Solution of the linear inverse vector optimization problem by a single linear program

It is shown that finding a solution to a linear vector optimization problem which is efficient with respect to the constraints as well as to the objectives is equivalent to solving a single linear program.The research of this author was supported by NSF Grant DCR74-20584.The research of this author was partially supported by Canada Council Grant W760467.     

A global optimization approach for the linear two-level program

Linear two-level programming deals with optimization problems in which the constraint region is implicity determined by another optimization problem. Mathematical programs of this type arise in connection with policy problems to which the Stackelberg leader-follower game is applicable. In this paper, the linear two-level programming problem is restated as a global optimization problem and a new solution method based on this approach is developed. The most important feature of this new method is that it attempts to take full advantage of the structure in the constraints using some recent global optimization techniques. A small example is solved in order to illustrate the approach.The paper was completed while this author was visiting the Department of Mathematics of Linköping University.     

一类N参数Gauss过程的异常震动点集合的Hausdorff维数

引进了一类N参数Gauss过程,它具有比N参数Wiener过程更为一般的性质．给出了此类N参数Gauss过程的异常震动点集的定义,并且定义了此异常震动点集的Hausdorff维数．研究了此类过程的异常震动点集Hausdorff维数,给出了它的一个确切的表达式,从而获得了与Zacharie (2001)的有关两参数Wiener过程的类似的结果．考虑的参数点集是一般的超长方体．而不是Zacharie (2001)考虑的超正方体．在此更为一般的情况下,首先建立了文中引进的过程的Fernique不等式．利用此不等式和Slepian引理,证明了过程的Lévy连续模定理．Zacharie(2001)关于Hausdorff维数公式的证明依赖于两参数Wiener过程的独立增量性,而这里引进的过程不具有这种性质,因此,必须采用新的证明途径．     

Dynamic modelling and performance study of solar gas tunnel dryer

The work presented in this article focuses on the analysis and modelling of heat and mass transfers in the tunnel dryer during the drying of agricultural products. The main objective of this work is to establish a global modelling of the studied system based on the bond graph methodology. The pseudo-bond graph methodology was used in modelling the system. Such methodology was very suitable for this thermal process since it allows good management of the nonlinearity present in the system.

The thermal performance of the proposed dryer is analysed by solving the various energy balance equations. An application of drying tomatoes was achieved and a fair agreement was observed between predicted and experimental results.     

关于Couette问题解的计算与修正

Couette问题的解已被前人利用格林函数方法推导出来,但是这个结果不够严格,在此按照同样的方法进行计算与修正,对所求的解进行验证,并将结果推广到一般的线性问题.     

Lower bounds based on linear programming for the quadratic assignment problem

In this paper we prove that the Classical Gilmore-Lawler lower bound for the quadratic assignment problem is equivalent to a solution of a certain linear programming problem. By adding additional constraints to this linear programming problem we derive a lower bound which is at least as good as the Gilmore-Lawler lower bound.Some of this research was done while the author was on sabbatical leave at the Department of Management, The Hong Kong University of Science and Technology, Kowloon, Hong Kong.     

我国出口外溢效应的经验研究

通过对外贸易来促进经济增长的战略日益受到重视,很多学者对此进行了定量研究。本文在菲德模型基础上建立了测量出口外溢性的动态模型,并使用中国的经济数据对我国出口生产外溢效应进行了实证分析,得出了我国出口部门生产外溢性不明显和边际要素生产率低下的实证结论。本文对实证结论进行了分析,并提出了相应的政策建议。     

Control of the flux of substrate entering an enzymatic membrane by an inhibitor concentration at the boundary

The aim of this paper is to show that the simple gradient method is efficient when applied to the optimal control of a distributed parameter system. The system is a model of a biological membrane (with enzymes), and the problem is to approach a desired flux of substrate entering the membrane by acting on an inhibitor's concentration at the boundary of the membrane.This paper was presented at the 4th IFIP Symposium, Los Angeles, California, 1971.The author thanks Professor J. L. Lions for his guidance and supervision in this work. He also thanks Messieurs R. Glowinsky, M. Nedelec, L. Tartar, and J. P. Yvon for a number of very helpful discussions on the subject of this paper. This work was done in collaboration with the Laboratory of Medical Biochemistry, Charles Nicolle Hospital, Rouen, France. The author is much indebted to Dr. D. Thomas who suggested this problem.     

基于混沌序列的密钥生成新方法

设计了一种从混沌序列生成密钥的新方法.其基本原理是从混沌序列依次取若干数据构成实值序列,将其按非线性规则映射成二值序列,再用实值序列和任意指定序列分别置乱这个二值序列,被置乱后的二值序列即为所生成密钥.实验表明,在混沌密码体制研究中,这种密钥较一般序列密钥更具有独立性、均匀性和不可预测性.     

Generalized fractional programming and cutting plane algorithms

In this paper, we introduce a variant of a cutting plane algorithm and show that this algorithm reduces to the well-known Dinkelbach-type procedure of Crouzeix, Ferland, and Schaible if the optimization problem is a generalized fractional program. By this observation, an easy geometrical interpretation of one of the most important algorithms in generalized fractional programming is obtained. Moreover, it is shown that the convergence of the Dinkelbach-type procedure is a direct consequence of the properties of this cutting plane method. Finally, a class of generalized fractional programs is considered where the standard positivity assumption on the denominators of the ratios of the objective function has to be imposed explicitly. It is also shown that, when using a Dinkelbach-type approach for this class of programs, the constraints ensuring the positivity on the denominators can be dropped.The authors like to thank the anonymous referees and Frank Plastria for their constructive remarks on an earlier version of this paper.This research was carried out at Erasmus University, Rotterdam, The Netherlands and was supported by JNICT, Lisboa, Portugal, under Contract BD/707/90-RM.     

基于直觉模糊规划的多目标投资组合选择模型

将直觉模糊集合的概念引入投资组合模型中,并将多目标投资组合模型中的收益、方差和偏度三个目标模糊化,用隶属函数与非隶属函数作为新的目标函数.针对该模糊多目标投资组合模型,提出了一个动态遗传算法,算例给出了该模型的一个实例的最优解.     

Non-Zenoness of a class of differential quasi-variational inequalities

The Zeno phenomenon of a switched dynamical system refers to the infinite number of mode switches in finite time. The absence of this phenomenon is crucial to the numerical simulation of such a system by time-stepping methods and to the understanding of the behavior of the system trajectory. Extending a previous result for a strongly regular differential variational inequality, this paper establishes that a certain class of non-strongly regular differential variational inequalities is devoid of the Zeno phenomenon. The proof involves many supplemental results that are of independent interest. Specialized to a frictional contact problem with local compliance and polygonal friction laws, this non-Zenoness result is of fundamental significance and the first of its kind. This work was based on research partially supported by the National Science Foundation under grants DMS-0508986 and IIS-0413227 awarded to Rensselaer Polytechnic Institute, where the original version of the paper was first written. The revision was based on research partially supported by the National Science Foundation under grant DMS awarded to the University of Illinois at Urbana-Champaign.     

A computational comparison of algorithms for the inventory routing problem

The inventory routing problem is a distribution problem in which each customer maintains a local inventory of a product such as heating oil and consumes a certain amount of that product each day. Each day a fleet of trucks is dispatched over a set of routes to resupply a subset of the customers. In this paper, we describe and compare algorithms for this problem defined over a short planning period, e.g. one week. These algorithms define the set of customers to be serviced each day and produce routes for a fleet of vehicles to service those customers. Two algorithms are compared in detail, one which first allocates deliveries to days and then solves a vehicle routing problem and a second which treats the multi-day problem as a modified vehicle routing problem. The comparison is based on a set of real data obtained from a propane distribution firm in Pennsylvania. The solutions obtained by both procedures compare quite favorably with those in use by the firm.Part of this work was performed while this author was visiting the University of Waterloo.     

Solving Location-allocation Problems with Rectilinear Distances by Simulated Annealing

The objective of this study is to use the simulated annealing method to solve minisum location-allocation problems with rectilinear distances. The major advantage of the simulated annealing method is that it is a very general and efficient algorithm for solving combinatorial optimization problems with know objective functions. In this study, a simulated annealing algorithm was developed to solve the location-allocation problems, and its performance was compared with two other popular methods for solving location-allocation problems. The results show that simulated annealing is a good alternative to the two methods, as measured by both the solution quality and the computational time.     

Some finite groups with large conjugacy classes

We derive some properties of a family of finite groups, which was investigated by Camina, Macdonald, and others. For instance, we give information about the Schur multipliers of the class twop-groups in this family. A large part of this paper was written while the author was visiting the Department of Mathematics of the University of Trento. The author is indebted to this department, and in particular to C.M. Scoppola, for their kind hospitality. The author is also grateful to D. Chillag for his constructively destructive criticism of the first version of this paper.     

H∞强镇定问题的新解法

H∞强镇定问题可解的原始算法是依赖于一个解存在的充分条件．自然的此算法应用起来有一定的局限性．针对此问题，首先给出H∞强镇定问题可解的一个充要条件．并说明该条件在计算上很容易实现的．并由此充要条件出发设计了一个简单且实际可行的算法．该算法实际上没有局限性，而且比较利于计算机编程．最后举例说明新算法与H∞强镇定问题可解的原有算法相比，具有更大的优点．     

Permutable functions

Summary The power functions and the Chebyshev polynomials are examples of families of permutable functions. Recently it was shown how to generalize this idea to polynomials of several variables. In this article the restriction of being polynomials is removed. It is shown how to make a ring and then a field of permutable functions of several variables. The uniqueness problem is discussed.     

关于带跳的反射扩散过程的随机最优控制问题

研究一类半空间上带泊松跳的反射扩散过程的随机最优控制问题。得到关于这一控制问题的非线性Nisio半群,和联系这一半群的带Neumann边界条件的哈密顿。雅可比。贝尔曼方程。讨论这一类方程的粘性解的存在唯一性等问题。证明该控制问题中的价值函数是这一方程的一个粘性解。     

Convergence property of the Iri-Imai algorithm for some smooth convex programming problems

In this paper, the Iri-Imai algorithm for solving linear and convex quadratic programming is extended to solve some other smooth convex programming problems. The globally linear convergence rate of this extended algorithm is proved, under the condition that the objective and constraint functions satisfy a certain type of convexity, called the harmonic convexity in this paper. A characterization of this convexity condition is given. The same convexity condition was used by Mehrotra and Sun to prove the convergence of a path-following algorithm.The Iri-Imai algorithm is a natural generalization of the original Newton algorithm to constrained convex programming. Other known convergent interior-point algorithms for smooth convex programming are mainly based on the path-following approach.     

A decision support approach for the evaluation of transport investment alternatives

This paper is an investigation of a new decision support approach used to evaluate potential transportation investments by using the opinions and experience of experts as its base. Modern decision-making methods such as the Cognitive Map and Analytic Hierarchy Process were used in the creation of this approach. The Cognitive Map is a process based on a chain of interviews held with transportation experts. The data obtained from the Cognitive Map were utilized to determine the fundamental and sub-criteria. Then, an Analytic Hierarchy model was established and this model was used to determine the most suitable investment choice for the Third Bosphorus crossing. The implementations of the approach and findings are summarized in this paper.