关于Leontief产出方程的二级分裂迭代方法

研究Leontief投入产出模型中计算产出向量的迭代方法,基于Leontief产出方程,在矩阵规模很大,直接计算逆矩阵很困难的条件下,通过引入参数并运用二级分裂迭代思想和松弛技术,提出了Leontief产出方程的二级分裂迭代方法,给出了该方法的收敛理论.利用给出的收敛因子的计算方法,讨论了参数的优化选择,数值实例验证了此方法的有效性,表明优化参数能有效提高迭代方法的收敛效率.     

基于新的Hessian近似矩阵的稀疏重构算法

一般来说,基于二次近似模型的优化算法具有良好的数值表现.然而,当基于二次近似模型的优化算法求解大规模优化问题时,若使用稠密矩阵近似目标函数在迭代点的Hessian矩阵,需要花费大量的计算成本和存储成本,因此设计Hessian矩阵合适的标量近似矩阵特别重要.对于正则化模型,利用最近三次迭代的信息,设计粗糙的标量矩阵,使用拟牛顿公式进行更新,结合近似最优梯度法的思想和梯度法的延迟策略,构造Hessian矩阵新的含有更多二阶信息的标量近似矩阵.结合非单调线搜索,提出基于新的Hessian近似矩阵的稀疏重构算法,并进行收敛性分析.实验结果表明,与经典稀疏重构算法算法相比,基于新的Hessian近似矩阵的稀疏重构算法在重构效果相似的情况下能较大地减少迭代次数和较快地重构信号.     

基于卫星无源探测的飞行器主动段轨道估计

首先提出了一种在双星无源飞行器主动段探测中,可同时估计双星测量的系统误差并给出目标预测轨道的方法.将卫星测量值误差在小角度条件下转化为卫星测量轴的偏转角,以双星逐点交汇定位法得出的轨道为基准估计系统误差,利用最小二乘思想将模型参数估计问题转化为优化问题,使用遗传算法对目标飞行器模型参数进行估计.而后讨论了一种通过加强模型约束,由单星无源探测估计目标轨道的方法.     

带有加压泵站的污水管网系统的优化计算

本对带有加压泵站污水管网系统的优化问题进行了研究，建立了优化计算的数学模型，根据模型提出了有效的优化方法编制了相应程序，最后通过实际案例计算，比较表明，效果令人满意。     

单个生产商和多个零售商缺货概率的计算法

由于需求的不确定性,容易造成缺货,如何计算缺货概率却是一个棘手的问题.本文把由单个制造商和多个零售商构成的供应链模型成Markov过程,利用排队理论分析供应链上各状态间的转移关系,以单个制造商和三个零售商为例澄清状态转移矩阵的内部结构,并对一般模型提出计算缺货和满货概率的计算公式.在此基础上分析了各状态概率对库存总成本的影响,为系统的优化决策提供分析的依据.数值实验表明所提出的方法是行之有效的.     

天然气稳态运行优化的混合整数模型及其算法

天然气稳态运行优化问题的难点在于网络结构复杂、规模大、目标函数及约束高度非线性.针对其混合整数非线性规划模型,基于网络约简和线性化技术,建立了线性近似模型,并提出一种新的求解算法.将新算法用于优化我国西部天然气管网系统,结果表明所提算法是有效的.     

一种估算马尔柯夫状态转移概率矩阵的新方法

在现有文献研究的基础上,对马尔柯夫状态转移概率矩阵估算方法又作了进一步研究,根据马尔柯夫状态转移概率矩阵的性质和特点,提出了一种新的估算方法.方法首先构造了一个以相对误差绝对值之和最小为目标,以某一状态转移到其他状态的概率之和等于1以及状态转移概率不小于零为约束条件的优化模型.在此基础上,通过变量替换,将该模型转化为线性规划模型.由于线性规划模型不仅能够求得解析解,而且有现成的求解软件,因此不但便于问题求解,而且更加方便、可靠.最后进行了示例计算,验证了给出的马尔柯夫状态转移概率矩阵优化算法的可行性和正确性.     

比例风险模型下参数极大似然估计的自适应优化算法及其改进算法

自适应优化算法可避免很多常用数值算法遭遇的困难,例如:高维矩阵求逆问题,初值选取的问题和算法的收敛问题等等.因此,自适应优化算法得到了迅速的发展和广泛的应用,本文研究了比例风险模型下的自适应优化算法.首先利用三种自适应优化算法-Adam算法、RMSprop算法、Adagrad算法求解比例风险模型下的参数估计数值解问题,获得了自适应算法的计算优良性.然后,推广了比例风险模型下的Adam算法的研究,发展了一种改进的Adam算法,进一步提高了算法的计算速度并展现了其计算优势.     

非线性极大极小系统全局优化算法的分析

非线性极大极小系统的全局优化可用于柔性制造和智能交通的决策与控制.实现了非线性极大极小系统的全局优化算法的仿真,并进行了计算时间分析.数值实验表明了全局优化算法的可行性.算法的计算时间主要由系统的优化极大射影矩阵数目决定,而优化极大射影矩阵数目与系统解析式中单极大式的系数紧密相关,系数取值越分散,简约极大射影矩阵的效果越好,计算效率越高.     

低秩稀疏矩阵优化问题的模型与算法

低秩稀疏矩阵优化问题是一类带有组合性质的非凸非光滑优化问题.由于零模与秩函数的重要性和特殊性,这类NP-难矩阵优化问题的模型与算法研究在过去十几年里取得了长足发展。本文从稀疏矩阵优化问题、低秩矩阵优化问题、低秩加稀疏矩阵优化问题、以及低秩张量优化问题四个方面来综述其研究现状;其中,对稀疏矩阵优化问题,主要以稀疏逆协方差矩阵估计和列稀疏矩阵优化问题为典例进行概述,而对低秩矩阵优化问题,主要从凸松弛和因子分解法两个角度来概述秩约束优化和秩(正则)极小化问题的模型与算法研究。最后,总结了低秩稀疏矩阵优化研究中的一些关键与挑战问题,并提出了一些可以探讨的问题。     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

On a class of self-similar processes with stationary increments in higher order Wiener chaoses

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.     

On a class of Riemann surfaces

It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.     

CONTENTS OF VOLUME 30

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Instructions for contributions

正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with     

Journal of Mathematical Research with Applications Guide for Authors

正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.     

Staircase transportation problems with superadditive rewards and cumulative capacities

A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].