计算常用广义逆的一类统一的迭代法

本文给出了计算广义逆的一阶与ｐ阶（ｐ≥２）迭代法。由于常用的重要广义逆，例如Ａ＋，，Ａ（ｄ），Ａ＃，Ａｄ，ｗ，，等等，都是　型的广义逆，所以，我们实际上给出了计算这些重要广义逆的一类统一的迭代法。此外，我们还研究了计算的迭代法中初始逼近的一般取法，以及计算上述各个广义逆的迭代法中初始逼近的实际取法。     

广义Baskakov型算子的强逆不等式

利用二阶Ditzian-Totik模考虑一类算子的强逆不等式，这类不等式曾经被许多者用不同的方法研究过。本文将采用一种统一的方法来处理一大类算子的强逆不等式，得到了它们的Ditzian-Ivanov结果。本方法适用于更广的算子。     

稳定化有限元方法中逆估计常数的确定

0．弓I言稳定化有限元方法［2］［4］［12］［15］ro［18］在固体和流体力学的数值计算中构造有效的格式发挥着很大的作用．从理论分析的角度看，该方法（Galerkin一局部最小二乘方法）是完备的、确定的，但是在实际计算中稳定化参数。E（0，CI）的如何选取直接影响到逼近解的质量．数值实验【9川叫'川'到表明。取得太小会造成。伪l。压力模式rI．因此，对of的估计是一个值得注意的重要问题．文［8］虽然估训一了一些逆常数，但其未能给出确定逆估计常数的一般公式，而且技巧性太强，过于依赖区域剖分的性质，使得逆常数的计算复杂化，不…     

关于广义逆矩阵AT，S^（1,2）的刻画推广

本文通过一类秩等方程给出了AT,S^(1,2)、AT,S^(2)的一种刻画及一类秩等方程有解的充分必要条件，推广了文献[1]、[4]的结论，并改进了[4]关于矩阵A的Drazin逆Af的一类刻画的证明。     

加法范畴中态射的Drazin逆

本文研究了加法范畴上态射的Drazin逆。首先给出了态射和φ η与态射φ有Drazin逆的一个关系，得到了φ η的Drazin逆的一个公式，其次证明了态射φ有Drazin逆当且仅当φ^k有群逆（k为某一正整数）。最后还证明了：如果2为可逆态射，则具有Drazin逆的态射一定为两个可逆态射之和。     

一类线性规划逆问题及解法

本文讨论了逆ＬＰ问题的更一般的情况,这里称它为广义逆ＬＰ问题,即在知道了一部分变量和价值系数的条件下,求余下的未知的变量和价值系数,将它们合起来组成给定的ＬＰ问题的最优解。显然若知道全部价值系数就成为ＬＰ问题;若知道全部变量就成为逆ＬＰ问题,它是在根据研制应用软件时提出的。文中给出了解广义逆ＬＰ问题的算法,并成功地用于“宏观经济调控系统”等应用软件的研制中,对要解决的实际问题,给出了强多项式算法。     

关于环上矩阵的群逆与Drazin逆

本文给出了环上一类方阵有群逆，｛１，５｝－道的充要条件及其它们的表式，推广了体（域）上关于群逆的Ｃｌｉｎｅ定理．此外还首次得到了矩阵有Ｄｒａｚｉｎ逆的判别准则及其它的表式．     

M-P逆和加权M-P逆的有限迭代计算公式

本文，对于任意给定的矩阵A，我们给出了计算其M—P逆和加权M—P逆的有限迭代计算公式．根据这一迭代公式，当我们选取初始矩阵为X0=A^#，则矩阵A的加权M—P逆A^＋MN在不考虑舍入误差的情况下，可以在有限迭代的情况得到，同样当我们选取初始矩阵X0=A^＊，其M—P逆A^＋亦可以在有限迭代下获得．最后我们用数值例子检验了我们算法的正确性。     

半定规划的限制逆问题与广义逆问题

本文提出了半定规划的限制逆问题与广义逆问题，利用半定规划的最优性条件，分别给出了其在l∞，l1,l2模意义下的数学模型，它们仍为半定规划问题。     

关于一般线性规划逆问题的一种简化

本将一般线性规划的逆问题转化为对应于已知解x^oj=0的价值系数cj不允许调整的限制逆问题，得到了逆问题的简化模型，然后给出了其在τ∞，τ1，τ2模意义下的具体形式，分别为线性规划和二次规划问题。     

Linearized ridge-path method for function minimization

A modification based on a linearization of a ridge-path optimization method is presented. The linearized ridge-path method is a nongradient, conjugate direction method which converges quadratically in half the number of search directions required for Powell's method of conjugate directions. The ridge-path method and its modification are compared with some basic algorithms, namely, univariate method, steepest descent method, Powell's conjugate direction method, conjugate gradient method, and variable-metric method. The assessment indicates that the ridge-path method, with modifications, could present a promising technique for optimization.This work was in partial fulfillment of the requirements for the MS degree of the first author at Cairo University, Cairo, Egypt. The authors would like to acknowledge the helpful and constructive suggestions of the reviewer.     

A note on estimating parameters in two-parameter Pareto distributions

Pareto distributions are used extensively in modelling income distributions. Estimation of parameters is revisited in two-parameter Pareto distributions. The method of quantile estimates using the elemental estimates and the method of product spacings are applied to the two-parameter Pareto distributions. A comparative study between the maximum likelihood method, the unbiased estimates which are functions of the maximum likelihood method, the minimum mean squared error method, the method of moments, the method of quantile estimation, the method of quantile estimation using the elemental estimates and the method of product spacings is presented.     

Improvements of Some Projection Methods for Monotone Nonlinear Variational Inequalities

In this paper, we study the relationship of some projection-type methods for monotone nonlinear variational inequalities and investigate some improvements. If we refer to the Goldstein–Levitin–Polyak projection method as the explicit method, then the proximal point method is the corresponding implicit method. Consequently, the Korpelevich extragradient method can be viewed as a prediction-correction method, which uses the explicit method in the prediction step and the implicit method in the correction step. Based on the analysis in this paper, we propose a modified prediction-correction method by using better prediction and correction stepsizes. Preliminary numerical experiments indicate that the improvements are significant.     

Finding roots of a real polynomial simultaneously by means of Bairstow's method

Aberth's method for finding the roots of a polynomial was shown to be robust. However, complex arithmetic is needed in this method even if the polynomial is real, because it starts with complex initial approximations. A novel method is proposed for real polynomials that does not require any complex arithmetic within iterations. It is based on the observation that Aberth's method is a systematic use of Newton's method. The analogous technique is then applied to Bairstow's procedure in the proposed method. As a result, the method needs half the computations per iteration than Aberth's method. Numerical experiments showed that the new method exhibited a competitive overall performance for the test polynomials.     

Efficient numerical methods for pricing American options under stochastic volatility

Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two‐dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M‐matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved using a multigrid method. The projected multigrid method and the componentwise splitting method lead to a sequence of linear complementarity problems with one‐dimensional differential operators that are solved using the Brennan and Schwartz algorithm. The numerical experiments compare the accuracy and speed of the considered methods. The accuracies of all methods appear to be similar. Thus, the additional approximations made in the operator splitting method, in the penalty method, and in the componentwise splitting method do not increase the error essentially. The componentwise splitting method is the fastest one. All multigrid‐based methods have similar rapid grid independent convergence rates. They are about two or three times slower that the componentwise splitting method. On the coarsest grid the speed of the projected SOR is comparable with the multigrid methods while on finer grids it is several times slower. ©John Wiley & Sons, Inc. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Accelerating the convergence in the single-source and multi-source Weber problems

The modified Weiszfeld method [Y. Vardi, C.H. Zhang, A modified Weiszfeld algorithm for the Fermat-Weber location problem, Mathematical Programming 90 (2001) 559-566] is perhaps the most widely-used algorithm for the single-source Weber problem (SWP). In this paper, in order to accelerate the efficiency for solving SWP, a new numerical method, called Weiszfeld-Newton method, is developed by combining the modified Weiszfeld method with the well-known Newton method. Global convergence of the new Weiszfeld-Newton method is proved under mild assumptions. For the multi-source Weber problem (MWP), a new location-allocation heuristic, Cooper-Weiszfeld-Newton method, is presented in the spirit of Cooper algorithm [L. Cooper, Heuristic methods for location-allocation problems, SIAM Review 6 (1964) 37-53], using the new Weiszfeld-Newton method in the location phase to locate facilities and adopting the nearest center reclassification algorithm (NCRA) in the allocation phase to allocate the customers. Preliminary numerical results are reported to verify the evident effectiveness of Weiszfeld-Newton method for SWP and Cooper-Weiszfeld-Newton method for MWP.     

基于数值分布的激励型综合评价方法

针对激励评价中的等级划分问题,本文提出了一种基于数值分布的等级划分方法,相比于现有的等级划分方法,该方法能够综合考虑数值分布情况来划分等级,并结合本文提出的等级划分法对密度算子进行拓展,提出了一种基于数值分布的激励型综合评价方法。首先本文从数值分布的角度提出了一种新的等级划分方法,从而得出各等级区间的等级区间分界点;其次确定等级系数,并结合指标值和等级区间分界点给出各指标的权向量,给出一种不需要进行归一化处理的等级权向量确定方法,该方法能够较好的解决归一化处理带来的不公平性;再次根据密度算子思想对评价数据进行集结得出评价结果;最后通过一个算例对该方法进行验证,结果表明该方法可以实现对被评价对象科学激励的作用。该方法尤其适用于企业员工激励、省市综合排名、高校人才选拔等问题。     

Simultaneous estimation of thin film thickness and optical properties using two-stage optimization

In this work, we proposed the new method for estimation of the thickness and the optical properties of the thin metal oxide film deposited on a transparent substrate. The developed method uses only transmittance spectra measured. Our method is based on the two stage optimization where the thickness is determined in the outer stage and the optical properties are determined in the inner stage. The differential evolutionary algorithm is used in solving the formulated problem. The proposed method was illustrated in the case study of Titanium dioxide film deposited on a glass substrate. The results indicate that the thickness and the optical properties estimated agree well with the experiment. Moreover, we investigated robustness of the proposed method in the case of transmittance spectra containing noises. The data were modelled by adding random noises ranging between 0 and 30% to the transmittance spectra measured. It is seen that the proposed method has better robustness and performance than the existing method based on pointwise unconstrained minimization approach. In solving the estimation problem, the performance of the proposed method was also compared with the well-known Levenberg?CMarquardt method and single stage differential evolutionary method. The results indicate that the proposed method has better performance than Levenberg?CMarquardt method and single stage differential evolutionary method. Moreover, the proposed method is more robust to random noise than Levenberg?CMarquardt method and single stage differential evolutionary method.     

Some Methods for Estimation in a Negative-Binomial Model

To clarify the advantage of using the quasilikelihood method, lack of robustness of the maximum likelihood method was demonstrated for the negative-binomial model. Efficiency calculations of the method of moments and the pseudolikelihood method in the estimation of extra-Poisson parameters in a negative-binomial model were carried out. Especially when the overdispersion parameter is small, both methods are relatively highly efficient and the pseudolikelihood estimate is more efficient than the method of moments estimate. Two examples of the quasilikelihood analyses of count data with overdispersion are given. The bootstrap method also is applied to the data to illustrate the advantage of the method of moments or pseudolikelihood method in the estimation of the standard errors of the mean parameter estimates under the negative-binomial model.     

关于薄板的无网格局部边界积分方程方法中的友解

无网格局部边界积分方程方法是最近发展起来的一种新的数值方法,这种方法综合了伽辽金有限元、边界元和无单元伽辽金法的优点,是一种具有广阔应用前景的、真正的无网格方法．把无网格局部边界积分方程方法应用于求解薄板问题,给出了薄板无网格局部边界积分方程方法所需要的友解及其全部公式．