Solution of the linear inverse vector optimization problem by a single linear program

It is shown that finding a solution to a linear vector optimization problem which is efficient with respect to the constraints as well as to the objectives is equivalent to solving a single linear program.The research of this author was supported by NSF Grant DCR74-20584.The research of this author was partially supported by Canada Council Grant W760467.     

Minimum Maximal Flow Problem: An Optimization over the Efficient Set

The network flow theory and algorithms have been developed on the assumption that each arc flow is controllable and we freely raise and reduce it. We however consider in this paper the situation where we are not able or allowed to reduce the given arc flow. Then we may end up with a maximal flow depending on the initial flow as well as the way of augmentation. Therefore the minimum of the flow values that are attained by maximal flows will play an important role to see how inefficiently the network can be utilized. We formulate this problem as an optimization over the efficient set of a multicriteria program, propose an algorithm, prove its finite convergence, and report on some computational experiments.     

A note on total reinforcement in graphs

In this note we prove a conjecture and improve some results presented in a recent paper of Sridharan et al. [N. Sridharan, M.D. Elias, V.S.A. Subramanian, Total reinforcement number of a graph, AKCE Int. J. Graphs Comb. 4 (2) (2007) 197-202].     

多目标锥—广义凸规划有效解的充要条件

本文提出了ｎ维欧氏空间上的锥－凸、锥－伪凸、锥－拟凸向量值函数的概念，讨论了它们之间的关系，并在此基础上，对多目标数学规划问题关于凸锥∧有效解，撇开约束品性，讨论了它的充分必要条件。     

Sufficiency and duality in differentiable multiobjective programming involving generalized type I functions

In this paper, new classes of generalized (F,α,ρ,d)-type I functions are introduced for differentiable multiobjective programming. Based upon these generalized functions, first, we obtain several sufficient optimality conditions for feasible solution to be an efficient or weak efficient solution. Second, we prove weak and strong duality theorems for mixed type duality.     

ON THE THEOREM OF ARROW-BARANKIN-BLACKWELL FOR WEAKIY COMPACT CONVEX SET

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ON THE THEOREM OF ARROW-BARANKIN-BLACKWELL FOR WEAKLY COMPACT CONVEX SET

This papeer studies the known density theorem of Arrow-Barankin-Blackwell. The following main result is obtained: If X is a Hausdorff locally convex Topological space and C belong to X is a closed convex cone with bounded base, then for every nonempty weakly compact convex subset A, the set of positive proper efficient points of A is dense in the set of efficient points of A.     

不存在无风险资产的投资组合灵敏度分析

本文研究了M－V证券投资组合灵敏度分析方法。考虑了不存在无险资产时证券预睡益率和协方差矩阵存在扰动的情形，给出了最优投资组合有效边缘的漂移方程及组合扩展路径。     

偏最小二乘回归在选矿效益建模中的应用

选矿效益对矿管理有着重要意义。影响选矿效益的因素之间存在严重的多重共线性,采用PLS方法建立了选矿效益的偏最小二乘回归模型,避免了普通多元回归模型的不合理性和岭回归模型选择岭参数的主观性。     

On universally decodable matrices for space–time coding

The notion of universally decodable matrices (UDMs) was recently introduced by Tavildar and Viswanath while studying slow-fading channels. It turns out that the problem of constructing UDMs is tightly connected to the problem of constructing maximum-distance separable codes. In this paper, we first study the properties of UDMs in general and then we discuss an explicit construction of a class of UDMs, a construction which can be seen as an extension of Reed–Solomon codes. In fact, we show that this extension is, in a sense to be made more precise later on, unique. Moreover, the structure of this class of UDMs allows us to answer some open conjectures by Tavildar, Viswanath, and Doshi in the positive, and it also allows us to formulate an efficient decoding algorithm for this class of UDMs. It turns out that our construction yields a coding scheme that is essentially equivalent to a class of codes that was proposed by Rosenbloom and Tsfasman. Moreover, we point out connections to so-called repeated-root cyclic codes.