一类二元线性差分方程的解

本文研究了一类二元线性差分方程的解法,并给出了两个应用实例     

用数学归纳法证明一类不等式的技巧

对于一边是常数的数列不等式，在用数学归纳法直接证明时，归纳过渡往往有一定的困难，若利用不等式的传递性、可加性等性质，通过强化命题，放缩常数等技巧，就可顺利完成归纳过渡，下面举例说明．     

Loeb空间上一类右连续过程最优停止的非标准表示

本文在Loeb空间上得到了右连续左半上连续的随机过程的SRC提升．证明了一个内过程的S-最优停止的存在性,并得到了它的结构性表示．最后证明了一个过程SRC提升的S-最优停止的标准部分即为对应标准过程的最优停止,在Loeb空间上推广了[8]中的结果．     

数学归纳法的构造

数学归纳法是数学中最基本也是最重要的方法之一.它在各个数学分支领域中都有着极为广泛的应用,正确地掌握并灵活地应用此方法是数学教学的基本要求之一.数学归纳法具有多种形式,无论何种形式其核心都是必不可少的两个基本步骤.对于各种具体问題选用适宜的数学归纳法形式以使两个基本步骤得以实现是解决问题的重要一环.这方面已有不少论著作出广泛的讨论.本文的主要目的在于给出数学归纳法的一个一般性定理,由此不仅可以     

一类级数求和问题推广的再讨论

对一类级数求和问题推广所得的四个结论进行了再推广.     

一类组合受约束的最优化问题及其最优解

这篇文章中，我们建立了资产组合在受到约束时的期望效用优化问题，在我们特殊的指数效用函数下，我们发现最终的决策不依赖于具体的贴现函数，在文章的结尾部分，我们给出了几类常见约束下的最优消费和资产组合决策。     

一类最优组合批处理码

Ishai等人首先提出了批处理码的概念,Peterson等人从纯组合的观点定义了(n,N,k,m)-组合批处理码:即是一个n元集和它的m个子集组成的集合系统,对于整数尼,满足任意k个元素都能从每个子集中至多读取1个元素(可以一般化为t个元素)来取得,此时m个子集中元素的总数为N.对给定的参数n,k,m,确定N的最小值N(n,k,m)是该问题研究的中心内容,它不仅具有理论意义,而且有着重要的使用价值.到目前为止,除了一些极特殊的参数以外,当k≥5,m+3≤n(m k-2)时,N(n,k,m)的值还没有被确定.本文给出了N(m+3,5,m)=m+11(m≥7),N(9,5,6)=18,N(m+3,6,m)=m+13(m≥8),N(10,6,7)=21.得到的结果部分解决了:Peterson等人提出的未解决问题.     

用积分法证明一类不等式

由于不等式的形式是多种多样的,所以证明不等式的方法可以因题而异来选择,关于不等式的证明,中学课本主要介绍了比较法、分析法、综合法与数学归纳法．本文主要讨论用积分的方法证明一类不等式．     

一类数列不等式的证明方法

与数列有关的不等式证明题,一直是高考的热点,也是学生学习的难点.本文通过对两道试题的解法探究,介绍证明这类数列不等式的方法和策略,供大家参考.问题1(2009年山东卷理科第20题)等比数     

一类组合恒等式的定义证明

对于组合数的两个性质：Cn^m=Cn^n-m和Cn 1^m=Cn^m Cn^m-1，教材采用了两种方法证明．     

大规模系统的全局优化

本文讨论了可分非凸大规模系统的全局优化控制问题 .提出了一种 3级递阶优化算法 .该算法首先把原问题转化为可分的多目标优化问题 ,然后凸化非劣前沿 ,再从非劣解集中挑出原问题的全局最优解 .建立了算法的理论基础 ,证明了算法的收敛性 .仿真结果表明算法是有效的 .     

An Efficient Algorithm for the Knapsack Sharing Problem

The Knapsack Sharing Problem (KSP) is an NP-Hard combinatorial optimization problem, admitted in numerous real world applications. In the KSP, we have a knapsack of capacity c and a set of n objects, namely N, where each object j, j = 1,...,n, is associated with a profit p _j and a weight w _j. The set of objects N is composed of m different classes of objects J _i, i = 1,...,m, and N = ^m _i=1 J _i. The aim is to determine a subset of objects to be included in the knapsack that realizes a max-min value over all classes.In this article, we solve the KSP using an approximate solution method based upon tabu search. First, we describe a simple local search in which a depthparameter and a tabu list are used. Next, we enhance the algorithm by introducing some intensifying and diversifying strategies. The two versions of the algorithm yield satisfactory results within reasonable computational time. Extensive computational testing on problem instances taken from the literature shows the effectiveness of the proposed approach.     

Upper bounds for the homogeneous case of a two-dimensional packing problem

A method for determining an upper bound for the homogeneous case of a two-dimensional packing problem is presented in this paper. It is based on an analysis of the problem's structure and can be evaluated as the optimal solution of a non-convex minimization problem which can be transformed to a piecewise linear problem by using its special properties. Finally a comparative analysis of solution quality and time complexity is presented.

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Zusammenfassung In dieser Arbeit wird ein Verfahren zur Bestimmung oberer Schranken für ein homogenes zweidimensionales Packproblem vorgestellt. Auf der Grundlage von Analysen der Problemstruktur kann man eine obere Schranke als optimale Lösung eines nichtkonvexen Minimierungsproblems ermitteln, das unter Ausnutzung spezieller Eigenschaften in ein stückweise lineares Problem transformiert werden kann. Den Abschluß dieser Arbeit bildet eine vergleichende Analyse von Lösungsqualität und Rechenzeitbedarf.

     

一类覆盖问题的组合学分析

从组合学的角度研究了一类随机选取集合中元素的覆盖问题,得到了重复性地、随机独立地、等概地选取某个有限集合中的元素,不遗漏地取遍所有元素所需的次数的期望,给出了理论和实验的数据结果.并且分析了该问题在现实世界中的一些实例.而且对于该问题的扩展模型—每次抽取集合中t个不同元素—进行了一些探讨.     

BoneRoute: An Adaptive Memory-Based Method for Effective Fleet Management

This paper presents an adaptive memory-based method for solving the Capacitated Vehicle Routing Problem (CVRP), called BoneRoute. The CVRP deals with the problem of finding the optimal sequence of deliveries conducted by a fleet of homogeneous vehicles, based at one depot, to serve a set of customers. The computational performance of the BoneRoute was found to be very efficient, producing high quality solutions over two sets of well known case studies examined.     

Optimal trading strategy for European options with transaction costs

The European option with transaction costs is studied. The cost of making a transaction is taken to be proportional by a factor λ to the value (in dollars) of stock traded. When there are no transaction costs (i.e. when λ=0) the well-known Black-Scholes strategy tells how to hedge the option. Since no non-trivial perfect hedging strategy exists when λ>0 (see (Ann. Appl. Probab. 5(2) (1995) 327)), we instead try to maximize the expected utility attainable. We seek to understand the effect transaction costs have on the maximum attainable expected utility over all strategies, when λ is small but non-zero. It turns out that transaction costs diminish the expected utility by an amount which has the order of magnitude λ^2/3. We will compute that correction explicitly modulo an error which is small compared to λ^2/3. We will exhibit an explicit strategy whose expected utility differs from the maximum attainable expected utility by an error small in comparison to λ^2/3.     

An Incremental Algorithm for the Maximum Flow Problem

An incremental algorithm may yield an enormous computational time saving to solve a network flow problem. It updates the solution to an instance of a problem for a unit change in the input. In this paper we have proposed an efficient incremental implementation of maximum flow problem after inserting an edge in the network G. The algorithm has the time complexity of O((n)² m), where n is the number of affected vertices and m is the number of edges in the network. We have also discussed the incremental algorithm for deletion of an edge in the network G.     

Piecewise Partially Separable Functions and a Derivative-free Algorithm for Large Scale Nonsmooth Optimization

This paper introduces the notion of piecewise partially separable functions and studies their properties. We also consider some of many applications of these functions. Finally, we consider the problem of minimizing of piecewise partially separable functions and develop an algorithm for its solution. This algorithm exploits the structure of such functions. We present the results of preliminary numerical experiments.     

A Heuristic Approach for Antenna Positioning in Cellular Networks

The antenna-positioning problem concerns finding a set of sites for antennas from a set of pre-defined candidate sites, and for each selected site, to determine the number and types of antennas, as well as the associated values for each of the antenna parameters. All these choices must satisfy a set of imperative constraints and optimize a set of objectives. This paper presents a heuristic approach for tackling this complex and highly combinatorial problem. The proposed approach is composed of three phases: a constraint-based pre-processing phase to filter out bad configurations, an optimization phase using tabu search, and a post-optimization phase to improve solutions given by tabu search. To validate the approach, computational results are presented using large and realistic data sets.     

弦图扩张与最优排序

弦图是一类特殊的完美图,以具有完美消去顺序为特征．由弦图扩张引出一系列序列性组合优化问题,沟通了图论、数值分析及最优排序等领域的若干研究课题．本文将论述我们的一些观点和研究结果．