考虑路径风险的需求不确定应急物流定位-路径问题

针对自然灾害对路网造成的破坏性和受灾点物资需求量的不确定性,综合考虑应急物流路径风险和物资分配的时间公平性,将路径风险定量化为路径通行能力风险、路径损毁风险和路径复杂性,基于鲁棒优化理论,以最小化车辆最长配送时间和应急物流系统总成本为目标,建立了双目标多物资定位-路径优化模型,采用遗传算法对其求解,以汶川地震应急救援相关数据为例进行了数据仿真实验。实验结果的对比分析表明:在考虑路径风险下,随着控制系数的增加,系统总成本和最长配送时间目标值均呈现增大的趋势;受灾点的物资需求扰动越大,构建应急物流系统的总成本越高。算例结果也验证了鲁棒优化方法在处理不确定需求方面的有效性,为解决自然灾害后应急设施点的开设和救援物资的安全及时准确配送提供了有效的方法。     

鲁棒半监督ν-支持向量分类机

支持向量机在近十年成为机器学习的主要学习技术,而且已经成功应用到有监督学习问题中。Fung和Mangasarian利用支持向量机对于既有已标类别样本又有未知类别样本的训练集进行训练,方法主要是利用少量已标明类别的样本进行训练得到一个分类器的同时对于未标明类别的样本进行分类,使得间隔最大化。此优化问题中假定样本是精确的,而在现实生活中,样本通常带有统计误差。因此,考虑样本带有扰动信息的半监督两类分类问题,给出鲁棒半监督v-支持向量分类算法。该算法的参数v易于选择,而数值试验也表明该算法具有良好的稳定性和较好的分类结果。     

用于JPEG2000图像认证的鲁棒性水印算法

针对JPEG2000图像压缩标准所具有的渐进传输、一次编码多次解码等特性,提出了一种基于图像特征的鲁棒性图像认证算法.该算法在JPEG2000编码过程中,先根据图像不变特征,生成认证水印,再根据实际的鲁棒性认证需求,在量化后的小波系数中确定每个子带的认证水印嵌入位平面,最后基于小波系数位平面的特征嵌入认证水印.算法不仅能适应JPEG2000各种灵活的编码方式,还能定位图像篡改的位置.实验结果验证了图像认证算法对可允许图像操作的鲁棒性以及对图像篡改的敏感性.     

基于JGLM-RM模型的动态稳健设计及其应用

根据动态稳健设计的基本思想和方法,结合联合广义线性模型(Joint Generalized linearmodel)和响应模型(Response model)各自的特点和优势,构建出基于JGLM-RM的动态稳健设计模型。利用新模型对具体工业案例进行了实证研究,结果表明新模型不仅能有效地区分具体噪声因子和潜在噪声因子对整个过程波动的影响,而且能够灵活地调节模型的截距和斜率。此外,新模型引入了均值和散度的联合广义线性模型因此能适应广泛的响应类型。     

灰色中立随机线性时滞系统的稳定性分析(英文)

通过使用灰色矩阵覆盖集的分解方法和矩阵范数的性质,构造李雅普诺夫函数,研究了灰色中立随机线性时滞系统的鲁棒稳定性和几乎指数鲁棒稳定性.     

Robust optimization with applications to game theory

In this article, we investigate robust optimization equilibria with two players, in which each player can neither evaluate his opponent's strategy nor his own cost matrix accurately while may estimate a bounded set of the strategy or cost matrix. We obtain a result that solving this equilibria can be formulated as solving a second-order cone complementarity problem under an ellipsoid uncertainty set or a mixed complementarity problem under a box uncertainty set. We present some numerical results to illustrate the behaviour of robust optimization equilibria.     

Complex structured singular value analysis using fixed-structure dynamic D-scales

Models of systems are always inexact. Hence, to better predict the performance of a system it is necessary to take into account uncertainty in a nominal model of a system. The structured singular value was developed to nonconservatively analyze robust stability and performance for systems with multiple-block uncertainty. In practice, optimization techniques are used to compute an upper bound on the structured singular value. For dynamic uncertainty with bounded magnitude and arbitrary phase (i.e., "complex uncertainty"), the standard approach to computing an upper bound involves finding diagonal scaling matrices D(jω) that minimize σ_max (D(jω)G(jω)D^-1(jω)) over a (theoretically) infinite number of frequencies. The order of the corresponding stable, minimum phase, rational function D(s) (if it exists) is hence arbitrary, which can lead to very high order controllers when D(s) is used for controller synthesis. This paper develops a fixed-structure approach to computing an upper bound for the complex structured singular value. In particular, by relying on results from mixed-norm H₂/H_∞ analysisD(s) is a priori constrained to be a rational matrix function of a chosen order and a new approach to computing an upper bound on the structured singular value is developed. The results are illustrated using two examples which clearly demonstrate the suboptimality of standard curve fitting. The proposed approach can be extended to mixed uncertainty and structured singular value controller synthesis without D — K type iteration.     

Robust Optimization for the Connected Facility Location Problem

In this paper we present a robust optimization (RO) model for the Connected Facility Location (ConFL) problem within the framework introduced by Bertsimas and Sim [Bertsimas, D. and M. Sim, Robust discrete optimization and network flows, Mathematical Programming 98 (2003), pp. 49–71], and show how to use a heuristic in conjunction with a lower bounding mechanism to rapidly find high-quality solutions. The use of a heuristic and a lower bound mechanism within this RO approach decreases significantly its computational time and broadens its applicability to other NP-hard problems. Here we present some of our computational results that attest to the efficiency of the approach, particularly on the Robust ConFL problem.     

ROBUST WEAK ERGODICITY AND STABLE ERGODICITY

In this paper, we define robust weak ergodicity and study the relation between robust weak ergodicity and stable ergodicity for conservative partially hyperbolic systems. We prove that a Cr(r > 1) cons...