区间数线性规划及其区间解的研究

区间数线性规划可用于处理含有离散区间数的不确定性优化问题。针对已有算法所求区间解可能包含非可行解的缺陷,基于可能度概念提出了区间数线性规划的有效解、弱有效解、最优解及其解域的定义,给出了改进解法,所得区间解为以上解域的子集。以一个数值模型为例求解,将运算结果与已有算法所得区间解作了对比,说明了改进解法的有效性。     

线性规划最优解集的表现

文献［１］讨论了有无穷多最优解的线性规划问题，并利用最优单纯形表格的检验数给出线性规划有无穷多最优解的判别法，本文利用最优基可行解的凸组合及最优极向的非负线性组合给出线性规划最优解集的表现，从而把线性规划最优解集的几何特征阐释清楚．     

区间数线性规划问题的最优性条件

分别讨论了区间数线性规划问题保守可能解、保守必然解、冒进可能解和冒进必然解的最优性条件。     

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".     

用罚函数求解线性双层规划的全局优化方法

用罚函数法将线性双层规划转化为带罚函数子项的双线性规划问题，由于其全局最优解可在约束域的极点上找到，利用对偶理论给出了一种求解该双线性规划的方法，并证明当罚因子大于某一正数时，双线性规划的解就是原线性双层规划的全局最优解。     

三元区间数线性规划及其解法

在三元区间数理论的基础上,提出了三元区间数线性规划模型的一般形式.利用三元区间数的弱偏好序关系,定义了三元区间数线性规划的弱可行解和弱最优解,并将它的弱最优解转化为求三个一般线性规划模型的最优解,从而在理论上对区间数线性规划进行拓展.最后,通过数值例子对该理论及模型求解方法进行说明和验证.     

一类系数为梯形模糊数的两层线性规划

讨论了一类系数为梯形模糊数的两层线性规划问题,首先是利用模糊结构元理论将梯形模糊数去模糊化,将其转化成常规的两层线性问题,并验证其去模糊化后的常规的两层线性规划的最优解与系数为梯形模糊数的两层线性规划问题的最优解一致,并给出具体的算法,数例进行验证.     

含直觉模糊弹性约束的多目标模糊线性规划求解

基于模糊结构元方法构建并讨论了一类含有直觉模糊弹性约束的多目标模糊线性规划问题.通过引入模糊数的加权特征数,定义了一种序关系并拓展了Verdegay的模糊线性规划方法,将上述多目标模糊线性规划问题转化成两个等价含参数约束条件的清晰多目标线性规划模型,并应用一种线性加权函数法给出了此类线性规划模型的对比最优可行解.最后通过一个数值实例来说明此类问题的一般求解方法.     

利用整点折线边界解一类线性规划问题

线性规划问题中的最优解的常用求法是图象法,如没有特殊要求,最优解一般会在可行域的边界点处取得.但是,对于最优解必须是整数的线性规划问题,有时在原边界处取不到最优解.对于这种情况,现行课本及资料提供的方法,一是以取得非整数最优解的线     

含弹性约束的多目标模糊线性规划求解

本文讨论了一类含弹性约束的多目标模糊线性规划问题.利用模糊结构元方法引入模糊数的加权特征数概念和序关系,应用Verdegay的模糊线性规划方法及模糊数的加权特征数将此类多目标模糊线性规划问题转化成一类含参数约束条件的清晰多目标线性规划模型,并应用一种基于线性加权函数的规划算法求其α-拟最优可行解.最后,给出了一个数值实例来说明如何求解此类多目标模糊线性规划问题.     

一类矩阵方程的正交对称解及其最佳逼近

1引言设Rn×m表示所有n×m实矩阵集合,I表示单位矩阵,AT表示矩阵A的转置矩阵, ORn×n={P|PTP=I)表示列正交矩阵集,SORn×n={P|PT=P,P2=I}表示对称正交对称矩阵集．如无特别说明,本文中的矩阵P均指这类对称正交对称矩阵．在Rn×m上定义内积为     

一种基于区间数的证券组合投资模型与求解

提出了区间数的相对左偏度的定义.利用区间数的相对左偏度作为区间数下表达证券风险损失率的一种补充,能合理地反映风险损失率与预期收益率之间的相关关系.建立了一种新的证券组合投资区间数规划模型,将区间数规划模型转化为参数线性规划问题求解,使证券组合投资决策分析更加具有柔性.最后通过实例分析了该模型的应用价值.     

一类直觉模糊关系线性规划的解

提出了一类目标函数为线性函数,约束是直觉模糊关系方程的最优化问题.这是一类非凸非光滑最优化问题,基于可行域的结构,给出了求全局最优解和最优值的一个算法,最后通过数值例子验证了算法的可行性.     

An efficient method to determine the optimal configuration of a flexible manufacturing system

A frequently encountered design issue for a flexible manufacturing system (FMS) is to find the lowest cost configuration, i.e. the number of resources of each type (machines, pallets, ...), which achieves a given production rate. In this paper, an efficient method to determine this optimal configuration is presented. The FMS is modelled as a closed queueing network. The proposed procedure first derives a heuristic solution and then the optimal solution. The computational complexity for finding the optimal solution is very reasonable even for large systems, except in some extreme cases. Moreover, the heuristic solution can always be determined and is very close (and often equal) to the optimal solution. A comparison with the previous method of Vinod and Solberg shows that our method performs very well.     

Fuzzy Optimization Problems Based on Ordering Cones

The solution concepts of the fuzzy optimization problems using ordering cone (convex cone) are proposed in this paper. We introduce an equivalence relation to partition the set of all fuzzy numbers into the equivalence classes. We then prove that this set of equivalence classes turns into a real vector space under the settings of vector addition and scalar multiplication. The notions of ordering cone and partial ordering on a vector space are essentially equivalent. Therefore, the optimality notions in the set of equivalence classes (in fact, a real vector space) can be naturally elicited by using the similar concept of Pareto optimal solution in vector optimization problems. Given an optimization problem with fuzzy coefficients, we introduce its corresponding (usual) optimization problem. Finally, we prove that the optimal solutions of its corresponding optimization problem are the Pareto optimal solutions of the original optimization problem with fuzzy coefficients.     

Two new algorithms for solving optimization problems with one linear objective function and finitely many constraints of fuzzy relation inequalities

This paper studies the optimization model of a linear objective function subject to a system of fuzzy relation inequalities (FRI) with the max-Einstein composition operator. If its feasible domain is non-empty, then we show that its feasible solution set is completely determined by a maximum solution and a finite number of minimal solutions. Also, an efficient algorithm is proposed to solve the model based on the structure of FRI path, the concept of partial solution, and the branch-and-bound approach. The algorithm finds an optimal solution of the model without explicitly generating all the minimal solutions. Some sufficient conditions are given that under them, some of the optimal components of the model are directly determined. Some procedures are presented to reduce the search domain of an optimal solution of the original problem based on the conditions. Then the reduced domain is decomposed (if possible) into several sub-domains with smaller dimensions that finding the components of the optimal solution in each sub-domain is very easy. In order to obtain an optimal solution of the original problem, we propose another more efficient algorithm which combines the first algorithm, these procedures, and the decomposition method. Furthermore, sufficient conditions are suggested that under them, the problem has a unique optimal solution. Also, a comparison between the recently proposed algorithm and the known ones will be made.     

TIME OPTIMAL IMPLUSE CONTROL PROBLEMS

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一类不可微规划的多项式型算法

本文考虑了由教育最优投资问题导出的一类不可微规划，讨论了可行解是最优解的充要条件，在对乘子作某些假设下，利用Kuhu－Tucker定理给出了求解的一种多项式算法．     

Weak Solutions of Monge-Ampére Type Equations in Optimal Transportation

This paper concerns the weak solutions of some Monge-Ampére type equations in the optimal transportation theory. The relationship between the Aleksandrov solutions and the viscosity solutions of the Monge-Ampére type equations is discussed. A uniform estimate for solution of the Dirichlet problem with homogeneous boundary value is obtained.     

数据包络分析中诸C~2GS~2模型的最优解(最优值)的关系的探讨

对三种C2 GS2模型(分别为基于输入、基于输出、基于输入与输出) ,讨论了其最优值的关系,还讨论了三个模型的最优解的关系.