Scale Invariance Properties in the Simulated Annealing Algorithm

The Boltzmann distribution used in the steady-state analysis of the simulated annealing algorithm gives rise to several scale invariant properties. Scale invariance is first presented in the context of parallel independent processors and then extended to an abstract form based on lumping states together to form new aggregate states. These lumped or aggregate states possess all of the mathematical characteristics, forms and relationships of states (solutions) in the original problem in both first and second moments. These scale invariance properties therefore permit new ways of relating objective function values, conditional expectation values, stationary probabilities, rates of change of stationary probabilities and conditional variances. Such properties therefore provide potential applications in analysis, statistical inference and optimization. Directions for future research that take advantage of scale invariance are also discussed.     

ON HYPERBOLIC TIME DISCOUNTING IN EXHAUSTIBLE RESOURCE MODELS: AN APPLICATION TO WORLD OIL RESOURCES

ABSTRACT. Recent research on discounting in long term economic models involves hyperbolic discounting, in which the marginal discount rate shrinks as time passes. To investigate hyperbolic discounting and exhaustible resource allocation, this work develops a discrete‐time world oil model and model solution procedure, then uses the model to examine the consequences of adopting conventional (constant annual) discounting when hyperbolic discounting is appropriate, of adopting one hyperbolic discount rate path when a different hyperbolic path is appropriate, and of adopting hyperbolic discounting when conventional discounting is appropriate. Five conventional and two hyperbolic discount rate paths are considered. One hyperbolic path is that used by Nordhaus and Boyer [2000]; the other is that recommended by Weitzman [2001]. The generality of the findings is also assessed.     

叶型优化在非定常流动条件下效果的数值分析

本文对叶型优化在非定常流动条件下的效果进行数值研究。叶型优化基于比较成熟的在定常流动条件下的反问题解法，非定常流动则考虑到动静叶栅之间的相互作用，非定常流动的求解在Ｎ－Ｓ方程的基础上采用分区计算的方法来完成。数值计算的结果表明，定常流动条件下优化得到的叶型在非定常流动条件下同样具有较好的气动性能。     

Quantum chaos and fractals with atoms in cavities

We study the coupled translational, electronic, and field dynamics of the combined system “a two-level atom + a single-mode quantized field + a standing-wave ideal cavity”. In the semiclassical approximation with a point-like atom, interacting with the classical field, the dynamics is described by the Heisenberg equations for the atomic and field expectation values which are known to produce semiclassical chaos under appropriate conditions. We derive Hamilton–Schrödinger equations for probability amplitudes and averaged position and momentum of a point-like atom interacting with the quantized field in a standing-wave cavity. They constitute, in general, an infinite-dimensional set of equations with an infinite number of integrals of motion which may be reduced to a dynamical system with four degrees of freedom if the quantized field is supposed to be initially prepared in a Fock state. This system is found to produce semiquantum chaos with positive values of the maximal Lyapunov exponent. At exact resonance, the semiquantum dynamics is regular. At large values of detuning |δ|1, the Rabi atomic oscillations are usually shallow, and the dynamics is found to be almost regular. The Doppler–Rabi resonance, deep Rabi oscillations that may occur at any large value of |δ| to be equal to |αp₀|, is found numerically and described analytically (with α to be the normalized recoil frequency and p₀ the initial atomic momentum). Two gedanken experiments are proposed to detect manifestations of semiquantum chaos in real experiments. It is shown that in the chaotic regime values of the population inversion z_out, measured with atoms after transversing a cavity, are so sensitive to small changes in the initial inversion z_in that the probability of detecting any value of z_out in the admissible interval [−1,1] becomes almost unity in a short time. Chaotic wandering of a two-level atom in a quantized Fock field is shown to be fractal. Fractal-like structures, typical with chaotic scattering, are numerically found in the dependence of the time of exit of atoms from the cavity on their initial momenta.     

FFT-based algorithms for the string matching with mismatches problem

The string matching with mismatches problem requires finding the Hamming distance between a pattern P of length m and every length m substring of text T with length n. Fischer and Paterson's FFT-based algorithm solves the problem without error in O(σnlogm), where σ is the size of the alphabet Σ [SIAM–AMS Proc. 7 (1973) 113–125]. However, this in the worst case reduces to O(nmlogm). Atallah, Chyzak and Dumas used the idea of randomly mapping the letters of the alphabet to complex roots of unity to estimate the score vector in time O(nlogm) [Algorithmica 29 (2001) 468–486]. We show that the algorithm's score variance can be substantially lowered by using a bijective mapping, and specifically to zero in the case of binary and ternary alphabets. This result is extended via alphabet remappings to deterministically solve the string matching with mismatches problem with a constant factor of 2 improvement over Fischer–Paterson's method.     

一个线性约束优化问题的广义梯度投影法

本文对线性约束优化问题提出了一个新的广义梯度投影法，该算法采用了非精确线性搜索，并在每次迭代运算中结合了广义投影矩阵和变尺度方法的思想确定其搜索方向．在通常的假设条件下，证明了该算法的整体收敛性和超线性收敛速度．     

Feedback controlled periodic states for different kinds of photorefractive nonlinear response

We investigate analytically and numerically the influence of the type of the photorefractive nonlinear response on the periodic states (attractors) which occur during feedback controlled 2W-coupling and correspond to almost 100% diffraction efficiency of the dynamic index grating. In addition to the case of the local response typical, for example, for LiNbO₃ crystals we consider the cases of nonlocal (diffusive) response (BaTiO₃, SBN) and resonant response (DC-biased BSO, BTO, and BGO crystals). It is shown that the conditions for the transition to the periodic states and their apparent characteristics are strongly different for the two limiting cases above. Received 16 July 2002 / Received in final form 29 October 2002 Published online 4 March 2003     

Local Feasible QP-Free Algorithms for the Constrained Minimization of SC1 Functions

We consider the problem of minimizing an SC¹ function subject to inequality constraints. We propose a local algorithm whose distinguishing features are that: (a) a fast convergence rate is achieved under reasonable assumptions that do not include strict complementarity at the solution; (b) the solution of only linear systems is required at each iteration; (c) all the points generated are feasible. After analyzing a basic Newton algorithm, we propose some variants aimed at reducing the computational costs and, in particular, we consider a quasi-Newton version of the algorithm.     

On the Application of the Auxiliary Problem Principle

The auxiliary problem principle (APP) derives from a general theory on decomposition-coordination methods establishing a comprehensive framework for both one-level and two-level methods. In this paper, the results of the two-level methods of APP are specialized for an efficient application to some engineering problems.     

基于遗传算法和指标满意度求解的第三方物流企业物流中心选址方法

本利用AHP和模糊综合评价法评价物流中心选址的定性指标、用量化选址模型结合遗传算法计算定量指标，再藉助指标满意度求解把定性和定量的指标进行综合，从而为决策对物流中心选址做出科学的决策提供支持。