基于直觉模糊规划的多目标投资组合选择模型

将直觉模糊集合的概念引入投资组合模型中,并将多目标投资组合模型中的收益、方差和偏度三个目标模糊化,用隶属函数与非隶属函数作为新的目标函数.针对该模糊多目标投资组合模型,提出了一个动态遗传算法,算例给出了该模型的一个实例的最优解.     

基于模糊双线性模型的非线性系统的跟踪控制

研究一种基于T-S模糊双线性系统的跟踪控制器设计及稳定性分析.使用分布并行补偿法(PDC)设计了模糊控制器,得到模糊双线性系统跟踪控制渐近稳定的充分条件,仿真结果验证了该方法改进了闭环系统的性能.     

考虑弯曲和轴向振动模态的一维梁压电阻抗模型及试验研究

同时考虑一维梁结构的弯曲和轴向振动,对其压电阻抗模型进行建模分析和试验验证。在0.02～42 kHz频段内区分并标记了一维钢梁弯曲振动模态前18阶及轴向振动模态前3阶。结果表明:在0.02～7.5kHz频段内,数值计算和试验结果中谐振峰对应频率的相对误差较大:11.7%～16.5%,其原因可能是低频时振动能量较低且波的传播受结构阻尼、边界条件及环境噪音等因素影响较为明显;在7.5～42kHz范围内,两者谐振峰位置符合良好,相对误差较小:0.11%～2.31%,表明该模型在高频段具有较好的适用性;轴向振动模态对应频率大于弯曲振动模态。本研究为结构健康监测过程中检测频段的选取及损伤信息的提取提供参考。     

Numerical modeling of surge overtopping of a levee

Levee protection/armoring is critical in flood fighting, and understanding the flow characteristics involved requires the evaluation of the overtopping processes with a variety of tools. The Adaptive Hydraulics Model (AdH) is used to calculate velocity and depth during an overtopping event. Using these values, the work explores the application of AdH for the estimation of associated shear stresses, so that appropriate measures are applied for protection to ultimately reduce the probability of levee failure during an overtopping event. Four different depths and three Manning’s n values were used for a total of twelve different test cases. Results show mean shear stress increases with increased surge depth and roughness. Additionally, the area of greatest shear stress is shown to be at the slope transitions from levee to berm. Values calculated in this effort should be considered in the design and implementation of levee protection.     

Convergence of a projected gradient method with trust region for nonlinear constrained optimization†

In this paper we describe a projected gradient algorithm with trust region, introducing a nondifferentiable merit function for solving nonlinear constrained optimization problems. We show that this method is globally convergent even if conditions are weak. It is also proved that, when the strict complementarity condition holds, the proposed algorithm can be solved by an equality constrained problem, allowing locally rate of superlinear convergence.     

On subclasses of the caratheodory class with matricial extremal property *

The paper can be considered as continuation of the former investigations on inverse problems of entropy optimization (see [FFK 1]. [FFK 21). Two types of a matricial extremal property for matrix-valued Carathéodory functions are studied. The results are interpreted in the context of prediction theory     

Confined location of facilities on a graph

Location problems on a graph are usually classified according to the form that the set of located facilities takes, the specification of the demand location set and the objective function of distances between facilities and demand points. In this paper we suppose that a given number of located facilities is confined to the same number of edges. We consider eight types of optimality criteria: minirnizing(or maximizing) the minimum (or maximum) distance from a demand to its nearest (farthest) facility.     

Market price-based convex risk measures: A distribution-free optimization approach

In Cont (2006) [1], a convex risk measure was proposed to measure the impact of uncertainty resulting from the misspecification of derivative models. Evaluation of the risk measures was illustrated on finite families of probability measures. In this paper, we consider the case of infinite families of measures that share common moments, e.g. mean and variance for European-style options. We show that the risk measure can still be efficiently evaluated based on semi-infinite programming. Examples are given that illustrate the benefits of evaluating the risk measure with infinite families of measures and shed light on the limitations of considering only finite families of measures.     

应用局部神经网络和可见/近红外光谱法估测土壤有效氮磷钾

要实现农田合理施肥,需要对土壤养分状况进行实时、准确地诊断,因而建立快速、稳定可靠的土壤养分定量分析方法是关键。光谱分析是一种有很大潜力的快速分析方法,从可见/近红外光谱建模的几个重要环节,即特征波段、预处理方法及回归模型方法的选择,研究了土壤有效氮、磷、钾含量快速估测的光谱建模方法。采用了多元散射校正加一阶导数进行光谱预处理,通过逐波段相关分析在可见-近红外区优选特征波段,并应用了局部非线性回归方法(BP神经网络局部回归法)建模,所建模型对土壤有效氮、磷、钾含量估测的相关系数r分别为0.90,0.82和0.94,BP神经网络局部建模比全局建模具有更好的精度和稳定性,估测精度提高幅度分别为40.63%,28.64%,22.90%。因此,采用局部BP神经网络回归建模法建立土壤有效氮、磷、钾的光谱定量分析模型,可实现对土壤养分状况的快速诊断。该研究的创新点是通过采用局部非线性回归方法提高了土壤光谱营养诊断模型的稳定性和可靠性,为作物生长过程中不同生长时期的土壤养分的动态监测和过程控制提供了技术支持。     

Model Adaptation Enriched with an Anisotropic Mesh Spacing for Nonlinear Equations: Application to Environmental and CFD Problems

Goal of this paper is to suitably combine a model with an anisotropic mesh adaptation for the numerical simulation of nonlinear advection-diffusion-reaction systems and incompressible flows in ecological and environmental applications. Using the reduced-basis method terminology, the proposed approach leads to a noticeable computational saving of the online phase with respect to the resolution of the reference model on nonadapted grids. The search of a suitable adapted model/mesh pair is to be meant, instead, in an offline fashion.