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排序方式: 共有1357条查询结果,搜索用时 296 毫秒
1.
Ieva
Dauickait Amos S. Lawless Jennifer A. Scott Peter Jan van Leeuwen 《Numerical Linear Algebra with Applications》2020,27(5)
We consider the large sparse symmetric linear systems of equations that arise in the solution of weak constraint four‐dimensional variational data assimilation, a method of high interest for numerical weather prediction. These systems can be written as saddle point systems with a 3 × 3 block structure but block eliminations can be performed to reduce them to saddle point systems with a 2 × 2 block structure, or further to symmetric positive definite systems. In this article, we analyse how sensitive the spectra of these matrices are to the number of observations of the underlying dynamical system. We also obtain bounds on the eigenvalues of the matrices. Numerical experiments are used to confirm the theoretical analysis and bounds. 相似文献
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3.
Constraint Programming and Operations Research: Comments from an Operations Researcher 总被引:4,自引:0,他引:4
Michel Gendreau 《Journal of Heuristics》2002,8(1):19-24
This paper relates the author's personal experience with constraint programming and gives a personal assessment of the relationships between constraint programming and operations research. 相似文献
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5.
Geng Sheng WANG 《数学学报(英文版)》2005,21(5):1005-1014
This work is concerned with Pontryagin's maximum principle of optimal control problems governed by some non-well-posed semilinear heat equations. A type of approach to the non-well-posed optimal control problem is given. 相似文献
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资源有限的加权总完工时间单机排序问题 总被引:1,自引:0,他引:1
本讨论资源有限的加权总工时间单机排序问题,对现在仍为OPEN问题1|pj=bj-ajuj,∑uj≤U|∑wjCj给出了一个有关最优解中最优资源分配的重要性质,并利用该性质分别给出了三种情况bj=b,wj=w,aj=a;bj=b,wj=w,uj=u;aj=a,wj=w,uj=u的最优算法。 相似文献
8.
We introduce extensions of the Mangasarian-Fromovitz and Abadie constraint qualifications to nonsmooth optimization problems with feasibility given by means of lower-level sets. We do not assume directional differentiability, but only upper semicontinuity of the defining functions. By deriving and reviewing primal first-order optimality conditions for nonsmooth problems, we motivate the formulations of the constraint qualifications. Then, we study their interrelation, and we show how they are related to the Slater condition for nonsmooth convex problems, to nonsmooth reverse-convex problems, to the stability of parametric feasible set mappings, and to alternative theorems for the derivation of dual first-order optimality conditions.In the literature on general semi-infinite programming problems, a number of formally different extensions of the Mangasarian-Fromovitz constraint qualification have been introduced recently under different structural assumptions. We show that all these extensions are unified by the constraint qualification presented here. 相似文献
9.
汪更生 《数学物理学报(B辑英文版)》2005,25(1):7-22
This paper deals with maximum principle for some optimal control problem governed by some elliptic variational inequalities. Some state constraints are discussed. The basic techniques used here are based on those in [1] and a new penalty functional defined in this paper. 相似文献
10.
We develop a production policy that controls work-in-process (WIP) levels and satisfies demand in a multistage manufacturing system with significant uncertainty in yield, rework, and demand. The problem addressed in this paper is more general than those in the literature in three aspects: (i) multiple products are processed at multiple workstations, and the capacity of each workstation is limited and shared by multiple operations; (ii) the behavior of a production policy is investigated over an infinite-time horizon, and thus the system stability can be evaluated; (iii) the representation of yield and rework uncertainty is generalized. Generalizing both the system structure and the nature of uncertainty requires a new mathematical development in the theory of infinite-horizon stochastic dynamic programming. The theoretical contributions of this paper are the existence proofs of the optimal stationary control for a stochastic dynamic programming problem and the finite covariances of WIP and production levels under the general expression of uncertainty. We develop a simple and explicit sufficient condition that guarantees the existence of both the optimal stationary control and the system stability. We describe how a production policy can be constructed for the manufacturing system based on the propositions derived. 相似文献