油田开发规划多目标产量分配优化模型及其应用

利用功能模拟原理(微分模拟方法及神经网络方法)建立的油田开发指标关联关系，研究并建立了油田开发规划中的产量最大，成本最低。效益最好的多目标产量分配优化模型。这些优化模型成功地解决了油田的总产量及对应的工作量成本等其它开发指标最优地分配到各二级开采单位的产量最优分配问题，将模型应用于国内某中后期开发油田的开发规划中产生了较好的经济效益。     

Smooth Transformation of the Generalized Minimax Problem

We consider the generalized minimax problem, that is, the problem of minimizing a function (x)=F(g ₁(x),...,g _m(x)), where F is a smooth function and each g _i is the maximum of a finite number of smooth functions. We prove that, under suitable assumptions, it is possible to construct a continuously differentiable exact barrier function, whose minimizers yield the minimizers of the function . In this way, the nonsmooth original problem can be solved by usual minimization techniques for unconstrained differentiable functions.     

增长期权对最优资本结构的影响研究：企业生命周期的视角

资产构成和生命周期的动态关系决定了企业最优资本结构的变化趋势。本文在利息税盾和破产成本的权衡理论框架下,运用实物期权方法,理论上揭示了增长期权动态执行导致最优资本结构随企业生命周期的变化规律,扩展分析了股东-债权人代理冲突对最优资本结构的影响,并提供了基于中国沪深A股上市公司的经验证据。结果表明：随着企业由年轻走向成熟,增长期权不断执行和在位资产逐渐累积会降低企业总体的破产风险,从而企业最优财务杠杆呈现上升趋势且增长速度逐渐放缓;股东和债权人在增长期权执行决策上的代理冲突导致的投资不足会降低最优财务杠杆,但代理成本随企业生命周期推进呈递减趋势。     

The Structure of Clarke's Generalized Gradient andComputing Some of Its Element for the SmoothComposition of Max-Type Functions

1.IntroductionConsidersmoothcompositionsofmax-typefunctionsoftheform:f(x)=g(x,aestfij(x),'',,T?:fmj(x)),(1.1)wherexER",Ji,i~1,'',marefiniteindexsets,gandfij,jEJi,i=1,'',marecontinuouslydifferentiableonRill 71andR;'respectively.Thisclassofnonsmoothfunct…     

On the Convergence of the P-Algorithm for One-Dimensional Global Optimization of Smooth Functions

The Wiener process is a widely used statistical model for stochastic global optimization. One of the first optimization algorithms based on a statistical model, the so-called P-algorithm, was based on the Wiener process. Despite many advantages, this process does not give a realistic model for many optimization problems, particularly from the point of view of local behavior. In the present paper, a version of the P-algorithm is constructed based on a stochastic process with smooth sampling functions. It is shown that, in such a case, the algorithm has a better convergence rate than in the case of the Wiener process. A similar convergence rate is proved for a combination of the Wiener model-based P-algorithm with quadratic fit-based local search.     

A Fine Structure in the Theory of Isols

In this paper we introduce a collection of isols having some interesting properties. Imagine a collection W of regressive isols with the following features: (1) u, v ? W implies that u ? v or v ? u, (2) u ? v and v ? W imply u ? W, (3) W contains ? = {0,1,2,…} and some infinite isols, and (4) u e? W, u infinite, and u + v regressive imply u + v ? W. That such a collection W exists is proved in our paper. It has many nice features. It also satisfies (5) u, v ? W, u ? v and u infinite imply v ? g(u) for some recursive combinatorial function g, and (6) each u ? W is hereditarily odd-even and is hereditarily recursively strongly torre. The collection W that we obtain may be characterized in terms of a semiring of isols D(c) introduced by J. C. E. Dekker in [5]. We will show that W = D(c), where c is an infinite regressive isol that is called completely torre.     

A Smooth Regularization of the Projection Formula for Constrained Parabolic Optimal Control Problems

We present a smooth, that is, differentiable regularization of the projection formula that occurs in constrained parabolic optimal control problems. We summarize the optimality conditions in function spaces for unconstrained and control-constrained problems subject to a class of parabolic partial differential equations. The optimality conditions are then given by coupled systems of parabolic PDEs. For constrained problems, a non-smooth projection operator occurs in the optimality conditions. For this projection operator, we present in detail a regularization method based on smoothed sign, minimum and maximum functions. For all three cases, that is, (1) the unconstrained problem, (2) the constrained problem including the projection, and (3) the regularized projection, we verify that the optimality conditions can be equivalently expressed by an elliptic boundary value problem in the space-time domain. For this problem and all three cases we discuss existence and uniqueness issues. Motivated by this elliptic problem, we use a simultaneous space-time discretization for numerical tests. Here, we show how a standard finite element software environment allows to solve the problem and, thus, to verify the applicability of this approach without much implementation effort. We present numerical results for an example problem.     

Optimal Prefix-Free Codes for Unequal Letter Costs: Dynamic Programming with the Monge Property

In this paper we discuss the problem of finding optimal prefix-free codes for unequal letter costs, a variation of the classical Huffman coding problem. Our problem consists of finding a minimal cost prefix-free code in which the encoding alphabet consists of unequal cost (length) letters, with lengths α and β. The most efficient algorithm known previously requires O(n^{2 + max(α, β)}) time to construct such a minimal-cost set of n codewords, provided α and β are integers. In this paper we provide an O(n^max(α, β)) time algorithm. Our improvement comes from the use of a more sophisticated modeling of the problem, combined with the observation that the problem possesses a “Monge property” and that the SMAWK algorithm on monotone matrices can therefore be applied.     

具有内部构造安全保障体系的冗余机器系统的最优控制

把系统方程的解转化为Volterra积分方程的形式,用范数指标函数作为衡量控制变量的标准,研究具有内部构造安全保障体系的冗余机器系统的最优控制问题.     

Optimal portfolios: new variations of an old theme

We survey some recent developments in the area of continuous-time portfolio optimization. These will include the use of options and of defaultable assets as investment classes and the presentation of a worst-case investment approach that takes the possibility of stock market crashes into account.      

计及需求响应不确定性的综合能源系统多目标优化调度管理

需求响应作为电力系统的重要调节手段,可显著提升系统灵活性和经济性。利用价格弹性构建了包含价格与激励措施的需求响应模型,并在此基础上考虑需求响应的不确定性,以综合能源系统经济性和环保性为优化目标,构建了综合能源系统多目标优化调度模型。利用E约束法将多目标优化模型转化为单目标优化模型,得到Pareto最优解集,运用模糊决策法从中选取最优方案。基于实际案例进行测算,结果表明价格型与激励型需求响应手段的结合能够实现削峰填谷,有效降低系统的运行成本和碳排放量。     

M/E_k/1排队系统的最优流控制

通过两种经典方案,即非合作最优化方案和合作最优化方案,对M/E_k/1排队系统的最优流控制问题进行研究.在这两种方案下,给出了最优流控制的解,并对解的性质进行分析.     

A Note on the Optimal L 2-Estimate of the Finite Volume Element Method

In this note, the optimal L ²-error estimate of the finite volume element method (FVE) for elliptic boundary value problem is discussed. It is shown that u–u _{h 0}Ch ²|ln h|^1/2f_1,1 and u–u _{h 0}Ch ²f_1,p , p>1, where u is the solution of the variational problem of the second order elliptic partial differential equation, u _h is the solution of the FVE scheme for solving the problem, and f is the given function in the right-hand side of the equation.     

Expected runtimes of a simple evolutionary algorithm for the multi-objective minimum spanning tree problem

Evolutionary algorithms are applied to problems that are not well understood as well as to problems in combinatorial optimization. The analysis of these search heuristics has been started for some well-known polynomial solvable problems. Such analyses are starting points for the analysis of evolutionary algorithms on difficult problems. We present the first runtime analysis of a multi-objective evolutionary algorithm on a NP-hard problem. The subject of our analysis is the multi-objective minimum spanning tree problem for which we give upper bounds on the expected time until a simple evolutionary algorithm has produced a population including for each extremal point of the Pareto front a corresponding spanning tree. These points are of particular interest as they give a 2-approximation of the Pareto front. We show that in expected pseudopolynomial time a population is produced that includes for each extremal point a corresponding spanning tree.     

从最优规模到更大的最优规模--理性企业规模的线性优化

企业效益是以规模为基础的，不同企业最优规模及达到的方式不同。本讨论了企业为获得最优效益，在理性、线性的最优规模下处理过剩资源，单纯的规模扩张及价格与产量关系线性时的规模扩张。指出在初步最优规模，无过剩资源时，单纯的规模扩张以资源同增长的方式最优；在价格与产量关系线性时，企业有最优扩张系数，最大的最优规模。     

能耗强度与能源结构优化对内生经济增长影响研究

本文在垂直创新模型框架下,将能耗强度和碳减排比例引入生产函数,将人们对气候变化的警惕意识引入效用函数,建立了一个动态的内生低碳经济增长模型。通过求解所建动态优化模型,找到了经济长期均衡增长的最优路径,讨论了能源强度和能源消费结构变化与经济均衡增长的相互关系,分析了各参数对经济最优增长路径的影响,比较了化石能源内部消费结构不变和逐年清洁两种情景下的经济最优增长路径的异同。长期来看,能源强度、二氧化碳减排速率与经济增长率有相互的负向线性关系,缩小反映化石能源内部消费结构的综合碳排放系数对经济增长有促进作用。非化石能源比例越高,低碳技术应用越广泛,研发成果对技术积累的贡献率越大,消费者对当前消费的偏好程度越小,人们对气候变化的警惕意识越强,则越有利于经济的低碳发展。     

社区绩效影响因素的系统结构分析:基于信任与志愿精神视角

社区是社会管理的基本单元,其绩效的根源因素及其影响机制是人们关心的问题.基于信任和志愿精神视角,运用文献研究方法寻找社区绩效的影响因素,并结合ISM方法分析这些因素的系统结构,寻找影响社区绩效的根源因素及影响机制.研究表明,居民社团参与、社区文化、社会结构、居民人口特征、媒体使用及频率、基层政府管理模式以及居民对基层政府提供服务质量的期望与满意度是影响社区绩效的深层根源因素,其通过居民媒体信任、居民社会信任、居民基层政府信任、居民志愿精神、居民社区参与意识与行为以及居民社区自治意识与行为等中介变量来实现对社区绩效的影响.     

Mathematical modelling of the patent ductus arteriosus (PDA)

The heart is one of the most important and vital body organs, which is responsible for pumping blood to different body tissues. Abnormalities in each part of heart can lead to lack of proper blood circulation. The arterial duct is one of the most important parts of embryonic cycles which may provide the possibility of a relationship between the aorta and the pulmonary artery. The failure of this duct to close after birth causes the abnormality called patent ductus arteriosus (PDA). In this article, we propose a novel model for accurate simulation of PDA abnormality in the human heart. The model is obtained by exploiting the mathematical relation between hemodynamic parameters of heart, including pressure, blood, volume and flow. The proposed model is verified using clinical data.     

开的产业生态系统最优产业单链的搜寻

应用优化理论对开的产业生态系统进行了研究,以净产出为目标函数建立了开的产业生态系统产业单链的优化模型,并对最优产业单链的搜寻进行了讨论;应用本文的方法对当前我国农业面临的秸秆问题进行了讨论.     

Information Transmission of a Policy Program: Models for the Optimal Detection of Key Players

The underlying motivation for this work stems from the observation that there was weak participation in a policy program to modernize the commerce of a city center. This was due in part to a poor performance from the trade association board in the transmission of information. Using the tools of social network analysis and combinatorial optimization, we search for new sets of key players that are better positioned to disseminate information in the collective. We detect 2 new sets of key players and compare them with the trade association board. The comparison shows that social network analysis and combinatorial optimization can be useful tools in making policy implementation processes more effective.