many pairwise non-isomorphic trees which are equimorphic to T. This proves the tree alternative conjecture of Bonato and Tardif for scattered trees, and a conjecture of Tyomkyn for locally finite scattered trees.     

Two-state-variable stochastic tree problems

This paper extends the one-state-variable stochastic tree problem to the two-state-variable case. (Considering, for example, a tree whose size and price evolve according to two different Wiener processes, we solve for the optimal cutting time. The optimization of the expected present discounted value of the tree is converted to a standard free-boundary problem. Analytical results are reported. In particular we find that more variance near the optimal free boundary will increase the value of the tree. Finally, a method is developed to find the numerical solution to the free boundary problem. A numerical example is presented.     

树状网络上的Web代理服务器最优放置问题

一般网络上Web代理服务器(Web proxy)最优放置问题是一个NP困难问题.此文讨论树状网络上的最优放置问题,改进了已有结果,得到了一个时间复杂度为O(nhk)的多项式时间算法,这里n为网络结点数,h为树的高度,而k为要放置的代理服务器个数.     

Tropical Mixtures of Star Tree Metrics

We study tree metrics that can be realized as a mixture of two star tree metrics. We prove that the only trees admitting such a decomposition are the ones coming from a tree with at most one internal edge, and whose weights satisfy certain linear inequalities. We also characterize the fibers of the corresponding mixture map. In addition, we discuss the general framework of tropical secant varieties and we interpret our results within this setting. Finally, we show that the set of tree metric ranks of metrics on fixed taxa is unbounded.     

On properties of geometric random problems in the plane

In this paper, we present results dealing with properties of well-known geometric random problems in the plane, together with their motivations. The paper specifically concentrates on the traveling salesman and minimum spanning tree problems, even though most of the results apply to other problems such as the Steiner tree problem and the minimum weight matching problem.     

Option pricing with regime switching by trinomial tree method

We present a fast and simple tree model to price simple and exotic options in Markov Regime Switching Model (MRSM) with multi-regime. We modify the trinomial tree model of Boyle (1986) [12] by controlling the risk neutral probability measure in different regime states to ensure that the tree model can accommodate the data of all different regimes at the same time preserving its combining tree structure. In MRSM, the market might not be complete, therefore we provide some ideas and discussions on managing the regime switching risk in support of our results.