共查询到20条相似文献,搜索用时 140 毫秒
1.
Zhu Dongjin 《应用概率统计》2012,28(4):337-344
本文引入了随机环境中马氏链平稳分布的概念. 在合适的条件下, 给出了随机环境中马氏链的平稳分布存在的一些充分条件. 特别地, 讨论了Cogburn链的平稳分布存在性问题. 同时, 构造了一个随机环境中马氏链的例子, 它的平稳分布是存在的. 相似文献
2.
3.
4.
5.
模拟退火算法改进综述及参数探究 总被引:2,自引:0,他引:2
《大学数学》2015,(6):96-103
回顾模拟退火算法流程,对模拟退火算法现有的改进方法进行了系统的总结与评价.将模拟退火算法应用于求解Sobol’g函数的最小值,进而对模拟退火算法的三个关键参数:降温函数、初末温和马氏链长度进行探究. 相似文献
6.
从p-m链到随机环境中的马氏链 总被引:8,自引:0,他引:8
第一节引进了p-m链的概念,并用之构造了与它相应的随机环境中的马氏链和绕积马氏链.第二节引进了一系列与随机环境中的马氏链相关的概率特性函数,并得到了这些函数之间的一系列关系.这些结果是经典马氏链的相应结果的一般化,它们在随机环境中的马氏链的极限理论的研究中是很有用的. 相似文献
7.
研究了随机环境中马氏链的周期性,引入了随机环境中马氏链的正常返和零常返,利用状态的周期讨论了随机环境中马氏链的正常返性,给出了状态正常返的若干充分条件,从而推广了经典马氏链的相应结论. 相似文献
8.
9.
该文给出了绕积马氏链的特征数和状态的定义, 利用一般马氏链的理论讨论了随机环 境中的马氏链的各种状态的特征以及各类状态之间的联系, 还给出了在联合空间不可分解且 正则本质的条件下, 状态正则本质的充要条件. 最后举例说明了经典马氏链和随机环境中马氏链的状态的区别. 相似文献
10.
11.
Discrete sensor placement problems in distribution networks 总被引:1,自引:0,他引:1
We consider the problem of placing sensors in a network to detect and identify thesource of any contamination. We consider two variants of this problem:
- (1) sensor-constrained: we are allowed a fixed number of sensors and want to minimize contaminationdetection time; and
(2) time-constrained: we must detect contamination within a given time limit and want to minimize the number of sensors required.
Our main results are as follows. First, we give a necessary and sufficient condition for source identification.Second, we show that the sensor and time constrained versions of the problem are polynomially equivalent. Finally, we show that the sensor-constrained version of the problem is polynomially equivalent to the asymmetric k-center problem and that the time-constrained version of the problem is polynomially equivalent to the dominating set problem. 相似文献
12.
A.H. Borzabadi A.V. Kamyad M.H. Farahi H.H. Mehne 《Applied mathematics and computation》2005,170(2):3439-1435
In this paper we solve a collection of optimal path planning problems using a method based on measure theory. First we consider the problem as an optimization problem and then we convert it to an optimal control problem by defining some artificial control functions. Then we perform a metamorphosis in the space of problem. In fact we define an injection between the set of admissible pairs, containing the control vector function and a collision-free path defined on free space and the space of positive Radon measures. By properties of this kind of measures we obtain a linear programming problem that its solution gives rise to constructing approximate optimal trajectory of the original problem. Some numerical examples are proposed. 相似文献
13.
Lars Eldén 《BIT Numerical Mathematics》1990,30(3):466-483
We study a linear, discrete ill-posed problem, by which we mean a very ill-conditioned linear least squares problem. In particular we consider the case when one is primarily interested in computing a functional defined on the solution rather than the solution itself. In order to alleviate the ill-conditioning we require the norm of the solution to be smaller than a given constant. Thus we are lead to minimizing a linear functional subject to two quadratic constraints. We study existence and uniqueness for this problem and show that it is essentially equivalent to a least squares problem with a linear and a quadratic constraint, which is easier to handle computationally. Efficient algorithms are suggested for this problem. 相似文献
14.
Arno Jüschke Johannes Jahn Andreas Kirsch 《Computational Optimization and Applications》1997,7(3):261-276
In this paper we consider a special optimization problem withtwo objectives which arises in antenna theory. It is shown that thisabstract bicriterial optimization problem has at least one solution.Discretized versions of this problem are also discussed, and therelationships between these finite dimensional problems and the infinitedimensional problem are investigated. Moreover, we presentnumerical results for special parameters using a multiobjectiveoptimization method. 相似文献
15.
Global Method for Monotone Variational Inequality Problems with Inequality Constraints 总被引:2,自引:0,他引:2
J. M. Peng 《Journal of Optimization Theory and Applications》1997,95(2):419-430
We consider optimization methods for monotone variational inequality problems with nonlinear inequality constraints. First, we study the mixed complementarity problem based on the original problem. Then, a merit function for the mixed complementarity problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original variational inequality problem is reformulated as simple bounded minimization. Under certain assumptions, we show that any stationary point of the optimization problem is a solution of the problem considered. Finally, we propose a descent method for the variational inequality problem and prove its global convergence. 相似文献
16.
本对钻井布局问题的研究,首先给出图论模型对问题1得出最多可利用4口旧井,井号为2、4、5、10。利用矩形对角线法对问题2得出最多可利用6口旧井,井号为1、6、7、8、9、11。同时利用矩形对角线法给出判定这些井均可利用的条件和算法。 相似文献
17.
In many linear parameter estimation problems, one can use the mixed least squares–total least squares (MTLS) approach to solve them. This paper is devoted to the perturbation analysis of the MTLS problem. Firstly, we present the normwise, mixed, and componentwise condition numbers of the MTLS problem, and find that the normwise, mixed, and componentwise condition numbers of the TLS problem and the LS problem are unified in the ones of the MTLS problem. In the analysis of the first‐order perturbation, we first provide an upper bound based on the normwise condition number. In order to overcome the problems encountered in calculating the normwise condition number, we give an upper bound for computing more effectively for the MTLS problem. As two estimation techniques for solving the linear parameter estimation problems, interesting connections between their solutions, their residuals for the MTLS problem, and the LS problem are compared. Finally, some numerical experiments are performed to illustrate our results. 相似文献
18.
《Operations Research Letters》2023,51(1):84-91
In this paper, we study the bilevel programming problem with discrete polynomial lower level problem. We start by transforming the problem into a bilevel problem comprising a semidefinite program (SDP for short) in the lower level problem. Then, we are able to deduce some conditions of existence of solutions for the original problem. After that, we again change the bilevel problem with SDP in the lower level problem into a semi-infinite program. With the aid of the exchange technique, for simple bilevel programs, an algorithm for computing a global optimal solution is suggested, the convergence is shown, and a numerical example is given. 相似文献
19.
D. A. Carlson 《Journal of Optimization Theory and Applications》1993,78(3):465-491
In this paper, we consider the Lagrange problem of optimal control defined on an unbounded time interval in which the traditional convexity hypotheses are not met. Models of this form have been introduced into the economics literature to investigate the exploitation of a renewable resource and to treat various aspects of continuous-time investment. An additional distinguishing feature in the models considered is that we do not assume a priori that the objective functional (described by an improper integral) is finite, and so we are led to consider the weaker notions of overtaking and weakly overtaking optimality. To treat these models, we introduce a relaxed optimal control problem through the introduction of chattering controls. This leads us naturally to consider the relationship between the original problem and the convexified relaxed problem. In particular, we show that the relaxed problem may be viewed as a limiting case for the original problem. We also present several examples demonstrating the applicability of our results. 相似文献
20.
Greg Aloupis Jean Cardinal Sébastien Collette Erik D. Demaine Martin L. Demaine Muriel Dulieu Ruy Fabila-Monroy Vi Hart Ferran Hurtado Stefan Langerman Maria Saumell Carlos Seara Perouz Taslakian 《Computational Geometry》2013,46(1):78-92
Given an ordered set of points and an ordered set of geometric objects in the plane, we are interested in finding a non-crossing matching between point–object pairs. In this paper, we address the algorithmic problem of determining whether a non-crossing matching exists between a given point–object pair. We show that when the objects we match the points to are finite point sets, the problem is NP-complete in general, and polynomial when the objects are on a line or when their size is at most 2. When the objects are line segments, we show that the problem is NP-complete in general, and polynomial when the segments form a convex polygon or are all on a line. Finally, for objects that are straight lines, we show that the problem of finding a min-max non-crossing matching is NP-complete. 相似文献