On the nonlinear stochastic realization problem

In this paper we construct a first solution of the stochastic realization problem in a nonlinear setting. The great bulk of previous work on stochastic realization has been in the linear Gaussian setting. Such Markovian representations are used e.g., to apply certain filtering and stochastic control techniques. Our methods consist of an amalgamation of methods introduced by Nelson with the Lax-Phillips type geometric approach to linear Gaussian stochastic realization which has been developed by Lindquist and Picci and by Ruckebusch. The result of this that we are able to realize any purely nondeterministic process satisfying suitable continuity conditions as an instantaneous function of a Markov process.     

北海航道班轮运输排班模型的构建与求解

首先,以拟开通的大连港至鹿特丹港北海航道班轮航线为研究对象,以油耗和运营成本最小化为优化目标,将官方已有记载的北海航道通过的货船航速数据输入Eureqa软件,得到航行最高速度f(x)与进入北海航道时间t的拟合度最好的函数公式.在此基础上,构建了北海航道班轮运输排班的数学模型;其次,在仿真实例分析中,选用了5000TEU的集装箱船作为计算参数,将捕食搜索算法运用到数学模型求解之中,并且运用MATLAB软件进行求解,在最快航速受限的前提下,得到单艘班轮最佳往返时间和相同型号班轮的最低配置数目以及在服务周期内班轮公司所要付出的最低运营成本;最后,通过比较研究,得出结论是:最快航速的提高,对于降低北海航线班轮运输的运营成本将起较大作用.     

The maximum number of columns in supersaturated designs with

Cheng and Tang [Biometrika, 88 (2001), pp. 1169–1174] derived an upper bound on the maximum number of columns that can be accommodated in a two‐symbol supersaturated design (SSD) for a given number of rows () and a maximum in absolute value correlation between any two columns (). In particular, they proved that for (mod ) and . However, the only known SSD satisfying this upper bound is when . By utilizing a computer search, we prove that for , and . These results are obtained by proving the nonexistence of certain resolvable incomplete blocks designs. The combinatorial properties of the RIBDs are used to reduce the search space. Our results improve the lower bound for SSDs with rows and columns, for , and . Finally, we show that a skew‐type Hadamard matrix of order can be used to construct an SSD with rows and columns that proves . Hence, we establish for and for all (mod ) such that . Our result also implies that when is a prime power and (mod ). We conjecture that for all and (mod ), where is the maximum number of equiangular lines in with pairwise angle .     

一种自适应人工蜂群算法求解U型顺序相依拆卸线平衡问题

产品拆卸过程中零部件之间会相互干扰影响任务作业时间,基于该情形构建了多目标U型SDDLBP优化模型,并提出一种自适应ABC算法。所提算法设计了自适应动态邻域搜索方法,以提高局部开发能力;采用了轮盘赌与锦标赛法结合的分段选择法,以有效评价并选择蜜源进行深度开发;建立了基于当前最优解的变异操作,以提高全局探索能力快速跳出局部最优。最后,通过算例测试和实例分析验证算法的高效性。     

面向远海岛礁群的双向物流网络规划

针对若干远海岛礁群系统封闭性的分布特点,将中心岛礁选址、各岛礁建设泊位数量和规模、仓库储存量、运输船型和数量以及航线设置、班期组织等作为规划内容,以整个运输网络系统总成本最低为原则,综合考虑了仓库存储理论,建立了兼顾“选址-库存-路径”的规划模型。结合所建模型特点,提出了双层并行搜索遗传算法,构建了以海上运输为基本交通方式的双向物流系统。最后,以我国南海为例进行建模并求解,采用不同算法并通过多组不同规模的算例进行演算比较,验证了所建模型和算法的有效性与合理性。     

Book review of spectral theory of linear operators and spectral systems in banach algebras,operator theory: advances and applications,Vladimir Müller,Birkhäuser Verlag,Basel-Boston-Berlin, 2003, Volume 139, 381 pages. ISBN 3-7643-6912-4

We explore how randomization can help asymptotic convergence properties of simple directional search-based optimization methods. Specifically, we develop a cheap, iterative randomized Hessian estimation scheme. We then apply this technique and analyse how it enhances a random directional search method. Then, we proceed to develop a conjugate-directional search method that incorporates estimated Hessian information without requiring the direct use of gradients.     

Testing an alternative search algorithm for compound identification with the ‘Wiley Registry of Tandem Mass Spectral Data,MSforID’

A tandem mass spectral database system consists of a library of reference spectra and a search program. State‐of‐the‐art search programs show a high tolerance for variability in compound‐specific fragmentation patterns produced by collision‐induced decomposition and enable sensitive and specific ‘identity search’. In this communication, performance characteristics of two search algorithms combined with the ‘Wiley Registry of Tandem Mass Spectral Data, MSforID’ (Wiley Registry MSMS, John Wiley and Sons, Hoboken, NJ, USA) were evaluated. The search algorithms tested were the MSMS search algorithm implemented in the NIST MS Search program 2.0g (NIST, Gaithersburg, MD, USA) and the MSforID algorithm (John Wiley and Sons, Hoboken, NJ, USA). Sample spectra were acquired on different instruments and, thus, covered a broad range of possible experimental conditions or were generated in silico. For each algorithm, more than 30 000 matches were performed. Statistical evaluation of the library search results revealed that principally both search algorithms can be combined with the Wiley Registry MSMS to create a reliable identification tool. It appears, however, that a higher degree of spectral similarity is necessary to obtain a correct match with the NIST MS Search program. This characteristic of the NIST MS Search program has a positive effect on specificity as it helps to avoid false positive matches (type I errors), but reduces sensitivity. Thus, particularly with sample spectra acquired on instruments differing in their setup from tandem‐in‐space type fragmentation, a comparably higher number of false negative matches (type II errors) were observed by searching the Wiley Registry MSMS. Copyright © 2013 John Wiley & Sons, Ltd.