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991.
992.
This work focuses on an improved exact algorithm for addressing an NP-hard network pricing problem. The method involves an efficient and partial generation of candidate solutions, a recursive scheme for generating improved upper bounds, and a column generation procedure for solving the network-structured subproblems. Its efficiency is assessed against both randomly generated instances involving three distinct topologies as well as instances based on real life situations in telecommunication and freight transportation. 相似文献
993.
Quantum annealing extends simulated annealing by introducing artificial quantum fluctuations. The path-integral Monte Carlo version chosen is population-based and designed to be implemented on a classical computer. Its first application to the graph coloring problem is presented in this paper. It is shown by experiments that quantum annealing can outperform classical thermal simulated annealing for this particular problem. Moreover, quantum annealing proved competitive when compared with the best algorithms on most of the difficult instances from the DIMACS benchmarks. The quantum annealing algorithm has even found that the well-known benchmark graph dsjc1000.9 has a chromatic number of at most 222. This is an improvement on its best upper-bound from a large body of literature. 相似文献
994.
Márcio Poletti Laurini 《商业与工业应用随机模型》2011,27(6):649-659
We apply constrained smoothing B‐splines to the construction of arbitrage‐free implied volatilities and derived measures. The constrained smoothing B‐splines allows the imposition of the constraints of monotonicity and convexity given by the no‐arbitrage conditions in the pricing function. We illustrate the methodology in the construction of implied volatilities and also in the construction of derived measures such as risk‐neutral densities, showing that it can be used as an effective tool for general treatment of option prices. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
995.
996.
考虑目标函数是线性函数约束条件为线性矩阵不等式的LMI优化问题,讨论了LMI优化问题中的四个择一性定理.每种类型的择一性定理包含两个线性不等式和(或)等式系统,一个原始系统和一个对偶系统.弱择一性定理说明两系统中至多只有其一有解;基于凸集分离理论得到的强择一性定理说明两系统有且仅有其一有解.并在此基础上推导了LMI优化... 相似文献
997.
应用分离变量法,得到了一类二阶微分方程初值问题存在无穷多个非负解的充分必要条件,并给出了所有的无穷多个非负解.。 相似文献
998.
By employing the fixed point theorem of cone expansion and compression of norm type, we investigate the existence of positive solutions of generalized Sturm-Liouville boundary value problems for a nonlinear singular differential equation with a parameter. Some sufficient conditions for the existence of positive solutions are established. In the last section, an example is presented to illustrate the applications of our main results. 相似文献
999.
We present a novel solution algorithm for 3D parameter identification based on low frequency electromagnetic data. With focus on large-scale applications such as monitoring of subsea oil production, CO2 sequestration, and geothermal systems, the proposed solution algorithm is designed to meet challenges related to low parameter sensitivity, nonuniqueness of the inverse solutions, nonlinearity in the mapping from the data to the parameter space, and costly numerical simulations. Motivated by earlier investigations on the relation between sensitivity, nonlinearity and scale, the proposed solution approach is based on a reduced, composite parameter representation. Though a reduced representation restricts the solution space, flexibility with respect to which parameter functions that can be represented is obtained by facilitating the estimation of the structure and smoothness of the representation itself. Moreover, the resolution of the parameter function is detached from the computational grid and determined as part of the estimation. The performance of the proposed solution algorithm is illustrated through numerical examples for identification of underground electric conductivity changes from time-lapse electromagnetic observations. 相似文献
1000.
Florent Renac 《Journal of computational physics》2011,230(14):5739-5752
An algorithm for stabilizing linear iterative schemes is developed in this study. The recursive projection method is applied in order to stabilize divergent numerical algorithms. A criterion for selecting the divergent subspace of the iteration matrix with an approximate eigenvalue problem is introduced. The performance of the present algorithm is investigated in terms of storage requirements and CPU costs and is compared to the original Krylov criterion. Theoretical results on the divergent subspace selection accuracy are established. The method is then applied to the resolution of the linear advection–diffusion equation and to a sensitivity analysis for a turbulent transonic flow in the context of aerodynamic shape optimization. Numerical experiments demonstrate better robustness and faster convergence properties of the stabilization algorithm with the new criterion based on the approximate eigenvalue problem. This criterion requires only slight additional operations and memory which vanish in the limit of large linear systems. 相似文献