Exact solution of the soft-clustered vehicle-routing problem

The soft-clustered vehicle-routing problem (SoftCluVRP) extends the classical capacitated vehicle-routing problem by one additional constraint: The customers are partitioned into clusters and feasible routes must respect the soft-cluster constraint, that is, all customers of the same cluster must be served by the same vehicle. In this article, we design and analyze different branch-and-price algorithms for the exact solution of the SoftCluVRP. The algorithms differ in the way the column-generation subproblem, a variant of the shortest-path problem with resource constraints (SPPRC), is solved. The standard approach for SPPRCs is based on dynamic-programming labeling algorithms. We show that even with all the recent acceleration techniques (e.g., partial pricing, bidirectional labeling, decremental state space relaxation) available for SPPRC labeling algorithms, the solution of the subproblem remains extremely difficult. The main contribution is the modeling and solution of the subproblem using a branch-and-cut algorithm. The conducted computational experiments prove that branch-and-price equipped with this integer programming-based approach outperforms sophisticated labeling-based algorithms by one order of magnitude. The largest SoftCluVRP instances solved to optimality have more than 400 customers or more than 50 clusters.     

一种基于直觉模糊集的群决策方法

利用直觉模糊集理论研究专家意见为{满意,不满意,弃权}三种形式的群决策问题.在构建群决策模型的过程中,分如下两种情形分别将专家意见综合为直觉模糊集:一是首先综合单个专家根据各准则给出的方案评估值;二是首先对单个准则综合所有专家给出的方案评估值.由此建立两个群决策模型.对由直觉模糊集表示的群决策结果,利用推广的TOPSIS方法对它们进行排序选优.最后给出一个应用实例.     

基于B-K二叉树利率模型的巨灾债券定价研究

针对一种巨灾保险风险证券化产品-巨灾债券的定价问题,首次考虑了我国短期利率的期限结构,并在此基础上提出了Black-Karasinski利率二叉树建立方法(B-K模型),以此确定了中国短期无风险利率,最后通过Louberge巨灾债券理论定价方法试着对我国假想台风损失巨灾债券进行了具体定价,为我国进行巨灾保险风险证券化定价方面提供了一种新的尝试.     

规模报酬递增、要素供给结构与经济增长研究

要素供给结构是要素在生产活动中配置产生的直接结果。理论分析表明在规模报酬递增生产函数前提假设下,物质资本、人力资本供给结构与均衡产出正相关,产出是二者供给结构变量的增函数。对中国经济增长的实证分析表明建国后特别是改革开放以来,以物质资本扩张为主要特征的要素供给结构对产出的增长产生了较大的推动作用,但长期来看,相对于巨大的物质资本积累而言,中国人力资本的积累太少,要素间配置效率开始恶化,这将制约中国的长期经济增长。增加人力资本投资并优化人力资本和物质资本投资结构是解决这一问题的主要途径。     

基于粗糙集的北部湾区域物流发展协调性评价

本文通过建立不完备序决策系统下的概率优势关系模型,提出了条件属性集与决策属性集之间的协调度概念,将这一方法用于评价广西北部湾经济圈各区域物流发展与经济发展之间的适应性与协调性,得出了桂林、梧州、玉林、柳州、南宁、北海等地处于物流发展落后状态,防城港、贵港等地处于物流发展领先状态而其余各地相对协调的结论,相关结论可为政府平衡各地经济与物流发展提供建议。     

模与环的(■,U)-M-凝聚性

设N是一个无穷基数,U是平坦的右R-模,M是左R-模.称左R-模N是((N),U)-M-凝聚的,如果对任意的B/A→Rm,其中0≤A相似文献   

Entropy analysis of stochastic processes at finite resolution

The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, which necessarily reduces them to finite sequences of real numbers. In order to relate these data sets to realizations of the original stochastic processes (to any functions, indeed) it is obligatory to choose an interpolation space (for example, the space of band-limited functions). Clearly, this choice is crucial if the intent is to approximate optimally the original processes inside the interval of measurement. Here, we argue that discrete wavelets are suitable to this end. The wavelet approximations of stochastic processes allow us to define an entropy measure for the order–disorder balance of evolution regimes of complex systems, where order is understood as confinement of energy in simple local modes. We calculate exact results for the fractional Brownian motion (fBm), with application to Kolmogorov K41 theory for fully developed turbulence.     

等效化简带有广义优先关系的时间-费用权衡问题

对于经典的时间-费用权衡问题,工序之间只存在单一时间约束,可用CPM网络表示。但是对于工序之间存在多种时间约束的时间-费用权衡问题,包括最大和最小时间约束(称为广义优先关系,简称GPRs),则只能用GPRs网络表示,比CPM网络复杂许多。首先,论述了带有GPRs的时间-费用权衡问题与经典问题的巨大差别:在GPRs中,(1)缩短某些关键工序的工期能使总工期缩短,但缩短另一些关键工序的工期反而能使总工期延长;(2)缩短或延长工序的工期可能会破坏项目自身的可行性;等。其次,研究了GPRs网络的特性,推导出该网络的路长定理。第三,根据该定理,设计出等效化简带有GPRs的大型时间-费用权衡问题的简单方法,从而大幅减小求解该问题的难度和计算量。最后,通过算例演示了该方法。     

需求预测更新条件下两阶段电子商务供应链契约协调

研究了一类在贝叶斯需求预测更新情形下,生命周期中采用B2C与C2B两阶段进行产品销售的供应链模型,研究发现无法使用单一契约来协调供应链。在此基础上,设计了具有供应商价格折扣契约与零售商承诺订购契约的两阶段供应链契约协调机制,证明了两阶段协调机制能够实现供应链的帕累托改进。算例分析表明了两阶段契约协调机制的有效性,并发现能够实现供应链完美协调的契约参数不一定在帕累托集合内,供应链不一定能够达到完美协调;且由于零售商与供应商的最优契约参数不同,需要通过零售商与供应商之间的谈判达到纳什均衡。     

Merger effect of two firms under network equilibrium

This paper studies the merger effect of two firms under the price competition of n firms, represented by n nodes on a linear network equilibrium model. The difference of profits between pre- and post-merger of the two firms can be described explicitly in terms of the substitution matrix. In general, the evaluation of the merger effect requires the knowledge of the substitution effects among all n nodes. For some interesting special cases, however, we obtain simple qualitative results. Specifically, the profitability of the merger can be predicted from the substitution effect of the two firms. Numerical examples exhibit the usefulness of our results.