One side cut accelerated random search

A new algorithm for bound constrained global optimization is presented. At each iteration the method uses a single feasible box containing a control point. A single random sample point is generated inside the box. If this new point is better it replaces the control point and the box is reset to the feasible region. Otherwise the box is shrunk so that it no longer contains the random sample point. If a minimal box size is reached the box is also reset to the feasible region. The method is shown to converge almost surely to an essential global minimizer. The method is very simple to implement. Numerical testing shows that the method is viable in practice. A simple modification to accelerated random search is also discussed.     

(<Emphasis Type="Italic">T</Emphasis>, <Emphasis Type="Italic">S</Emphasis><Subscript><Emphasis Type="Italic">i</Emphasis></Subscript>) Policy Inventory Model for Deteriorating Items with Time Proportional Demand

An EOQ model is reconsidered here in which the demand rate is changing linearly with time and the deterioration is assumed to be a constant fraction of the onhand inventory. The planning horizon is finite and known and the replenishment periods are assumed to be constant. The problem is to find the optimal number of replenishments, which are instantaneous. When there is no deterioration, the model developed is related to the corresponding model for nondeteriorating items. An example followed by sensitivity analysis is given to illustrate the derived results.     

Non-Convex Strong Duality Via Subdifferential

In this article, the strong duality is treated. It is shown that the strong duality is equivalent to the non-emptiness of the subdifferential of a sort map involving the constraint functions. It is also noted that this technique is useful to verify the Assumption S. Indeed, the linearity of a constraint function h is not required as usually seen in the literature. Moreover, it is shown that this condition is easer to verify in the applications. We apply this new principle to the bi-obstacle problem, to the elastic-plastic torsion problem and to the continuum model of transportation.     

Self-triggered filter design for a class of nonlinear stochastic systems with Markovian jumping parameters

This paper is concerned with the self-triggered filtering problem for a class of Markovian jumping nonlinear stochastic systems. The event-triggered mechanism (ETM) is employed between the sensor and the filter to reduce unnecessary measurement transmission. Governed by the ETM, the measurement is transmitted to the filter as long as a predefined condition is satisfied. The purpose of the addressed problem is to synthesize a filter such that the dynamics of the filtering error is bounded in probability (BIP). A sufficient condition is first given to ensure the boundedness in probability of the filtering error dynamics, and the characterization of the desired filter gains is then realized by means of the feasibility of certain matrix inequalities. Furthermore, a self-triggered mechanism is designed to guarantee the filtering error dynamics to be BSP with excluded Zeno phenomenon. In the end, numerical simulation is carried out to illustrate the usefulness of the proposed self-triggered filtering algorithm.     

Torsional oscillations in symmetrical structures

A two-time perturbation technique is used to study the lateral and torsional motions of a nonlinear symmetrical structure subject to a lateral sinusoidal ground motion. It is shown that when the ground acceleration frequency is about one-third of or three times the natural frequency of the lateral motion, the symmetrical structure is particularly susceptible to torsional oscillations even when the natural frequency of torsion is not close to the natural frequency of the lateral motion. The implication of this type of nonlinear coupling between the lateral and torsional motions in real structures subject to earthquakes is also discussed.     

AR（p）模型中的缺失数据估计

运用EM算法,对含有缺失数据的AR（p）模型进行参数估计,通过最大似然准则就非左端缺失的情况进行插补.最后,用蒙特卡洛方法给出实验分析,表明如下结果：（i）误差与AR模型的阶数正相关,与缺失比例正相关;（ii）当AR模型的特征根模长相对较小时,误差与数据长度负相关,且误差被控制在了标准差的30％以内;（iii）当模长中等时,误差基本控制在1个标准差左右;（iv）当模长较大时,误差与数据长度正相关,而且误差也相对较大.     

3PLS物流设施网络评价的模糊数据包络方法

3PLS物流设施布局直接关系到企业的战略和运作两个层面,对若干初始方案进行评价是保证物流设施布局方案有效性的前提.针对物流设施布局方案评价问题的同质性和模糊性特征,利用三角模糊数表示评价过程中的模糊不确定因素,并提出基于模糊数据包络方法的方案评价框架.通过对算例的评价应用,说明了方法的合理性和有效性.     

Modelling of shear localization in elastic material by means of energy relaxation

A new approach to the problem of shear localization is proposed. It is based on the energy minimization principle associated with micro–structure developments and the micro–shearing of a rank–one laminate which is aligned to shear band. The thickness of the shear band represented by the volume fraction is assumed to tend to zero. The non–convex energy due to the formation of the shear band is solved by energy relaxation in order to ensure that the problem is well–posed. An application of the proposed formulation to isotropic linear elastic material is presented. The capability of the proposed energy relaxation is demonstrated through numerical simulation of a plane strain tension. The numerical results demonstrate that there is no mesh–dependence. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Discrete dynamic programming with outcomes in random variable structures

Multiobjective approach is the common way of generalization single-criterion dynamic programming models. Another way is to consider partially ordered criteria structures. That approach is rather rare. The aim of the paper is to present such a model. Generalization of Bellman’s principle of optimality is employed to create a forward procedure to find the set of all maximal elements. As this set is usual large, the second problem under consideration is to find its subsets. To reduce the number of solutions presented to decision maker we propose to apply a family of narrowing relations. That approach is similar to scalarization in multiobjective programming. Ordered structures of random variables based on mean–variance, stochastic dominance and inverse stochastic dominance are considered. Numerical illustration is given at the end of the paper.     

On hypothesis testing with a partitioned random alternative

It is common in statistical practice that one needs to make a choice among m + 1 mutually exclusive claims on distributions.When m=1,it is done by the (traditional) hypothesis test.In this paper,a generalization to the case m > 1 is proposed.The fundamental difference with the case m=1 is that the new alternative hypothesis is a partition of m multiple claims and is data-dependent.Data is used to decide which claim in the partition is to be tested as the alternative.Thus,a random alternative is involved.The...     

基于模糊数的模糊事件概率的结构元表示

Zadeh[1]定义了在概率清晰和事件模糊条件下,模糊事件的概率表示.不过,用[1]表示概率,求解繁杂且困难.为此,利用结构元理论,定义了模糊数事件概率的表达式.不仅证明其与经典定义等价,且证明了模糊数事件复合表达形式.最后,给出了关于模糊数不等式的概率的表达式.通过算倒可看出,运用本方法求解模糊数事件概率比较简捷.     

Testing the independence of maxima: from bivariate vectors to spatial extreme fields

Characterizing the behaviour of multivariate or spatial extreme values is of fundamental interest to understand how extreme events tend to occur. In this paper we propose to test for the asymptotic independence of bivariate maxima vectors. Our test statistic is derived from a madogram, a notion classically used in geostatistics to capture spatial structures. The test can be applied to bivariate vectors, and a generalization to the spatial context is proposed. For bivariate vectors, a comparison to the test by Falk and Michel (Ann Inst Stat Math 58:261–290, 2006) is conducted through a simulation study. In the spatial case, special attention is paid to pairwise dependence. A multiple test procedure is designed to determine at which lag asymptotic independence takes place. This new procedure is based on the bootstrap distribution of the number of times the null hypothesis is rejected. It is then tested on maxima of three classical spatial models and finally applied to two climate datasets.     

二项线性随机效应模型的拟蒙特卡罗估计

讨论了如何运用拟蒙特卡罗方法对二项线性随机效应模型进行参数估计.首先写出观测数据的边缘对数似然函数,然后用拟蒙特卡罗方法将函数中的积分写成求和的形式,接着利用Newton-Raphson算法计算参数的极大似然估计.以一组种子数据为例,说明该方法是简单可行的.     

Truncated Smoothing Newton Method for l_∞ Fitting Rotated Cones

In this paper, the rotated cone fitting problem is considered. In case the measured data are generally accurate and it is needed to fit the surface within expected error bound, it is more appropriate to use l∞ norm than l2 norm. l∞ fitting rotated cones need to minimize, under some bound constraints, the maximum function of some nonsmooth functions involving both absolute value and square root functions. Although this is a low dimensional problem, in some practical application, it is needed to fitting large...     

WHY INCREASED UNCERTAINTY MAY LEAD TO MORE RISKY BEHAVIOR

The purpose of this article is to investigate circumstances under which it may be optimal to deliberately harvest a fish stock to extinction applying a stochastic surplus growth model. It is known from the literature that deliberate extinction may result when there is critical depensation or when the discount rate is high compared to the intrinsic growth rate. Here it is shown that deliberate extinction may also be optimal when the degree of stochasticitry is high even with zero discounting. A high degree of stochasticity may have the same effect as critical depensation even though it is not present in the biological model. In other words, high uncertainty, instead of leading to more conservative harvesting as is usually expected, in this model result in more aggressive harvesting and more risky behavior. The main message is therefore always to try to keep the stock well above any critical limit.     

Computational error analysis of periodic solutions for singular semilinear parabolic problems

By using the monotone method, a theoretical and computational method is given to find, to the degree of accuracy desired, approximate solutions of a class of singular semilinear parabolic problems. So that the error between the actual solution and its approximation is within a given error tolerance, the number of iterations is determined. Since each iterate is in terms of an infinite series, the number of terms to be retained in each iterate is determined so that its error from the exact iterate is within a given error tolerance. An improved rate of convergence is then given to show that it is possible to reduce the number of terms retained in each iterate. An algorithm is also described to obtain numerical solutions. For illustration of the computational methods developed, a numerical example is given.     

A defense of indeterminism

My goal is to defend the indeterminist approach to vagueness, according to which a borderline vague utterance is neither true nor false. Indeterminism appears to contradict bivalence and the disquotational schema for truth. I agree that indeterminism compels us to modify each of these principles. Kit Fine has defended indeterminism by claiming that ordinary ambiguous sentences are neither true nor false when one disambiguation is true and the other is false. But even if Fine is right about sentences, his point does not seem to generalize to utterances. What the indeterminist needs -- and what ordinary ambiguity does not provide -- is an ambiguous utterance where what is being said is indeterminate between two different propositions. I will show that such cases exist. These cases imply that the modifications that indeterminism makes to bivalence and the disquotational schema are required independently of indeterminism, in fact independently of vagueness.     

ENDANGERED SPECIES AND NATURAL RESOURCE EXPLOITATION: EXTINCTION VS. COEXISTENCE

A model of renewable resource exploitation under event uncertainty is formulated. The model is applied to analyze the situation in which excessive water diversion for human needs can lead to the extinction of an animal population. Special attention is given to uncertainty regarding the conditions that lead to extinction. The manner in which the potential benefit foregone due to the species' extinction (the “extinction penalty”) induces more conservative exploitation policies is studied in detail. When the extinction penalty is ignored, the optimal policy is to drive the resource stock to a particular equilibrium level from any initial state. When the extinction penalty is accounted for and the conditions that lead to extinction are not fully understood (i.e., involve uncertainty), an interval of equilibrium states is identified, which depends on the penalty and on the immediate extinction risk.     

Almost-Normed Spaces of Functions with Given Asymptotics, Lagrangian Asymptotics, and Their Application to Ordinary Differential Equations

The concept of almost-normed spaces is introduced. It is proved that the space of sufficiently smooth functions asymptotically approximating to polynomials (of degrees no higher than a given one) as their argument tends to infinity is an almost-normed space. It is demonstrated that this space is a complete metric space with respect to the metrics generated by the almost-norm introduced. The space of functions strongly asymptotically approximating to polynomials is defined, and its embedding into the space of functions asymptotically approximating to polynomials is proved. The results obtained give a new approach to studying boundary-value problems with asymptotic initial value data at singular points of ordinary differential equations.     

几何对称法在求取某些区域格林函数中的应用

格林函数法是数学物理方程中一种常用的方法,适用于求解狄利克雷问题.针对几种特殊区域上的上狄利克雷问题,采用几何对称法求取这些区域对应的格林函数,该方法对于该区域上格林函数的求解是有效的.