判断并解决线性规划悖论的最优配置结构方法

借鉴Chobot-turnovec提出的最优技术结构概念,改进其模型,提出了一个判断并解决线性规划悖论问题的新方法——最优配置结构方法。新方法有两个明显优势:第一、具有统一的模型,对悖论现象的判断和解决基于同一准则,且适用于更广泛意义下的"多反而少"和"少反而多"两类悖论现象。第二、能够更明确地解释线性规划悖论的经济意义。     

高速公路行车时间估计和最优路径

行车时间估计和最优路径选择是智能交通系统中的研究热点,特别是对于车辆导航系统更具有深远的意义.首先以传统的交通流理论为基础,采用间接模型和动力学模型进行行车时间估计,通过仿真实验比较了两模型的优劣,并使用实测数据分析得到的车流量信息对动力学模型进行改进.然后使用Dijkstra算法寻找出静态状态下的最优路径,再结合前面建立的时间估计模型,给出了适用于动态随机状态下的路径寻优算法,用于解决路段行车时间期望随出发时刻动态变化的问题.最后指出了交通实时信息对解决动态随机最优路线问题的重要性,并结合卡尔曼滤波算法对路段相关的情况作了进一步讨论.     

利率为时间函数的商期权定价

在现实市场中利率不是确定的常数,为了让资产价格模型更趋近于现实,在假设利率是关于时间函数的情况下,推导出商期权的定价公式.证明时所用的方法分为两种,分别为Girsanov定理和Esscher变换.     

非协调有限元的全塑性分析

本文采用满足相容条件的非协调有限元模型以解决全塑性分析中有限元解的数值精度问题.文中讨论了该模型适用于全塑性分析的机理和判据,还设计了一个确定塑性极限载荷的算法.     

随机环境下的一类衍生的ARCH模型的极限行为

提出了随机环境下的幂变换门限自回归条件异方差模型,得出了其以几何速率收敛的充分条件.该模型反映了动力系统受随机环境干扰的现象,能更好的拟合现实世界中的诸多实际问题.另一方面,本文推广了自回归条件异方差模型,改善了模型的适应性程度,能够更好地适用于各种不同的金融市场价格行为波动的现象.     

Lasso变量选择的分布式算法

Lasso是机器学习中比较常用的一种变量选择方法,适用于具有稀疏性的回归问题.当样本量巨大或者海量的数据存储在不同的机器上时,分布式计算是减少计算时间提高效率的重要方式之一.本文在给出Lasso模型等价优化模型的基础上,将ADMM算法应用到此优化变量可分离的模型中,构造了一种适用于Lasso变量选择的分布式算法,证明了...     

对一道中考试题的思考

"数学教育,源于现实,富于现实,应用 于现实."随着数学新课程改革的不断深入, 重视数学知识与现实生活的联系,已成为数 学教育发展的趋势.数学建模将实际问题抽 象为数学模型,然后用数学方法求解模型.而 实用几何题就是应用几何的有关知识解决实 际问题的一类应用型试题,也称几何应用题.     

计算机指令优化控制模型

为了对计算机指令进行最优控制设计 ,我们建立了解决最优控制的整数线性规划模型 .由于变量较多 ,约束条件全都是线性的 ,目标函数为一次 ,我们采用单纯形法对问题求解 ,整个算法都用 c语言实现 ,并对实例进行了求解 .本模型很好的解决了计算机指令优化控制的问题 ,也适用于其他类似问题 .     

基于遗传算法和满意度函数的武器系统维修性分配规划问题研究

武器系统维修性分配是一个复杂的多目标规划问题.常规求解方法得到的结果难以满足其约束条件,并且难以体现不同目标间重要性的差别.据此,通过引入遗传算法(GA)和满意度函数解决了上述问题.首先利用GA求解单目标的最优解,建立各目标的满意度函数并综合为一个总满意度函数,最后利用GA求总满意度的最大值,即可获得模型的满意解.仿真算例表明,GA算法可适用于解决武器系统维修性分配问题,同时多目标规划中采用满意度函数法比线性加权法更可行.     

从支持向量机到非平行支持向量机

非平行支持向量机是支持向量机的延伸,受到了广泛的关注.非平行支持向量机构造允许非平行的支撑超平面,可以描述不同类别之间的数据分布差异,从而适用于更广泛的问题.然而,对非平行支持向量机模型与支持向量机模型之间的关系研究较少,且尚未有等价于标准支持向量机模型的非平行支持向量机模型.从支持向量机出发,构造出新的非平行支持向量机模型,该模型不仅可以退化为标准支持向量机,保留了支持向量机的稀疏性和核函数可扩展性.同时,可以描述不同类别之间的数据分布差异,适用于更广泛的非平行结构数据等.最后,通过实验初步验证了所提模型的有效性.     

卖空约束下的公司债券定价

信用溢价之谜是近年来在资产定价领域中热点研究问题之一,本文试图从结构化模型角度对这一问题做出解释。通过引入市场卖空约束条件,我们建立了新的公司债券定价模型。由于卖空约束在现实市场中普遍存在,因此建立这种结构化模型是具有实际意义的。实证研究表明该模型可以得出比现有模型更高的信用溢价,能很好地解释信用溢价之谜。     

How Emergent Models May Foster the Constitution of Formal Mathematics

This article deals with the role that so-called emergent models can play in the process of constituting formal mathematics. The underlying philosophy is that formal mathematics is something that is, or should be, constituted by the students themselves. In the instructional design theory for realistic mathematics education, models always have been employed to foster a process in which formal mathematics is reinvented by the students themselves. This article describes how the use of models became more and more explicated over time and developed into the notion of emergent models. The design of an instructional sequence, which deals with flexible mental computation strategies for addition and subtraction up to 100, is taken as an instance for elaborating what is meant by emergent models and what role they play in fostering the constitution of formal mathematics. The analysis shows that there are 3 interrelated processes. First. at a more holistic level, there is a global transition in which "the model" initially emerges as a model of informal mathematical activity and then gradually develops into a model for more formal mathematical reasoning. Second, the transition from "model of" to "model for" involves the constitution of anew mathematical reality that can be denoted formal in relation to the original starting points of the students. Third, in the series of instructional activities, there is not 1 model, but the model actually is shaped as a series of signs, in which each new sign comes to signify activity with a previous sign in a chain of signification.     

How Emergent Models May Foster the Constitution of Formal Mathematics

This article deals with the role that so-called emergent models can play in the process of constituting formal mathematics. The underlying philosophy is that formal mathematics is something that is, or should be, constituted by the students themselves. In the instructional design theory for realistic mathematics education, models always have been employed to foster a process in which formal mathematics is reinvented by the students themselves. This article describes how the use of models became more and more explicated over time and developed into the notion of emergent models. The design of an instructional sequence, which deals with flexible mental computation strategies for addition and subtraction up to 100, is taken as an instance for elaborating what is meant by emergent models and what role they play in fostering the constitution of formal mathematics. The analysis shows that there are 3 interrelated processes. First. at a more holistic level, there is a global transition in which “the model” initially emerges as a model of informal mathematical activity and then gradually develops into a model for more formal mathematical reasoning. Second, the transition from “model of” to “model for” involves the constitution of anew mathematical reality that can be denoted formal in relation to the original starting points of the students. Third, in the series of instructional activities, there is not 1 model, but the model actually is shaped as a series of signs, in which each new sign comes to signify activity with a previous sign in a chain of signification.     

Introduction to the Special Issue on Discrete Event Models of Continuous Systems

Automatic control systems rely on models to predict the near future and identification algorithms to adapt the models to changing process behaviour. The traditionally highly complex models of the activated sludge process developed for scientific purposes cannot be identified from on-line measurements and are not suited for process control purposes in their present form. Model decoupling based on the different time scales of the dynamic processes is one possible way of attacking this problem. It allows the implementation of more simple and realistically applicable controllers in combination with predictions based on simplified models in hierarchical control structure. This paper discusses these concepts and presents a reduced order model describing carbonaceous removal, nitrification, and denitrification in a medium time scale (several hours/days). The model parameters are identifiable from available on-line measurements and the dynamic behaviour is verified against computer simulations of the IAWQ activated sludge model no. 1.     

Solving stochastic complementarity problems in energy market modeling using scenario reduction

In this paper, we analyze market equilibrium models with random aspects that lead to stochastic complementarity problems. While the models presented depict energy markets, the results are believed to be applicable to more general stochastic complementarity problems. The contribution is the development of new heuristic, scenario reduction approaches that iteratively work towards solving the full, extensive form, stochastic market model. The methods are tested on three representative models and supporting numerical results are provided as well as derived mathematical bounds.     

Retailer’s inventory policies for a one time only manufacturer trade deal of uncertain duration

This paper models a retailer’s response to temporary manufacturer’s trade deals characterized by a time interval of random length, but with the ending date known before its occurrence. Uncertainty is handled through a reordering point, which serves as a trigger mechanism for a new special order and is activated at the discount termination date. The model generates ordering policies, applicable to any probability distribution and is shown to yield well-known deterministic optimal policies as a limiting case.     

Parallel simulation of individual-based, physiologically structured population models

A general scheme for parallel simulation of individual-based, structured population models is proposed. Algorithms are developed to simulate such models in a parallel computing environment. The simulation model consists of an individual model and a population model that incorporates the individual dynamics. The individual model is a continuous time representation of organism life history for growth with discrete allocations for reproductive processes. The population model is a continuous time simulation of a nonlinear partial differential equation of extended McKendrick-von Foerster-type.

As a prototypical example, we show that a specific individual-based, physiologically structured model for Daphnia populations is well suited for parallelization, and significant speed-ups can be obtained by using efficient algorithms developed along our general scheme. Because the parallel algorithms are applicable to generic structured populations which are the foundation for populations in a more complex community or food-web model, parallel computation appears to be a valuable tool for ecological modeling and simulation.     

On the interaction between retailers inventory policies and manufacturer trade deals in response to supply-uncertainty occurrences

This paper models a retailer’s response to temporary manufacturer’s trade deals characterized by a time interval of random length and of uncertain duration. Uncertainty is handled primarily through the establishment of a reordering point, which serves as a trigger mechanism for new special orders. The timing at which this point is activated becomes another decision variable to be determined optimally. The model generates relatively easy-to-implement ordering policies, applicable to any probability distribution.     

Regularly varying multivariate time series

Extreme values of a stationary, multivariate time series may exhibit dependence across coordinates and over time. The aim of this paper is to offer a new and potentially useful tool called tail process to describe and model such extremes. The key property is the following fact: existence of the tail process is equivalent to multivariate regular variation of finite cuts of the original process. Certain remarkable properties of the tail process are exploited to shed new light on known results on certain point processes of extremes. The theory is shown to be applicable with great ease to stationary solutions of stochastic autoregressive processes with random coefficient matrices, an interesting special case being a recently proposed factor GARCH model. In this class of models, the distribution of the tail process is calculated by a combination of analytical methods and a novel sampling algorithm.     

A dynamic wind farm aggregate model for the simulation of power fluctuations due to wind turbulence

An important aspect related to wind energy integration into the electrical power system is the fluctuation of the generated power due to the stochastic variations of the wind speed across the area where wind turbines are installed. Simulation models are useful tools to evaluate the impact of the wind power on the power system stability and on the power quality. Aggregate models reduce the simulation time required by detailed dynamic models of multiturbine systems.In this paper, a new behavioral model representing the aggregate contribution of several variable-speed-pitch-controlled wind turbines is introduced. It is particularly suitable for the simulation of short term power fluctuations due to wind turbulence, where steady-state models are not applicable.The model relies on the output rescaling of a single turbine dynamic model. The single turbine output is divided into its steady state and dynamic components, which are then multiplied by different scaling factors. The smoothing effect due to wind incoherence at different locations inside a wind farm is taken into account by filtering the steady state power curve by means of a Gaussian filter as well as applying a proper damping on the dynamic part.The model has been developed to be one of the building-blocks of a model of a large electrical system, therefore a significant reduction of simulation time has been pursued. Comparison against a full model obtained by repeating a detailed single turbine model, shows that a proper trade-off between accuracy and computational speed has been achieved.