约束粒子群算法求解自融资投资组合模型研究

在马克维茨投资组合的均值-方差模型框架下,给出限制投资数量的自融资投资组合优化模型.在金融市场上有广泛应用,为了有效地求解此类问题的最优解,采用一种基于广义学习策略的约束粒子群算法(CPSO).CPSO算法具有广义的学习策略,极大地提升了种群的多样性,进而提升种群跳出局部最优解的能力.在基准函数测试中,结果显示CPSO算法有较好的运行结果.在自融资投资组合优化模型上,优化结果表明CPSO算法是可行的,有效的,并有较好的优化结果.     

基于CUDA的边界变异量子粒子群优化算法

针对量子粒子群优化算法面对复杂优化问题时,临近最优解的搜索阶段存在收敛速度慢、在边界附近全局搜索性差的问题,提出了基于CUDA的边界变异量子粒子群优化算法.GPU(图形处理器)以多颗密集的计算核心模拟粒子的搜索过程,利用并发的优势提升粒子搜索速度;边界变异则通过以随机概率将边界粒子扩散到更大的搜索域,增加种群的多样性,提升粒子群的全局搜索性.对若干优化算法的仿真实验表明,所提出方法具有较好的全局收敛性,且同等目标精度下,取得了较高的有效加速比.     

混合变异粒子群优化算法及其应用

为改善粒子群优化算法在解决复杂优化问题时收敛质量不高的不足,提出了一种改进的粒子群优化算法,即混合变异粒子群优化算法(HMPSO).HMPSO算法采用了带有随机因子的惯性权重取值更新策略,降低了标准粒子群优化算法中由于粒子飞行速度过大而错过最优解的概率,从而加速了算法的收敛速度.此外,通过混合变异进化环节的引入,缓解了粒子种群在进化过程中的多样性与收敛性这一矛盾,使得算法的全局探索与局部开发得到有效平衡.利用经典的基准测试函数和平面冗余机械臂逆运动学问题的求解来验证提出算法的有效性,试验结果表明:与其他算法相比,HMPSO算法具有更快的收敛速度、更高的收敛精度、更强的收敛稳定性以及更低的计算成本.     

基于量子粒子群算法的电力系统负荷多目标优化分配

针对电力系统经济负荷优化分配问题,提出了一种基于量子粒子群的多目标优化算法.该算法通过将改进后的量子进化算法融合到粒子群中,采用量子位对粒子的当前位置进行编码,用量子旋转门实现对粒子最优位置的搜索,用量子非门实现粒子位置的变异以避免早熟收敛.这种搜索机制能够遍历解空间,增强种群的多样性,并能用量子位的概率幅将最优解表述为解空间中的多种表述形式,从而增强全局最优的可能性.最后,通过算例进行仿真分析,结果表明算法的搜索能力和优化效率均优于普通粒子群算法.     

基于改进的旗鱼优化算法求解Sylvester问题

Sylvester问题又称最小包围圆问题,提出了一种改进的旗鱼优化算法(ISFO)对其进行求解.首先对旗鱼优化算法(SFO)的寻优策略进行分析;其次,针对旗鱼优化算法种群初始化依赖,容易陷入局部最优等问题,引入Arnold映射初始化种群,提高算法的寻优能力;引入反向学习与柯西变异算子策略对全局最优解进行扰动产生新解,平衡算法的开发与勘探能力,避免算法出现早熟现象;然后和基本SFO算法与PSO算法使用6个基准测试函数进行仿真实验对比,结果表明ISFO算法相对于SFO算法收敛速度更快、精度更高、有效避免了早熟现象.最后使用ISFO、SFO、PSO对三个规模案例的Sylvester问题进行求解,证明了ISFO算法求解Sylvester问题的可行性与优越性.     

混沌反向学习柯西变异和声搜索算法

为了改善和声搜索算法的寻优性能,提出一种基于混沌反向学习及柯西变异的和声搜索算法.算法首先通过混沌反向学习策略初始化和声记忆库来增强初始种群的多样性;然后通过动态地改变参数PAR和BW来逃逸局部极值;接着在算法产生新解的过程中引入柯西变异策略来提高全局探索性能.最后通过对不同类型的基准测试函数进行寻优,并做了Wilcoxon秩和检验,其结果表明,所给改进算法在求解精度和收敛速度上均优于所涉及的对比算法,即所提算法是可行的.     

基于动态自适应t分布变异的人群搜索算法

针对人群搜索算法在进化后期大量个体聚集局部最优时,易陷入局部最优,搜索精度低的缺陷,提出一种基于t分布变异的人群搜索算法.算法使用动态自适应方式确定变异步长,引入t分布变异算子以融合柯西变异和高斯变异的优点,促进算法在进化早期具备良好的全局探索能力,在进化后期收获较强的局部开发能力,增加种群的多样性;采用边界缓冲墙策略处理越界问题,避免越界个体聚集在边界值上的缺陷.实验结果表明,算法比基本人群搜索算法具有更高的寻优精度和收敛速度,是一种有效的算法.     

基于正余双弦自适应灰狼优化算法的医药物流配送路径规划

针对传统灰狼优化算法易早熟收敛陷入局部最优和收敛速度慢的缺陷,提出一种正余双弦自适应灰狼优化算法.首先,在灰狼捕食阶段引入正弦搜索,增强算法的全局勘探能力,减少算法的搜索盲点,提高算法的搜索精度.在引入正弦搜索的同时,引入余弦搜索,增强算法的局部开发能力,提高算法的收敛速度.其次,在搜索过程中加入自适应交叉变异机制,通过适应度值的大小自适应选取交叉变异概率,有效的提高了粒子跳出局部最优的概率.通过数值对比试验,验证了改进算法具有较强的收敛精度和收敛速度.     

一种改进灰狼优化算法研究及应用

针对灰狼算法易陷入局部最优、收敛精度不高、收敛速度慢等缺点,提出一种改进的灰狼算法.引入莱维飞行,扩大搜索范围,增强全局搜索能力,避免陷入局部最优;引入贪婪原理,提升种群优良性以提高算法收敛精度;引入自适应收敛因子,加快收敛速度;引入动态权重策略,制约全局搜索与局部搜索的相互影响.将改进算法与其他四种算法作对比,实验表明,改进算法在收敛速度与收敛精度上都有更好的性能.最后,应用于图像多阈值分割中,采用GWO-Otsu法可以克服传统Otsu法在多阈值分割时计算量大,实时性差的特点,不但能够取得最优解,且明显缩减计算时间.     

求解多维背包问题的改进二进制粒子群算法

针对二进制粒子群算法在求解大规模多维背包问题时存在迭代次数过多、精度不高的不足,提出一种改进的二进制粒子群算法,新算法利用种群个体极值的平均信息和粒子的个体极值决定粒子当前取值的概率,使粒子可以充分利用整个种群的信息,避免算法陷入局部极值,并利用贪婪算法对进化过程中的不可行解进行修复,对背包资源利用不足的可行解进行修正.通过对典型多维背包问题的仿真实验和与其它算法的比较,表明算法有良好的全局优化能力和较好的收敛速度.     

Remarks on the Cauchy functional equation and variations of it

This paper examines various aspects related to the Cauchy functional equation \(f(x+y)=f(x)+f(y)\), a fundamental equation in the theory of functional equations. In particular, it considers its solvability and its stability relative to subsets of multi-dimensional Euclidean spaces and tori. Several new types of regularity conditions are introduced, such as one in which a complex exponent of the unknown function is locally measurable. An initial value approach to analyzing this equation is considered too and it yields a few by-products, such as the existence of a non-constant real function having an uncountable set of periods which are linearly independent over the rationals. The analysis is extended to related equations such as the Jensen equation, the multiplicative Cauchy equation, and the Pexider equation. The paper also includes a rather comprehensive survey of the history of the Cauchy equation.     

Enough Regular Cauchy Filters for Asymmetric Uniform and Nearness Structures

Quasi-nearness biframes provide an asymmetric setting for the study of nearness; in Frith and Schauerte (Quaest Math 33:507–530, 2010) a completion (called a quasi-completion) was constructed for such structures and in Frith and Schauerte (Quaest Math, 2012) completeness was characterized in terms of the convergence of regular Cauchy bifilters. In this paper questions of functoriality for this quasi-completion are considered and one sees that having enough regular Cauchy bifilters plays an important rôle. The quasi-complete strong quasi-nearness biframes with enough regular Cauchy bifilters are seen to form a coreflective subcategory of the strong quasi-nearness biframes with enough regular Cauchy bifilters. Here a significant difference between the symmetric and asymmetric cases emerges: a strong (even quasi-uniform) quasi-nearness biframe need not have enough regular Cauchy bifilters. The Cauchy filter quotient leads to further characterizations of those quasi-nearness biframes having enough regular Cauchy bifilters. The fact that the Cauchy filter quotient of a totally bounded quasi-nearness biframe is compact shows that any totally bounded quasi-nearness biframe with enough regular Cauchy bifilters is in fact quasi-uniform. The paper concludes with various examples and counterexamples illustrating the similarities and differences between the symmetric and asymmetric cases.     

关于线性偏微分方程的Cauchy问题的唯一性

<正> Cauchy问题的唯一性是偏微分方程的基本问题之一.经典的Cauchy-Kowalewski定理断言,解析方程或方程组的解析解是唯一的.1901年,Holmgren证明了,线性的解析方程或方程组的光滑解的唯一性.在取消关于系数的解析性的假设这个方向上的第一个结果是由Carleman在1939年给出的,他证明了两个自变量的相应结果,其中假设方程的主部的系数是实的,以及特征根是单重的,因而特征根的虚部如果不恒为零则总不为零.     

Completion of Probabilistic Uniform Limit Spaces

In this article completions of special probabilistic semiuniform convergence spaces are considered. It turns out that every probabilitic Cauchy space under a given t-norm T (triangular norm) has a completion which, in the special case of probabilistic Cauchy spaces with reference to T=min, coincides with the KentRichardson completion for probabilistic Cauchy spaces. Moreover, a completion of probabilistic uniform limit spaces wrt T=min is given which in case of constant probabilistic uniform limit spaces coincides with the Wyler completion.     

The generalized Cauchy problem with data on two surfaces for a quasilinear analytic system

We consider the generalized Cauchy problem with data on two surfaces for a second-order quasilinear analytic system. The distinction of the generalized Cauchy problem from the traditional statement of the Cauchy problem is that the initial conditions for different unknown functions are given on different surfaces: for each unknown function we pose its own initial condition on its own coordinate axis. Earlier, the generalized Cauchy problem was considered in the works of C. Riquier, N. M. Gyunter, S. L. Sobolev, N. A. Lednev, V. M. Teshukov, and S. P. Bautin. In this article we construct a solution to the generalized Cauchy problem in the case when the system of partial differential equations additionally contains the values of the derivatives of the unknown functions (in particular outer derivatives) given on the coordinate axes. The last circumstance is a principal distinction of the problem in the present article from the generalized Cauchy problems studied earlier.     

Convergence analysis for the Cauchy problem of Laplace’s equation by a regularized method of fundamental solutions

In this paper, we consider the Cauchy problem of Laplace’s equation in the neighborhood of a circle. The method of fundamental solutions (MFS) combined with the discrete Tikhonov regularization is applied to obtain a regularized solution from noisy Cauchy data. Under the suitable choices of a regularization parameter and an a priori assumption to the Cauchy data, we obtain a convergence result for the regularized solution. Numerical experiments are presented to show the effectiveness of the proposed method.     

A Cauchy kernel for slice regular functions

In this article, we show how to construct a regular, non-commutative Cauchy kernel for slice regular quaternionic functions. We prove an (algebraic) representation formula for such functions, which leads to a new Cauchy formula. We find the expression of the derivatives of a regular function in terms of the powers of the Cauchy kernel, and we present several other consequent results.     

用柯西准则证明几个相关命题

以方法为中心探索性教学。可以提高学生的数学创新思维能力．本利用柯西准则证明了无穷级数与广义积分中的几个相关命题。     

Singular integral equation with Cauchy kernel on a complicated contour

We present a reasonably comprehensive exposition of the theory of a singular integral equation with Cauchy kernel for the case in which the integration contour is a set of disjoint smooth open arcs. We construct numerical schemes for this equation and give an order estimate for the accuracy of the approximate solutions.