The uv-Decomposition on a Class of D.C. Functions and Optimality Conditions

In this paper,the UV-theory and P-differential calculus are employed to study second-order ex-pansion of a class of D.C.functions and minimization problems.Under certain conditions,some properties ofthe U-Lagrangian,the second-order expansion of this class of functions along some trajectories are formulated.Some first and second order optimality conditions for the class of D.C.optimization problems are given.     

D.C.隶属函数模糊集及其应用(I)--D.C.隶属函数模糊集基本概念与性质

本文是D.C.隶属函数模糊集及其应用系列研究的第一部分.建立了D.C.隶属函数模糊集的基本概念.探讨了D.C.隶属函数模糊集的基本性质和D.C.隶属函数模糊集对一些常见的重要t模、余模和伪补的封闭性.并以此建立了丰富的模糊数学应用模型.     

D.C.隶属函数模糊集及其应用(II)——D.C.隶属函数模糊集的万能逼近性

本文是D.C.隶属函数模糊集及其应用系列研究的第二部分。指出在实际问题中普遍选用的三角形、半三角形、梯形、半梯形、高斯型、柯西型、S形、Z形、π形隶属函数模糊集等均为D.C.隶属函数模糊集,建立了D.C.隶属函数模糊集对模糊集的万有逼近性。探讨了D.C.隶属函数模糊集与模糊数之间的关系,给出了用D.C.隶属函数模糊集逼近模糊数的-εC e llina逼近形式,得到模糊数与D.C.函数之间的一个对应算子,指出了用模糊数表示D.C.函数的问题。     

关于Lins,A.,W.de Melo和Pugh C.C.的猜想(Ⅱ)

在本文中，我们证明了在F(x)＝－F（x）条件下，Lins,A.,W.de Melo和Pugh C．C．的猜想是成立的。     

D.C.隶属函数模糊集及其应用(Ⅱ)--D.C.隶属函数模糊集的万能逼近性

本文是D．C．隶属函数模糊集及其应用系列研究的第二部分。指出在实际问题中普遍选用的三角形、半三角形、梯形、半梯形、高斯型、柯西型、S形、Z形、π形隶属函数模糊集等均为D．C．隶属函数模糊集，建立了D．C．隶属函数模糊集对模糊集的万有逼近性。探讨了D．C．隶属函数模糊集与模糊数之间的关系，给出了用D．C．隶属函数模糊集逼近模糊数的e-Cellina逼近形式，得到模糊数与D．C．函数之间的一个对应算子，指出了用模糊数表示D．C．函数的问题。     

D.C.优化的最速下降法的收敛性

Some properties of a class of quasi-differentiable functions(the difference of two finite convex functions) are considered in this paper. And the convergence of the steepest descent algorithm for unconstrained and constrained quasi-differentiable programming is proved.     

环R{D,C}的一些性质

研究环R{D,C}的一些性质,证明了:1)环R{D,C}是弱拟morphic环当且仅当D是弱拟morphic环且对任意的x∈C,存在y∈C使得Cx=l_C(y).Dx=l_D(y);2)环R{D,C}是EIFP环当且仅当D和C都是EIFP环;3)环S=R{D,C}是左p.p.-环的充分必要条件是环D和C都是左p.p.-环.     

基于最优D.C.分解的单二次约束非凸二次规划精确算法

本文提出一种基于最优D.C.分解的单二次约束非凸二次规划精确算法.本文首先对非凸二次日标函数进行D.C.分解,然后对D.C.分解中凹的部分进行线性下逼近得到一个凸二次松弛问题.本文证明了最优D.C.分解可通过求解一个半定规划问题得到,而原问题的最优解可以通过计算最优凸二次松弛问题的满足某种互补条件的解得到.最后,本文报告了初步数值计算结果.     

在凸轮CAD中交点的数学处理方法及算法

本文建立了凸轮廓线的数学模型.利用一个活动坐标系可以很方便地建立凸轮各段运动轨迹的连接方程,并可对尖点进行修改.文中详述了上述数学处理方法及算法.     

A D.C. biobjective location model

In this paper we address the biobjective problem of locating a semiobnoxious facility, that must provide service to a given set of demand points and, at the same time, has some negative effect on given regions in the plane. In the model considered, the location of the new facility is selected in such a way that it gives answer to these contradicting aims: minimize the service cost (given by a quite general function of the distances to the demand points) and maximize the distance to the nearest affected region, in order to reduce the negative impact. Instead of addressing the problem following the traditional trend in the literature (i.e., by aggregation of the two objectives into a single one), we will focus our attention in the construction of a finite -dominating set, that is, a finite feasible subset that approximates the Pareto-optimal outcome for the biobjective problem. This approach involves the resolution of univariate d.c. optimization problems, for each of which we show that a d.c. decomposition of its objective can be obtained, allowing us to use standard d.c. optimization techniques.     

每一个元素都是左零因子之环

本文引进左(右)零因子环的概念,它们是一类无单位元的环.我们称一个环为左(右)零因子环,如果对于任何 $a \in R$,都有$r_R (a) \neq 0~(l_R(a)\neq 0)$,而称一个环为强左(右)零因子环,如果$r_R(R)\neq 0~(l_R(R)\neq 0)$.Camillo和Nielson称一个环$R$为右有限零化环(简称RFA-环),如果$R$的每一个有限子集都有非零的右零化子.本文给出左零因子环的一些基本例子,探讨强左零因子环和RFA-环的扩张,并给出它们的等价刻画.     

推广的半绝对离差和动态投资组合选择

在标准的Black－Scholes型金融市场下，建立了以推广的半绝对离差（Extended Semi－Absolute Deviation；ESAD）度量风险的动态均值-ESAD投资组合选择模型，研究了模型的求解方法，得到了最优投资组合策略和均值-ESAD有效前沿的解析表达式．同时，与动态均值-方差模型作了比较分析．最后，结合实例说明了模型的求解方法．     

Noetherian Skew Group Rings of F.C Groups

Let R *θG be the skew group ring with a F.C group G and the group homom-rphismθfrom G to Aut(R), the group of automorphisms of the ring R. In this paper,the necessary and sufficient condition such that R*θG will be Noetherian is given, which generalizes the results of I.G. connel.     

Duality for multiobjective optimization problems with convex objective functions and D.C. constraints

In this paper we provide a duality theory for multiobjective optimization problems with convex objective functions and finitely many D.C. constraints. In order to do this, we study first the duality for a scalar convex optimization problem with inequality constraints defined by extended real-valued convex functions. For a family of multiobjective problems associated to the initial one we determine then, by means of the scalar duality results, their multiobjective dual problems. Finally, we consider as a special case the duality for the convex multiobjective optimization problem with convex constraints.     

The Convergence of the Steepest Descent Algorithm for D.C.Optimization

Some properties of a class of quasi-differentiable functions(the difference of two finite convex functions) are considered in this paper.And the convergence of the steepest descent algorithm for unconstrained and constrained quasi-differentiable programming is proved.