多重调和Dirichlet问题奇异正解的对称性

我们在穿孔单位球上研究下面多重调和Dirichlet问题{(-Δ)ku=f(u),在B\{0)内,u＞0,在B\{0)内,u=(e)u/(e)v=…=(e)k-1u/(e)vk-1=0,在(e)B上,其中,B是RN中的单位球,v是(e)B的单位外法向量,N＞2k,k≥2.在f满足适当假设条件下,如果0是不可去奇点,我们...     

On the complexity of submodular function minimisation on diamonds

Let (L;?,?) be a finite lattice and let n be a positive integer. A function f:Lⁿ→R is said to be submodular if for all . In this article we study submodular functions when L is a diamond. Given oracle access to f we are interested in finding such that as efficiently as possible. We establish

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  a min–max theorem, which states that the minimum of the submodular function is equal to the maximum of a certain function defined over a certain polyhedron; and

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  a good characterisation of the minimisation problem, i.e., we show that given an oracle for computing a submodular f:Ln→Z and an integer m such that , there is a proof of this fact which can be verified in time polynomial in n and ; and

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  a pseudopolynomial-time algorithm for the minimisation problem, i.e., given an oracle for computing a submodular f:Ln→Z one can find in time bounded by a polynomial in n and .

     

An exact algorithm for the network pricing problem

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.     

Quantum annealing of the graph coloring problem

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.     

Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines

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.     

具广义V-不变凸多目标变分的混合对偶性

在函数广义V-不变凸性的条件下,建立了多目标变分关于有效解的混合对偶理论.     

LMI优化问题的择一性定理与对偶

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...     

一类二阶常微分方程初值问题的无穷多解性

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．。     

奇异微分方程的广义Sturm--Liouville边值问题正解的存在性

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.