一种求解半定规划的邻近外梯度算法

本文提出了一种求解半定规划的邻近外梯度算法.通过转化半定规划的最优性条件为变分不等式,在变分不等式满足单调性和Lipschitz连续的前提下,构造包含原投影区域的半空间,产生邻近点序列来逼近变分不等式的解,简化了投影的求解过程.将该算法应用到教育测评问题中,数值实验结果表明,该方法是解大规模半定规划问题的一种可行方法.     

ON SOME RESULTS ABOUT INEXACT LINEAR PROGRAMMING

I intreductiouInexact programs have been introduced by Soyster L4), and most of the results are givenby Soyster L6J-- LS], Falk [fi and Promerol L4J. The optimization problem described bySoyster is as follows:where the binds operation "+" refers the addition of sets. K, are non--empty convex sets,and K(b) ~ {ye r 1 y相似文献   

线性规划最优解集的表现

文献［１］讨论了有无穷多最优解的线性规划问题，并利用最优单纯形表格的检验数给出线性规划有无穷多最优解的判别法，本文利用最优基可行解的凸组合及最优极向的非负线性组合给出线性规划最优解集的表现，从而把线性规划最优解集的几何特征阐释清楚．     

一类特殊二次规划最优解的性质

本文研究了一类特殊二次规划最优解的性质.利用凸分析的方法,得到了该类二次规划问题解的存在性,唯一性及其结构.文中结果推广了模松弛QP子问题的有关结论,并在更多的QP子问题中有着潜在的应用.     

关于求线性规划初始可行基的生成算法

本文用反例证明了文「１」提出的求线性规划寝可行基的生成算法有错误,并给出了修正的生成算法。     

THE SYMMETRIC AND SYMMETRIC POSITIVE SEMIDEFINITE SOLUTIONS OF LINEAR MATRIX EQUATION——B~TXB = D ON LINEAR MANIFOLDS

This paper discusses the solutions of the linear matrix equation B~T XB=D on some linear manifolds. Some necessary and sufficient conditions for the existence of the solution and the expression of the general solution are given. And also some optimal approximation solutions are discussed.     

线性多级规划的最优性条件和基本性质

本文研究的线性多级规划模型比较一般化，容许集可以是无界的，每级的目标函数可以与各下级控制的决策变量有关．我们得到了这类多级规划的一组最优性充要条件，利用这组条件推导了各级可行集的弱拟凸性、连通性等几何性质．作为应用订正了Bard的一个例题．     

一类大系统目标规划问题最优解的判别准则

本文将一类大系统目标规划问题分解为若干个子问题,研究了原问题的最优解和各个子问题最优解之间的关系,并讨论了原问题最优解的判别条件．     

ON SUFFICIENCY AND DUALITY OF SOLUTIONS FOR QUASI Bs-INVEX SEMI-INFINITE PROGRAMMING

1　IntroductionRecently,various kinds of generalized convex functions were introduced.Bector andSingh[1 ] introduced a class of functions which called B-vex function.Bector,Suneja,andLalitha[2 ] introduced quasi B-vex function,pseudo B-vex function,B-invex function,quasi B-invex function,and pseudo B-invex function.We[3] extended invex function[4] ,gave thedefinitions of the symmetricη-function,symmetricη-pseudoconvex function,symmetricη-quasiconvex function for symmetric differentiable…     

带随机过程的随机规划问题最优解过程的平稳性与马氏性

证明了带随机过程的随机规划问题其最优争集中至少存在一列最优解均为可测的随机过程；且如果问题中的随机过程具有平稳性与马氏性，则此时间问题的最优解过程亦具有相应的特性。     

LIFE-SPAN OF CLASSICAL SOLUTIONS TO QUASILINEAR HYPERBOLIC SYSTEMS WITH SLOW DECAY INITIAL DATA LIFE-SPAN OF CLASSICAL SOLUTIONS TO QUASILINEAR HYPERBOLIC SYSTEMS WITH SLOW DECAY INITIAL DATA

1. IntroductionConsider the following quasilinear systeman on~ A(u)~ = 0, (1.1)ot oxwhere u ~ (ul,'' t u.)" is the unknown vector function of (t, x) and A(u) ~ (ail(u)) is ann x n matrix with suitably smooth elements ail(u) (i, j = 1,... ) n).Suppose that the system (1.1) is strictly hyperbolic in a neighbourhood of u = 0, namely,for any given u in this domain, A(u) has n distinct real eigenvalues Al(u), AZ(u),'' j A.(u)such thatAl(u) < AZ(u) <'' < A.(u). (1.2)For i = 1,'',nl let h(u…     

带随机过程的随机规划问题最优解集的过程特性与稳定性

本文证明了带随机过程的随机规划问题最优解集做为集值随机过程的可测性、可测最优解选择过程的存在性。研究了最优解集过程的平稳性、马氏性以及最优值过程的鞅性和最优解集过程的集值鞅性。最后，讨论了在有限维分布意义下最优解集过程对所含随机过程参数的连续性以及最优值过程的稳定性。     

LIFE-SPAN OF CLASSICAL SOLUTIONS TO QUASILINEAR HYPERBOLIC SYSTEMS WITH SLOWDECAY INITIAL DATA

The author considers the life-span of classical solutions to Cauchy problem for general first order quasilinear strictly hyperbolic systems in two independent variables with “slow” decay initial data. By constructing an example, first it is illustrated that the classical solution to this kind of Cauchy problem may blow up in a finite time, even if the system is weakly linearly degenerate. Then some lower bounds of the life-span of classical solutions are given in the case that the system is weakly linearly degenerate. These estimates imply that, when the system is weakly linearly degenerate, the classical solution exists almost globally in time. Finally, it is proved that Theorems 1.1-1.3 in [2] are still valid for this kind of initial data.     

油田稳产措施规划数学模型

措施规划是油田开发领域的一项极为重要的工作,它对于延长油田稳产年限,合理地安排稳产措施是十分必要的.本文对措施规划的几类数学模型进行了分析,提出了对不确定性因素的处理--随机规划的建立与求解方法.     

LIFE-SPAN OF CLASSICAL SOLUTIONS TO QUASILINEAR HYPERBOLIC SYSTEMS WITH SLOWDECAY INITIAL DATA

The author considers the life-span of classical solutions to Cauchy problem for general first order quasilinear strictly hyperbolic systems in two independent variables with “slow“ decay initial data. By constructing an example, first it is illustrated that the classical solution to this kind of Cauchy problem may blow up in a finite time, even if the system is weakly linearly degenerate. Then some lower bounds of the life-span of classical solutions are given in the casethat the system is weakly linearly degenerate. These estimates imply that, when the system is weakly linearly degenerate, the classical solution exists almost globally in time. Finally, it is proved that Theorems 1.1-1.3 in [2] are still valid for this kind of initial data.     

ON SOME EXTREMAL PROPERTIES OF ALGEBRAIC POLYNOMIALS

ＯＮＳＯＭＥＥＸＴＲＥＭＡＬＰＲＯＰＥＲＴＩＥＳＯＦＡＬＧＥＢＲＡＩＣＰＯＬＹＮＯＭＩＡＬＳＸｉｅＳｉｑｉｎｇ（谢四清）（ＷｕｈａｎＩｕｓｔ．ｏｆＭａｔｈ．Ｓｃｉ．ＡｃａｄｅｍｉａＳｉｎｉｃａ．Ｗｕｈａｎ４３００７１，Ｃｈｉｎａ．）ＯＮＳＯＭＥＥＸＴ...     

求解一类广义线性规划的分裂算法

1　引　　言我们知道,描述常义线性规划问题的数学模型为:mincTxs.tAx=bx≥0　　在经济问题中,线性规划中的向量c往往表示为价格,而在许多实际规划问题中价格向量c往往会在一定范围内扰动.这时,我们可以考虑这样一类广义线性规划问题:minx{maxy∈YyTx}s.tAx=b　x∈X(1)其中,A∈Rm×n,b∈Rm,X={x∈Rn|x≥0},Y是Rn中的一个凸闭子集.有关广义线性规划问题的求解,何在文献[1]中作过一些讨论.我们通过对线性约束Ax=b引入乘子可得到广义线性规划问题(1)定义在X×Y×Rm上的Lagrange函数为:L(x,y,η)=yTx-ηT(Ax-b)(2)　　如果x*是(1)式的…     

稀疏线性规划研究

稀疏线性规划在金融计算、工业生产、装配调度等领域应用十分广泛.本文首先给出稀疏线性规划问题的一般模型并证明问题是NP困难问题;其次采用交替方向乘子法(ADMM)求解该问题;最后证明了算法在近似问题上的收敛性.数值实验表明,算法在大规模数值算例上的表现优于已有的混合遗传算法;同时通过对金融实例的计算验证了算法及模型在稀疏投资组合问题上的有效性.     

AN ITERATIVE PROCESS FOR FINDING APPROXIMATE SOLUTIONS TO NONLINEAR EQUATIONS OF STRONGLY ACCRETIVE OPERATORS

In this paper, we investigate the Ishikawa iteration process in a p-uniformly smooth Banach space X. We prove that the Ishikawa iteration process converges strongly to the unique solution of the equation Tx=f when T is a Lipschitzian and strongly accretive operator frow X to X, or to the unique fixed point of T when T is a Lipschitzian and strictly pseudocontractive mapping from a nonempty closed convex subset K of X into itself. Our results are the extension and improvements of the earlier and recent results in this field.