基于模糊距离总变差的模糊识别模型及径流预报应用

根据待识别样本的加权广义欧氏权距离,基于模糊距离总变差为最小的目标函数,提出了一种新的计算模糊聚类中心矩阵、模糊模式识别矩阵与目标权重的模糊识别模型.该模型具有较好的稳定性,径流中长期预报实例说明是可行的.     

基于变权综合的多目标规划均衡解

研究多目标规划的求解问题,提出了一种新的基于变权综合求解方法.用变权综合理论提出了惩罚性均衡解,并且证明了它是多目标规划有效解,并且给出求解均衡有效解的步骤.通过实际例题表明,该方法是正确有效解决了多目标规划问题,与线性加权法和平方加权和法相比而言,具有较好的综合均衡性能.     

基于Vague集模糊推理的目标识别方法及其三Ⅰ解

为从Vague集多准则模糊决策、目标识别和模糊推理三者关系中探求目标识别构建方法,利用特征矩阵、权重、评价函数等分别构建了基本决策过程和熵权-加权算子决策过程.通过R_(0v)。型模糊取式三Ⅰ算法,揭示了两种决策过程的评价函数值分别是模糊推理的模糊逻辑三Ⅰ解和加权三Ⅰ解.结合三Ⅰ算法的还原性和模糊推理过程,构建了基于三Ⅰ算法的模糊推理目标识别方法.利用一个工件识别实例说明了提出的目标识别方法的正确性和有效性.     

关于用加权最小二乘法求切比雪夫解的研究

本文给出了加权最小二乘解的交错定理,同时又证明了存在一加权最小二乘解就是切比雪夫解(逼近空间是代数多项式类|P~n),并对|P~n提供了有限次求得切比雪夫解的权因子选取方法。     

非负约束稀疏优化问题的一个等价性条件

加权l₁最小化是稀疏优化的主流方法之一。本文对带非负约束的l₀最小化问题与加权l₁最小化问题的解之间的关系进行了研究,给出了加权l₁最小化问题的约束矩阵和目标函数的系数是"s-权优"的定义,并通过该定义给出了加权l₁最小化问题的解是带非负约束的l₀最小化问题的解的条件。进一步,本文给出了"s-权优"的充分条件及其具体表示形式,并对其上下界进行了可计算的有效估计。     

非负约束稀疏优化问题的一个等价性条件

加权l₁最小化是稀疏优化的主流方法之一。本文对带非负约束的l₀最小化问题与加权l₁最小化问题的解之间的关系进行了研究,给出了加权l₁最小化问题的约束矩阵和目标函数的系数是"s-权优"的定义,并通过该定义给出了加权l₁最小化问题的解是带非负约束的l₀最小化问题的解的条件。进一步,本文给出了"s-权优"的充分条件及其具体表示形式,并对其上下界进行了可计算的有效估计。     

多目标规划求解中修正权系数的方法

我们利用 p级数方法求解多目标规划问题 MOP,并用分层法的思想确定权系数 .求解多目标规划问题 MOP就相当于求解分层的多目标规划问题 L SP.这样 ,我们就可以确定这个函数的目标函数解 ,如果这个解不是满足决策者要求的 Pareto有效解 ,就改变原 MOP问题的权系数。我们就用这个迭代的方法求解多目标规划问题 MOP。     

一种基于双基点的系统评价指标赋权法

指标权系数的赋值决定了系统综合评价的合理性和正确性 .为了提高指标权系数赋值的准确性 ,给出了一种利用双基点计算指标权重的方法 .通过引入一个偏好系数以表征决策者对双基点的信赖程度 ,以带偏好系数的待评方案距双基点的加权距离的平方和为优化目标 ,建立了新的数学模型 ,并以优化理论为依据 ,给出了求解模型的精确解 .应用实例表明了该方法的有效性 .     

C~n中具有逐块光滑边界的有界域上带权因子积分表示的拓广式

本文讨论了Cn空间中具有逐块光滑边界的有界域上和强拟凸域上具有拓广的B-M核的(0,q)形式的带权因子的积分表示式,得到了带权因子拓广的Koppelman- Leray-Norguet公式．由此得到了有界域上-方程带权因子的连续解,由于权因子的引入,使得积分公式在应用上(如在函数插值问题的应用)具有更大的灵活性．     

基于相对目标接近度的多目标决策方法及其应用

对多目标决策问题 ,引进多目标决策问题的理想点、多目标决策问题的负理想点和任意可行解对应的的目标向量的概念 ;然后将多目标决策问题的理想点、多目标决策问题的负理想点和任意可行解对应的的目标向量标准化 ;再利用 AHP法计算目标函数的权重向量 ;考虑权重后 ,定义任意可行解对应的目标向量的标准化向量到理想点的标准化向量 (和负理想点的标准化向量 )的加权距离 ,从而引进目标向量与理想点的相对目标接近度概念 ,进而提出了一种基于相对目标接近度的多目标决策方法 .并应用该方法对投资组合问题进行决策     

Quantitative stability in stochastic programming

In this paper we study stability of optimal solutions of stochastic programming problems with fixed recourse. An upper bound for the rate of convergence is given in terms of the objective functions of the associated deterministic problems. As an example it is shown how it can be applied to derivation of the Law of Iterated Logarithm for the optimal solutions. It is also shown that in the case of simple recourse this upper bound implies upper Lipschitz continuity of the optimal solutions with respect to the Kolmogorov—Smirnov distance between the corresponding cumulative probability distribution functions.     

The optimality conditions for optimization problems with convex constraints and multiple fuzzy-valued objective functions

The optimality conditions for multiobjective programming problems with fuzzy-valued objective functions are derived in this paper. The solution concepts for these kinds of problems will follow the concept of nondominated solution adopted in the multiobjective programming problems. In order to consider the differentiation of fuzzy-valued functions, we invoke the Hausdorff metric to define the distance between two fuzzy numbers and the Hukuhara difference to define the difference of two fuzzy numbers. Under these settings, the optimality conditions for obtaining the (strongly, weakly) Pareto optimal solutions are elicited naturally by introducing the Lagrange multipliers.     

The Karush–Kuhn–Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions

The KKT conditions in multiobjective programming problems with interval-valued objective functions are derived in this paper. Many concepts of Pareto optimal solutions are proposed by considering two orderings on the class of all closed intervals. In order to consider the differentiation of an interval-valued function, we invoke the Hausdorff metric to define the distance between two closed intervals and the Hukuhara difference to define the difference of two closed intervals. Under these settings, we are able to consider the continuity and differentiability of an interval-valued function. The KKT optimality conditions can then be naturally elicited.     

On spanning tree problems with multiple objectives

We investigate two versions of multiple objective minimum spanning tree problems defined on a network with vectorial weights. First, we want to minimize the maximum ofQ linear objective functions taken over the set of all spanning trees (max-linear spanning tree problem, ML-ST). Secondly, we look for efficient spanning trees (multi-criteria spanning tree problem, MC-ST).Problem ML-ST is shown to be NP-complete. An exact algorithm which is based on ranking is presented. The procedure can also be used as an approximation scheme. For solving the bicriterion MC-ST, which in the worst case may have an exponential number of efficient trees, a two-phase procedure is presented. Based on the computation of extremal efficient spanning trees we use neighbourhood search to determine a sequence of solutions with the property that the distance between two consecutive solutions is less than a given accuracy.Partially supported by Deutsche Forschungsgemeinschaft and HCº Contract no. ERBCHRXCT 930087.Partially supported by Alexander von Humboldt-Stiftung.     

区间二次规划在确定模糊评价因素权向量中的应用

利用区间二次规划方法确定模糊综合评判中评价因素的模糊权向量，它的原理是：以区间的概念为基础。利用区问相离度公式计算使主观偏好值与客观偏好值的总差距最小的权向量就是所求的评价因素的模糊权向量。     

Some properties of approximate solutions for vector optimization problem with set-valued functions

In this paper, we study the approximate solutions for vector optimization problem with set-valued functions. The scalar characterization is derived without imposing any convexity assumption on the objective functions. The relationships between approximate solutions and weak efficient solutions are discussed. In particular, we prove the connectedness of the set of approximate solutions under the condition that the objective functions are quasiconvex set-valued functions.     

Approximations and solution estimates in optimization

Approximation is central to many optimization problems and the supporting theory provides insight as well as foundation for algorithms. In this paper, we lay out a broad framework for quantifying approximations by viewing finite- and infinite-dimensional constrained minimization problems as instances of extended real-valued lower semicontinuous functions defined on a general metric space. Since the Attouch-Wets distance between such functions quantifies epi-convergence, we are able to obtain estimates of optimal solutions and optimal values through bounds of that distance. In particular, we show that near-optimal and near-feasible solutions are effectively Lipschitz continuous with modulus one in this distance. Under additional assumptions on the underlying metric space, we construct approximating functions involving only a finite number of parameters that still are close to an arbitrary extended real-valued lower semicontinuous functions.     

Weakly and properly nonessential objectives in multiobjective optimization problems

In this work we characterize objective functions which do not change the set of efficient solutions (weakly efficient solutions, properly efficient solutions). Necessary and sufficient conditions for an objective function to be weakly nonessential (properly nonessential) are presented. We establish relations between weakly nonessential, properly nonessential and nonessential functions.     

Siting Facilities along a Line when Equity of Service is Desirable

The problem where a number of facilities need to be sited along a line is often encountered in practice. In this paper, we consider the case where the objective is to achieve equity of service, which we accomplish by minimizing the maximum distance between two adjacent facilities. We also consider a stronger variation where the objective is not only to minimize the maximum distance, but also to hierarchically minimize the second maximum distance and so on. We then assume that there is a cost for siting a facility at a given point, and consider bicriteria extensions where the objective is to simultaneously achieve cost efficiency and service equity. Only the first among these various cases has thus far been addressed in the literature. We provide simple and effective solutions for all of them (indicating where and how solutions can be obtained using available methods).     

Parallel machine scheduling problems considering regular measures of performance and machine cost

This research considers a broad range of scheduling problems in the parallel machines environment. Schedules are evaluated according to two independent components of the objective function: (1) machine cost consisting of a fixed cost and a variable cost; and (2) a regular measure of performance. This study is only one of a few that take the selection of machines among those available as a decision variable. For machine cost with concave functions, we derive the general characteristics of optimal solutions with respect to decisions on the number of machines to use and the way to load the machines. Our analysis is not restricted to the machine cost criterion, but may be extended to other measures with concave functions. Furthermore, we provide a Pareto efficient perspective in understanding the tradeoff between machine cost and any regular measure of performance.