A finite cutting plane method for facial disjunctive programs

This paper shows that any linear disjunctive program with a finite number of constraints can be transformed into an equivalent facial program. Based upon linear programming technique, a new, finite cutting plane method is presented for the facial programs.

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Zusammenfassung Die Arbeit zeigt, daß jedes lineare disjunktive Optimierungsproblem mit endlich vielen Restriktionen in ein äquivalentes Fazetten-Problem transformiert werden kann. Auf der Grundlage von linearer Optimierungstechnik wird für das Fazetten-Problem ein neues, endliches Schnittebenenverfahren vorgestellt.

     

基于单纯形方法的双层线性规划全局优化算法

通过分析双层线性规划可行域的结构特征和全局最优解在约束域的极点上达到这一特性,对单纯形方法中进基变量的选取法则进行适当修改后,给出了一个求解双层线性规划局部最优解方法,然后引进上层目标函数对应的一种割平面约束来修正当前局部最优解,直到求得双层线性规划的全局最优解.提出的算法具有全局收敛性,并通过算例说明了算法的求解过程.     

Restorations of punctured languages and similarity of languages

Punctured languages are languages whose words are partial words in the sense that the letters at some positions are unknown. We investigate to which extent restoration of punctured languages is possible if the number of unknown positions or the proportion of unknown positions per word, respectively, is bounded, and we study their relationships for different boundings. The considered restoration classes coincide with similarity classes according to some kind of similarity for languages. Thus all results we can also formulate in the language of similarity. We show some hierarchies of similarity classes for each class from the Chomsky hierarchy and prove the existence of linear languages which are not δ ‐similar to any regular language for any δ < ½. For δ ≥ ½ this is unknown but it could only be possible in the case of non‐slender linear languages. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

多元线性回归应用于近代物理实验

本文介绍非线性方程转化直线性方程和多元线性回归法来分析近代物理实验中塞曼效应分裂干涉圆环多处选点测量的处理过程。     

Bayesian Probabilities and the Histories Algebra

We attempt a justification of a generalisation of the consistent histories programme using a notion of probability that is valid for all complete sets of history propositions. This consists of introducing Cox's axioms of probability theory and showing that our candidate notion of probability obeys them. We also give a generalisation of Bayes' theorem and comment upon how Bayesianism should be useful for the quantum gravity/cosmology programmes. PACS: 02.50.Cw;03.65.Ta;04.60.-m.     

Vibrational spectra of (NH4)3ZnCl5

IR and Raman spectra of (NH₄)₃ZnCl₅ have been recorded. The observed spectra have been analysed on the basis of the vibrations of ZnCl ₄ ²⁻ and NH ₄ ⁺ ions. The appearance of multiple Raman bands indicates the presence of two different types of ammonium ions. The effect of anisotropic crystalline field over the ZnCl₄ and NH₄ tetrahedra is also discussed. The assignment of internal modes has been verified by the potential energy distribution calculations.     

Generalized indices of operators inB(H)

A generalized dimension is further developed. Here subtraction and addition of two generalized dimensions are defined, so that the operations: ∞ ± n = ∞, ∞ + ∞ = ∞, which used to play an inflexible role, are refined and moreover, ∞ - ∞, which used to be meaningless, is done in sense. Then generalized index for semi-Fred-holm operators is developed to wholeB(H), i.e. all of bounded linear operators in Hilbert spaceH. Theorem 2.2 is proved with an example, which is in contradiction to a known proposition for semi-Fredholm operators in form, practically a refined result of the known proposition. Then, it is proved thatB(H) is the union of countably many disjoint arewise connected sets over all the generalized dimensions ofB(H). Project supported by the National Natural Science Foundation of China     

解可分离约束双凹规划问题的一种外逼近方法[英文]

在本文中，我们提出了双凹规划问题和更一般的广义凹规划问题。我们给出了双凹规划问题的整体最优性条件，并构造了一个有限终止外逼近算法。     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

Differential–algebraic equations in multibody system modeling

Numerical methods for the efficient integration of both stiff and nonstiff equations of motion of multibody systems having the form of differential-algebraic equations (DAE) of index 3 are discussed. Linear multi-step ABM and BDF methods are considered for the non-iterational integration of nonstiff DAE. The Park method is proposed for integration of stiff equations. This revised version was published online in June 2006 with corrections to the Cover Date.