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**排序方式：**共有102条查询结果，搜索用时 82 毫秒

1.

The search for chromatically unique graphs

**总被引：64，自引：0，他引：64**The number of vertex-colourings of a simple graph

*G*in not more than colours is a polynomial in*.*This polynomial, denoted by*P(G, )*, is called the chromatic polynomial of*G.*A graph*G*is said to be chromatically unique, in short-unique, if*H G*for any graph*H*with*P(H, ) = P(G, ).*Since the appearance of the first paper on-unique graphs by Chao and Whitehead in 1978, various families of and several results on such graphs have been obtained successively, especially during the last five years. It is the aim of this expository paper to give a survey on most of the works done on-unique graphs. A number of related problems and conjectures are also included.1980 Mathematical Subject Classification. Primary 05C15This work was done while the author was visiting the Department of Mathematics, National University of Singapore. 相似文献2.

Characterizations and Applications of Prequasi-Invex Functions

**总被引：22，自引：0，他引：22** X. M. Yang X. Q. Yang K. L. Teo 《Journal of Optimization Theory and Applications》2001,110(3):645-668

In this paper, two new types of generalized convex functions are introduced. They are called strictly prequasi-invex functions and semistrictly prequasi-invex functions. Note that prequasi-invexity does not imply semistrict prequasi-invexity. The characterization of prequasi-invex functions is established under the condition of lower semicontinuity, upper semicontinuity, and semistrict prequasi-invexity, respectively. Furthermore, the characterization of semistrictly prequasi-invex functions is also obtained under the condition of prequasi-invexity and lower semicontinuity, respectively. A similar result is also obtained for strictly prequasi-invex functions. It is worth noting that these characterizations reveal various interesting relationships among prequasi-invex, semistrictly prequasi-invex, and strictly prequasi-invex functions. Finally, prequasi-invex, semistrictly prequasi-invex, and strictly prequasi-invex functions are used in the study of optimization problems. 相似文献

3.

Generalized Invexity and Generalized Invariant Monotonicity

**总被引：8，自引：0，他引：8**In this paper, several kinds of invariant monotone maps and generalized invariant monotone maps are introduced. Some examples are given which show that invariant monotonicity and generalized invariant monotonicity are proper generalizations of monotonicity and generalized monotonicity. Relationships between generalized invariant monotonicity and generalized invexity are established. Our results are generalizations of those presented by Karamardian and Schaible. 相似文献

4.

A Hybrid Descent Method for Global Optimization

**总被引：6，自引：2，他引：4**In this paper, a hybrid descent method, consisting of a simulated annealing algorithm and a gradient-based method, is proposed. The simulated annealing algorithm is used to locate descent points for previously converged local minima. The combined method has the descent property and the convergence is monotonic. To demonstrate the effectiveness of the proposed hybrid descent method, several multi-dimensional non-convex optimization problems are solved. Numerical examples show that global minimum can be sought via this hybrid descent method. 相似文献

5.

Computational Discretization Algorithms for Functional Inequality Constrained Optimization

**总被引：6，自引：0，他引：6**In this paper, a functional inequality constrained optimization problem is studied using a discretization method and an adaptive scheme. The problem is discretized by partitioning the interval of the independent parameter. Two methods are investigated as to how to treat the discretized optimization problem. The discretization problem is firstly converted into an optimization problem with a single nonsmooth equality constraint. Since the obtained equality constraint is nonsmooth and does not satisfy the usual constraint qualification condition, relaxation and smoothing techniques are used to approximate the equality constraint via a smooth inequality constraint. This leads to a sequence of approximate smooth optimization problems with one constraint. An adaptive scheme is incorporated into the method to facilitate the computation of the sum in the inequality constraint. The second method is to apply an adaptive scheme directly to the discretization problem. Thus a sequence of optimization problems with a small number of inequality constraints are obtained. Convergence analysis for both methods is established. Numerical examples show that each of the two proposed methods has its own advantages and disadvantages over the other. 相似文献

6.

Some Remarks on the Minty Vector Variational Inequality

**总被引：4，自引：0，他引：4** X. M. Yang X. Q. Yang K. L. Teo 《Journal of Optimization Theory and Applications》2004,121(1):193-201

In this paper, we establish some relations between a Minty vector variational inequality and a vector optimization problem under pseudoconvexity or pseudomonotonicity, respectively. Our results generalize those of Ref. 1. 相似文献

7.

In this paper, we obtain some stability results for generalized vector quasivariational inequality problems. We prove that the solution set is a closed set and establish the upper semicontinuity property of the solution set for perturbed generalized vector quasivariational inequality problems. These results extend those obtained in Ref. 1. We obtain also the lower semicontinuity property of the solution set for perturbed classical variational inequalities. Several examples are given for the illustration of our results. 相似文献

8.

Generalized vector quasi-equilibrium problems

**总被引：3，自引：0，他引：3**9.

Portfolio Selection Problem with Minimax Type Risk Function

**总被引：3，自引：0，他引：3**The investor's preference in risk estimation of portfolio selection problems is important as it influences investment strategies. In this paper a minimax risk criterion is considered. Specifically, the investor aims to restrict the standard deviation for each of the available stocks. The corresponding portfolio optimization problem is formulated as a linear program. Hence it can be implemented easily. A capital asset pricing model between the market portfolio and each individual return for this model is established using nonsmooth optimization methods. Some numerical examples are given to illustrate our approach for the risk estimation. 相似文献

10.

In this paper, a (local) calmness condition of order α is introduced for a general vector optimization problem with cone constraints
in infinite dimensional spaces. It is shown that the (local) calmness is equivalent to the (local) exact penalization of a
vector-valued penalty function for the constrained vector optimization problem. Several necessary and sufficient conditions
for the local calmness of order α are established. Finally, it is shown that the local calmness of order 1 implies the existence
of normal Lagrange multipliers.
Presented at the 6th International Conference on Optimization: Techniques and Applications, Ballarat, Australia, December
9–11, 2004
This work is supported by the Postdoctoral Fellowship of Hong Kong Polytechnic University. 相似文献