双目标DEA模型及其在商业银行评价中的应用

为了解决传统DEA模型所存在的判别能力弱和不现实权重两个缺陷,本文提出了一种双目标DEA模型。该模型在相同的约束条件下,同时以最大化各自效率和最小化所有效率值差异为目标。最后,通过某商业银行分支机构效率评价实例对所提出的方法进行了演示,说明了所提出方法的优点,着重说明了该方法可以很好地解决传统DEA方法所存在的两个缺陷。  

基于尺度中心路径的求解SCLP的非单调光滑牛顿算法

基于CHKS光滑函数的修改性版本,该文提出了一个带有尺度中心路径的求解对称锥线性规划(SCLP)的非单调光滑牛顿算法.通过应用欧氏若当代数理论,在适当的假设下,证明了该算法是全局收敛和超线性收敛的.数值结果表明了算法的有效性.  

基于弱包含的区间值模糊集的上下近似

给出了区间值模糊集的弱包含概念,并在弱包含概念的基础上定义了区间值模糊集的上下近似及其粗糙度、得到了区间值模糊集上下近似的性质,并且验证了本文定义的区间值模糊集的λ上下近似比文献[1]中提出的λ 上下近似逼近程度更高,粗糙度更小.  

自适应设计广义线性模型极大拟似然估计的渐近性

在对Fisher信息矩阵的最小特征根最一般的假定,响应变量的矩条件尽可能弱和其它正则条件下,证明了自适应设计广义线性模型中极大拟似然估计的强相合性与渐近正态性,同时给出了强收敛速度.  

Finite analytic numerical method for three‐dimensional quasi‐laplace equation with conductivity in tensor form

The finite analytic numerical method for 3D quasi‐Laplace equation with conductivity in full tensor form is constructed in this article. For cubic grid system, the gradient of the potential variable will diverge when tending to the common edge joining the four grids with different conductivities. However, the potential gradient along the tangential direction is of limited value. As a consequence, the 3D quasi‐Laplace equations will behave as a quasi‐2D one. An approximate analytical solution of the 3D quasi‐Laplace equation can be found around the common edge, which is expressed as a combination of a power‐law function and a linear function. With the help of this approximate analytical solution, a 3D finite analytical numerical scheme is then constructed. Numerical examples show that the proposed numerical scheme can provide rather accurate solutions only with or subdivisions. More important, the convergent speed of the numerical scheme is independent of the conductivity heterogeneity. In contrast, when using the traditional numerical schemes, typically such as the MPFA method, the refinement ratio for the grid cell needs to increase dramatically to get an accurate result for the strong heterogeneous case.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1475–1492, 2017  

Finite analytic numerical method for solving two‐dimensional quasi‐Laplace equation

A typical power series analytic solution of quasi‐Laplace equation in the infinitesimal angle domain around the singular point of the square cells is provided in this article. Toward the singular point, the gradient of the potential variable will tend to infinity, which is described by the first term of the power series solution. Based on this analytic solution, three finite analytic numerical methods are proposed. These methods are analogous and are constructed, respectively, when considering different numbers of the terms or using different schemes to determine the relevant parameters in the power series. Numerical examples show that all of the three finite analytic numerical methods proposed can provide rather accurate solutions than the traditional numerical methods. In contrast, when using the traditional numerical schemes to solve the quasi‐Laplace equation in a strong heterogeneous medium, the refinement ratio for the grid cell needs to increase dramatically to get an accurate result. In practical applications, subdividing each origin cell into 2 × 2 or 3 × 3 subcells is enough for the finite analytical numerical methods to get relatively accurate results. The finite analytical numerical methods are also convenient to construct the flux field with high accuracy.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1755–1769, 2014