Primal cutting plane algorithms revisited

Dual fractional cutting plane algorithms, in which cutting planes are used to iteratively tighten a linear relaxation of an integer program, are well-known and form the basis of the highly successful branch-and-cut method. It is rather less well-known that various primal cutting plane algorithms were developed in the 1960s, for example by Young. In a primal algorithm, the main role of the cutting planes is to enable a feasible solution to the original problem to be improved. Research on these algorithms has been almost non-existent.  In this paper we argue for a re-examination of these primal methods. We describe a new primal algorithm for pure 0-1 problems based on strong valid inequalities and give some encouraging computational results. Possible extensions to the case of general mixed-integer programs are also discussed.     

Generalized Longo–Rehren Subfactors and α-Induction

We study the recent construction of subfactors by Rehren which generalizes the Longo–Rehren subfactors. We prove that if we apply this construction to a non-degenerately braided subfactor N⊂M and α^±-induction, then the resulting subfactor is dual to the Longo–Rehren subfactor M⊗M ^opp⊂R arising from the entire system of irreducible endomorphisms of M resulting from α^plusmn;-induction. As a corollary, we solve a problem on existence of braiding raised by Rehren negatively. Furthermore, we generalize our previous study with Longo and Müger on multi-interval subfactors arising from a completely rational conformal net of factors on S ¹ to a net of subfactors and show that the (generalized) Longo–Rehren subfactors and α-induction naturally appear in this context. Received: 11 September 2001 / Accepted: 7 October 2001     

Complete ideals and singularities of space curves

We consider complete ideals supported on finite sequences of infinitely near points, in regular local rings with dimensions greater than two. We study properties of factorizations in Lipman special *-simple complete ideals. We relate it to a type of proximity, linear proximity, of the points, and give conditions in order to have unique factorization. Several examples are presented. Received: 2 February 2000 / in final form: 14 March 2001 / Published online: 18 January 2002     

标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

On a bifurcation governed by hysteresis nonlinearity

We consider autonomous systems with a nonlinear part depending on a parameter and study Hopf bifurcations at infinity. The nonlinear part consists of the nonlinear functional term and the Prandtl--Ishlinskii hysteresis term. The linear part of the system has a special form such that the close-loop system can be considered as a hysteresis perturbation of a quasilinear Hamiltonian system. The Hamiltonian system has a continuum of arbitrarily large cycles for each value of the parameter. We present sufficient conditions for the existence of bifurcation points for the non-Hamiltonian system with hysteresis. These bifurcation points are determined by simple characteristics of the hysteresis nonlinearity.     

CMS physics overview

The principal physics goals of the Compact Muon Solenoid experiment under construction at the Large Hadron Collider at CERN in Geneva are reviewed. Procedures to search for the Standard Model Higgs boson, supersymmetric Higgses and other supersymmetric particles are described.     

考虑到束-波相互作用的速调管离子噪声二维模拟

采用粒子模拟的方法并考虑电子束与电磁波的相互作用，首次直接得到了速调管输出信号的离子噪声图像，阐述了束电子、二次电子、离子、电磁场之间的相互作用的动力学过程. 指出离子噪声所表现出来的相位波动是由电子束速度的波动引起的，电子束速度的变化来源于管内离子数量的变化，离子的数量的变化又与电子束状态变化相互影响，这是离子噪声产生的根本原因. 二次电子对离子噪声产生过程的影响甚微，但是其行为却反映了离子噪声的形成机理. 离子噪声引发的输出信号幅度波动取决于电子束速度和半径的改变，与离子行为密切相关. 关键词： 离子噪声 速调管 粒子模拟 电子束     

Two modifications of the least cost per period heuristic for dynamic lot-sizing

This paper proposes two constructive heuristics for the well-known single-level uncapacitated dynamic lot-sizing problem. The proposed heuristics, called net least period cost (nLPC) and nLPC(i), are developed by modifying the average period cost concept from Silver and Meal's heuristic, commonly known as least period cost (LPC). An improved tie-breaking stopping rule and a locally optimal decision rule are proposed in the second heuristic to enhance performance. We test the effectiveness of the proposed heuristics by using 20 benchmarking test problems frequently used in the literature. Furthermore, we perform a large-scale simulation study involving three factors, 50 experimental conditions, and 100?000 randomly generated problems to evaluate the proposed heuristics against LPC and six other well-known constructive heuristics in the literature. The simulation results show that both nLPC and nLPC(i) produce average holding and setup costs lower than or equal to those of LPC in every one of the 50 experimental conditions. The proposed heuristics also outperform each of the six other heuristics evaluated in all experimental conditions, without an increase in computational requirements. Lastly, considering that both nLPC and nLPC(i) are fairly simple for practitioners to understand and that lot-sizing heuristics have been commonly used in practice, there should be a very good chance for practical applications of the proposed heuristics.