Simplest optimal cutting patterns for equal rectangles

This paper presents branch-and-bound algorithms that can guarantee the simplest optimal cutting patterns of equal rectangles. An existing linear algorithm determines the global upper bound exactly. The branching process ends when a branch of a lower bound equal to the global upper bound is found.     

Discrete global descent method for discrete global optimization and nonlinear integer programming

A novel method, entitled the discrete global descent method, is developed in this paper to solve discrete global optimization problems and nonlinear integer programming problems. This method moves from one discrete minimizer of the objective function f to another better one at each iteration with the help of an auxiliary function, entitled the discrete global descent function. The discrete global descent function guarantees that its discrete minimizers coincide with the better discrete minimizers of f under some standard assumptions. This property also ensures that a better discrete minimizer of f can be found by some classical local search methods. Numerical experiments on several test problems with up to 100 integer variables and up to 1.38 × 10¹⁰⁴ feasible points have demonstrated the applicability and efficiency of the proposed method.     

Rn上的非初等变换群及其极限集

该文对高维非初等Mò'bius变换群进行了研究,得到了一些重要性质,给出了几个关于离散准则和代数收敛性的定理.     

A solution procedure for the discrete time, cost and quality tradeoff problem using electromagnetic scatter search

Decisions concerning a project’s expedition, traditionally involved considerations regarding time and cost tradeoff. It was recently suggested that the quality of a project should also be taken into considerations. In this paper, we propose a meta-heuristic solution procedure for the discrete time, cost and quality tradeoff problem. This problem involves the scheduling of project activities in order to minimize the total cost of the project while maximizing the quality of the project and also meeting a given deadline. We apply a so called electromagnetic scatter search to solve this problem. In this process, we initially generate a population of feasible solutions. In so doing, we use frequency memory to well sample the feasible region. A number of these solutions are then selected and improved locally. The improved solutions are then combined to generate new set of solutions. The combination process utilizes attraction–repulsion mechanisms borrowed from the electromagnetism theory. The whole process is stopped when no significant improvement in the set of solutions are observed. The validity of the proposed solution procedure is demonstrated, and its applicability is tested on a randomly generated large and complex problem having 19,900 activities.     

Diameter graphs of polygons and the proof of a conjecture of Graham

We show that for an n-gon with unit diameter to have maximum area, its diameter graph must contain a cycle, and we derive an isodiametric theorem for such n-gons in terms of the length of the cycle. We then apply this theorem to prove Graham's 1975 conjecture that the diameter graph of a maximal 2m-gon (m?3) must be a cycle of length 2m−1 with one additional edge attached to it.     

An extension of gap functions for a system of vector equilibrium problems with applications to optimization problems

In this paper, the notion of gap functions is extended from scalar case to vector one. Then, gap functions and generalized functions for several kinds of vector equilibrium problems are shown. As an application, the dual problem of a class of optimization problems with a system of vector equilibrium constraints (in short, OP) is established, the concavity of the dual function, the weak duality of (OP) and the saddle point sufficient condition are derived by using generalized gap functions. This work was supported by the National Natural Science Foundation of China (10671135) and the Applied Research Project of Sichuan Province (05JY029-009-1).     

Numerical analysis for stochastic age-dependent population equations with Poisson jumps

In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution.     

Contractive multifunctions, fixed point inclusions and iterated multifunction systems

We study the properties of multifunction operators that are contractive in the Covitz-Nadler sense. In this situation, such operators T possess fixed points satisfying the relation x∈Tx. We introduce an iterative method involving projections that guarantees convergence from any starting point x₀∈X to a point x∈XT, the set of all fixed points of a multifunction operator T. We also prove a continuity result for fixed point sets XT as well as a “generalized collage theorem” for contractive multifunctions. These results can then be used to solve inverse problems involving contractive multifunctions. Two applications of contractive multifunctions are introduced: (i) integral inclusions and (ii) iterated multifunction systems.     

Computing strategies for achieving acceptability: A Monte Carlo approach

We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies.