基于动态规划的迭代算法设计方法

为了基于动态规划法设计求约束最优化问题(COPs)最优解的迭代算法,在避免使用"标记函数"和递归算法的前提下提出了两种求解模式,给出了设计求COPs最优解的迭代算法一般方法,并利用两个典型优化问题-最长公共子序列问题和矩阵链乘法问题,阐明了如何利用两种求解模式设计求COPs最优解的简捷迭代算法.     

Multidimensional Dual Dynamic Programming

In this paper, we develop a dual approach to the dynamic programming for the optimal control problem in a multidimensional case. The idea of our method consists in defining, instead of the value function, a new function which satisfies a dual first-order partial differential equation of dynamic programming. We then prove a suitable verification theorem and introduce the concept of a dual feedback control. The sufficient optimality conditions thus obtained are analogous to their one-dimensional counterparts.     

A Dual Dynamic Programming for Multidimensional Elliptic Optimal Control Problems

This paper deals with the optimal control problems with multiple integrals and an elliptic partial differential equation. The sufficient conditions for optimality in these problems are proved through a dual dynamic programming. The concept of an optimal dual feedback is introduced, and the theorem guaranteeing its existence is established. For the purposes of numerical methods, the ε-version of the verification theorem provided appears to be very useful.     

关于动态规划方程受约束粘性解的比较定理

证明了与随机控制问题有关的动态规划方程粘性解的比较定理 .该定理对研究一类随机金融控制问题起着重要的作用     

y-Regularization-Operator Splitting Method for the Numerical Solution of a Scalar Eikonal Equation

In this article, we discuss a numerical method for the computation of the minimal and maximal solutions of a steady scalar Eikonal equation. This method relies on a penalty treatment of the nonlinearity, a biharmonic regularization of the resulting variational problem, and the time discretization by operator-splitting of an initial value problem associated with the Euler-Lagrange equations of the regularized variational problem. A low-order finite element discretization is advocated since it is well-suited to the low regularity of the solutions. Numerical experiments show that the method sketched above can capture efficiently the extremal solutions of various two-dimensional test problems and that it has also the ability of handling easily domains with curved boundaries.     

Distance Functions and Almost Global Solutions of Eikonal Equations

Consider a function u defined on  ⁿ , except, perhaps, on a closed set of potential singularities . Suppose that u solves the eikonal equation ‖Du‖ = 1 in the pointwise sense on  ⁿ \, where Du denotes the gradient of u and ‖·‖ is a norm on  ⁿ with the dual norm ‖·‖_?. For a class of norms which includes the standard p-norms on  ⁿ , 1 < p < ∞, we show that if  has Hausdorff 1-measure zero and n ≥ 2, then u is either affine or a “cone function,” that is, a function of the form u(x) = a ± ‖x ? z‖_?.     

压电热弹性体的变分原理及正则方程和齐次方程

结合对偶变量理论,为压电热弹性体混合层合板问题推导了齐次的控制方程和Hamilton等参元列式．首先根据广义的Hamilton变分原理推导了压电热弹性体非齐次的Hamilton正则方程．然后进一步考虑了热平衡方程与导热方程中变量的对偶关系,通过增加正则方程的维数,成功地将非齐次的正则方程转化为能独立求解压电热弹性体耦合问题的齐次控制方程．为了推导四节点Hamilton等参元列式的方便,可将温度梯度关系类比成本构关系并构建新的变分原理．齐次方程大大简化了人们在分析压电热弹性体耦合问题时,通常要求解非齐次方程和关于平衡方程和导热方程的二阶微分方程的繁琐方法,同时也减少了数值计算工作量．     

On the -divisibility of Fermat quotients

The authors carried out a numerical search for Fermat quotients vanishing mod , for , up to . This article reports on the results and surveys the associated theoretical properties of . The approach of fixing the prime rather than the base leads to some aspects of the theory apparently not published before.

     

Regularity of the Eikonal equation with two vanishing entropies

Let $\mathrm{\Omega }?{\mathbb{R}}^2$ be a bounded simply-connected domain. The Eikonal equation $\left|\mathrm{?}u\right|=1$ for a function $u:\mathrm{\Omega }?{\mathbb{R}}^2\to \mathbb{R}$ has very little regularity, examples with singularities of the gradient existing on a set of positive $H^1$ measure are trivial to construct. With the mild additional condition of two vanishing entropies we show ?u is locally Lipschitz outside a locally finite set. Our condition is motivated by a well known problem in Calculus of Variations known as the Aviles–Giga problem. The two entropies we consider were introduced by Jin, Kohn [26], Ambrosio, DeLellis, Mantegazza [2] to study the Γ-limit of the Aviles–Giga functional. Formally if u satisfies the Eikonal equation and if

(1)$\mathrm{?}?({\stackrel{?}{\mathrm{\Sigma }}}_{e_1{e}_2}(\mathrm{?}{u}^{\perp }))=0\text{ and }\mathrm{?}?({\stackrel{?}{\mathrm{\Sigma }}}_{{?}_1{?}_2}(\mathrm{?}{u}^{\perp }))=0\text{ distributionally in }\mathrm{\Omega },$

where ${\stackrel{?}{\mathrm{\Sigma }}}_{e_1{e}_2}$ and ${\stackrel{?}{\mathrm{\Sigma }}}_{{?}_1{?}_2}$ are the entropies introduced by Jin, Kohn [26], and Ambrosio, DeLellis, Mantegazza [2], then ?u is locally Lipschitz continuous outside a locally finite set.Condition (1) is motivated by the zero energy states of the Aviles–Giga functional. The zero energy states of the Aviles–Giga functional have been characterized by Jabin, Otto, Perthame [25]. Among other results they showed that if ${\lim }_{n\to \infty }?I_{{?}_n}(u_n)=0$ for some sequence $u_n\in W_0^{2,2}(\mathrm{\Omega })$ and $u={\lim }_{n\to \infty }?u_n$ then ?u is Lipschitz continuous outside a finite set. This is essentially a corollary to their theorem that if u is a solution to the Eikonal equation $\left|\mathrm{?}u\right|=1$ a.e. and if for every “entropy” Φ (in the sense of [18], Definition 1) function u satisfies $\mathrm{?}?[\mathrm{\Phi }(\mathrm{?}{u}^{\perp })]=0$ distributionally in Ω then ?u is locally Lipschitz continuous outside a locally finite set. In this paper we generalize this result in that we require only two entropies to vanish.The method of proof is to transform any solution of the Eikonal equation satisfying (1) into a differential inclusion $DF\in K$ where $K?M^{2\times 2}$ is a connected compact set of matrices without Rank-1 connections. Equivalently this differential inclusion can be written as a constrained non-linear Beltrami equation. The set K is also non-elliptic in the sense of Sverak [32]. By use of this transformation and by utilizing ideas from the work on regularity of solutions of the Eikonal equation in fractional Sobolev space by Ignat [23], DeLellis, Ignat [15] as well as methods of Sverak [32], regularity is established.     

二层次消费与投资决策优化动态规划模型

在动态多阶段情形,投资者面临的环境不仅只有投资环境,还包括消费环境.投资者关于投资与消费的决策具有层次性.因为消费事关人的生存需要,是优先要考虑的问题,且投资的最终目的还是为了消费,所以使消费最大化应是高一层次的目标,而使投资最大化则应是次一级的目标.因此,试图建立一个二层次消费与投资决策优化动态规划模型,以便更好地模拟现实世界的情况.讨论了该模型的动态决策过程和最优解的性质.     

GDDP: Generalized Dual Dynamic Programming Theory

This document presents theoretical considerations about the solution of dynamic optimization problems integrating the Benders Theory, the Dynamic Programming approach and the concepts of Control Theory. The so called Generalized Dual Dynamic Programming Theory (GDDP) can be considered as an extension of two previous approaches known as Dual Dynamic Programming (DDP): The first is the work developed by Pereira and Pinto [3–5], which was revised by Velásquez and others [8,9]. The second is the work developed by Read and others [2,6,7].     

Geodesic vector fields and Eikonal equation on a Riemannian manifold

In this paper, we study the impact of geodesic vector fields (vector fields whose trajectories are geodesics) on the geometry of a Riemannian manifold. Since, Killing vector fields of constant lengths on a Riemannian manifold are geodesic vector fields, leads to the question of finding sufficient conditions for a geodesic vector field to be Killing. In this paper, we show that a lower bound on the Ricci curvature of the Riemannian manifold in the direction of geodesic vector field gives a sufficient condition for the geodesic vector field to be Killing. Also, we use a geodesic vector field on a 3-dimensional complete simply connected Riemannian manifold to find sufficient conditions to be isometric to a 3-sphere. We find a characterization of an Einstein manifold using a Killing vector field. Finally, it has been observed that a major source of geodesic vector fields is provided by solutions of Eikonal equations on a Riemannian manifold and we obtain a characterization of the Euclidean space using an Eikonal equation.     

三维Navier-Stokes方程的随机变分准则

我们将文献(Cipriano F,Cruzeiro A B.Navier-Stokes equation and diffusions on the group of homeomorphisms of the Torus[J].Commun.Math.Phys.,2007,275:255-269)推广到三维情形,即给出三维环面上的Navier-Stokes方程的随机变分准则.     

投资组合问题的动态规划方法

关于投资组合问题,Markowitz的均值-方差模型奠定了理论基础。近年来出现了许多简化模型,多目标线性规划模型是其中之一,但是这种线性化方法不便于处理非线性的交易费,本文建立一种动态规划模型和递推算法。     

Dynamic Programming and Diagnostic Classification

In this paper, the sequential determination of the Moore-Penrose generalized inverse matrix by dynamic programming is applied to the diagnostic classification of electromyography signals. The obtained results are comparable to those in the literature. Moreover, this recursive scheme has the advantage of allowing the inclusion of new diagnostic results in the learning process, as more and more patients are included in the training of the associative memory.     

关于牲畜繁殖销售的动态规划模型的进一步探讨

本分别用前向和后向最优化原理考察了牲畜繁殖销售问题，根据收益函数的凹凸性，给出了一些相应的计算公式。     

Lower-Order Penalization Approach to Nonlinear Semidefinite Programming

In this paper, we reformulate a nonlinear semidefinite programming problem into an optimization problem with a matrix equality constraint. We apply a lower-order penalization approach to the reformulated problem. Necessary and sufficient conditions that guarantee the global (local) exactness of the lower-order penalty functions are derived. Convergence results of the optimal values and optimal solutions of the penalty problems to those of the original semidefinite program are established. Since the penalty functions may not be smooth or even locally Lipschitz, we invoke the Ekeland variational principle to derive necessary optimality conditions for the penalty problems. Under certain conditions, we show that any limit point of a sequence of stationary points of the penalty problems is a KKT stationary point of the original semidefinite program. Communicated by Y. Zhang This work was supported by a Postdoctoral Fellowship of Hong Kong Polytechnic University and by the Research Grants Council of Hong Kong.     

大型动态规划的分解算法

An approach about large dynamic programming based on discrete linear system with a quadratic index function is proposed by importing two Lagrange multipliers.     

适应编程需要的一种动态规划模型解法

由计算机软件编程需要出发,对库存管理中的一种动态规划方法进行了讨论,推导出了统一规范表达的允许状态集合和允许决策集合,并由此给出了计算程序框图,为计算机处理类似问题提供了依据。     

动态模糊规划模型的构建及应用

常规规划模型通常存在如下两种缺陷:首先,它的目标系数及约束条件都是在硬性限制下的确定值,因而在建模方面弹性小、硬度大;其次,它的目标系数与时间无关,因此不能有效地刻划时时刻刻变化着的目标系数,而动态模糊规划模型可以有效地解决上述缺陷.首先应用模糊动态AHP确定目标系数;然后根据L-R模糊数的强序关系准则,将动态模糊规划模型分解为最优与最劣两个模糊规划模型;再根据以α水平截集为基础的求解方法,将上述两个模型进行相应的转换,建立具有风险分析功能的动态模糊规划模型;最后将其应用到一个实际算例中,收到较好的结果.