条形装箱问题的优化模型和增广Lagrange算法

This paper formulates a two-dimensional strip packing problem as a non-linear programming(NLP)problem and establishes the first-order optimality con-ditions for the NLP problem.A numerical algorithm for solving this NLP problemis given to find exact solutions to strip-packing problems involving up to 10 items.Approximate solutions can be found for big-sized problems by decomposing the setof items into small-sized blocks of which each block adopts the proposed numericalalgorithm.Numerical results show that the approximate solutions to big-sized prob-lems obtained by this method are superior to those by NFDH,FFDH and BFDHapproaches.     

数据不确定的鲁棒数据包络分析方法(英文)

本文研究了输出参数不确定的数据包络分析(DEA)模型.利用鲁棒优化方法,建立了一个鲁棒DEA模型,通过数值试验表明了该模型在有效性评价和排序方面的可靠性.本文的模型可处理分布未知的不确定数据,与已有的只考虑对称分布不确定参数的模型相比,适用范围更广.     

非对称不确定投资组合问题的鲁棒优化模型(英文)

本文研究了一类回报率不确定的投资组合问题.利用鲁棒优化方法,提出了一种鲁棒平均绝对偏差模型.现有的研究通常假设回报率是呈对称分布的不确定数据,本文提出的模型可处理非对称分布的不确定数据,适用范围更广.