Maximizing the Product of Two Linear Functions In 0-1 Variables

We study both the continuous and discrete problems of maximizing the product of two linear functions subject to all variables being between 0 and 1. We first give linear and low-order polynomial algorithms for the solution of the continuous problem. In addition, we describe penalties that help to fix variables in the discrete problem. Extensive computational tests demonstrate the effectiveness of these results.     

On some auxiliary mappings generated by nonexpansive and strictly pseudo-contractive mappings

Starting by a finite family of mappings, we define the concept of procedure with Lipschitzian dependence of the coefficients. We give seven concrete examples of such procedures and prove the strong convergence of two viscosity methods.     

Beyond Black-Scholes: semimartingales and Lévy processes for option pricing

We consider the problem of option pricing when the underlying asset follows a general semimartingale process. After reviewing the foundations of arbitrage pricing theory for semimartingales and the link with Lévy processes, we introduce a general method to price options in this framework based on Fourier and Wavelet analysis. Received 4 September 2000     

基于遗传算法的生产批量优化问题

本文针对生产费用、生产准备费用和库存费用综合指标最小的最优的能力约束生产批量问题,建立基于遗传算法的数学模型,通过模拟试验及实际问题的计算验证了算法的可行性。     

无约束优化的自适应信赖域方法

本文对无约束优化问题提出一个自适应信赖域方法,每次迭代都充分利用前迭代点的信息自动产生一个恰当的信赖域半径,在此区域内,二次模型与原目标函数尽可能一致,避免盲目的尝试,提高了计算效率。文中在通常条件下证明了全局收敛性及局部超线性收敛结果,给出了新算法与传统信赖域方法的数值结果,证实了新方法的有效性。     

SOLVING TRUST REGION PROBLEM IN LARGE SCALEOPTIMIZATION

1.IntroductionLetHbeagivennxnsymmetricpositivesemidefinitematrixandcER".Inthispaperweconsiderthefollowingquadraticprogrammingwithasimplequadraticalconstraint1r--XTH. CTX=min2(1)s.tIlxlls5a,wheretheparameteraisprescribed.Thisproblemoccursfrequentlyintrustrationmethodforunconstrainedoptimization[11.Anumberofapproachesforsolving(1)havebeenproposedintheliterature[2,3,6,12--16].OnetechniqueistoapproximateaLagrangemultiplierAbyNewton'smethod.Theapproximationofthisparametermaybequitedelicate,ho…     

等式约束优化的组合信赖域与拟牛顿算法

本文对等式约束问题提出了一个种组合信赖域与拟牛顿算法。该算法的特点是若Lagrangian函数的近似Ｈessian阵在等式约束Jacobi阵的零空间正定的,则选择拟牛顿算法,否则用信赖域算法,在通常信赖域算法的收敛假设下,该文证明了组合算法的全局收敛性。     

含有模糊决策的线性分布式多目标规划

针对实际问题中决策变量通常是模糊的情况,讨论具有块角结构的含有模糊决策的线性分式多目标规划模型。使用α－水平集,建立了对应的α－多目标规划模型。为解决这类问题,设计了基于模糊模拟的遗传算法。数值例子表明,遗传算法很好地解决了这个问题。     

Routing multiterminal nets on a hexagonal grid

Channel routing is a vital task in the layout design of VLSI circuits. Multiterminal channel routing is different from two-terminal one. While the later is quite understood, the former still poses the difficulty. In this paper, we investigate the multiterminal channel routing problem in a hexagonal model, whose grid is composed of horizontal tracks, right tracks (with slope +60°), and left tracks (with slope −60°). We present an efficient algorithm for routing multiterminal nets on a channel of width d + 3, where d is the problem density. Furthermore, we can wire the layout produced by the router using four layers and there are no overlaps among different layers. This improves the previous known results [15, 19].     

一种改进的无约束非光滑优化问题的信赖域算法

本文提出了一种新的求解无约束非光滑优化问题的信赖域算法,并证明了该算法的迭代点列的任何聚点都是的问题的稳定点。