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61.
Jörg Zintl 《Mathematische Zeitschrift》2002,242(3):415-426
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A cutting plane algorithm for a clustering problem 总被引:2,自引:0,他引:2
In this paper we consider a clustering problem that arises in qualitative data analysis. This problem can be transformed to a combinatorial optimization problem, the clique partitioning problem. We have studied the latter problem from a polyhedral point of view and determined large classes of facets of the associated polytope. These theoretical results are utilized in this paper. We describe a cutting plane algorithm that is based on the simplex method and uses exact and heuristic separation routines for some of the classes of facets mentioned before. We discuss some details of the implementation of our code and present our computational results. We mention applications from, e.g., zoology, economics, and the political sciences. 相似文献
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M. M. Eisl B. M. Reichl S. D. Böhmig H. Störi 《Fresenius' Journal of Analytical Chemistry》1994,349(1-3):194-196
Using a discrete model for the segregation kinetics based on the Darken theory of diffusion and on the regular solution model (RSM), one and two dimensional simulations of interface segregation in binary and ternary systems have been performed. The aim of the calculations was to investigate the kinetics of segregation sequences in ternary systems, the segregation kinetics in discrete systems during the initial phase and finally the kinetics of surface segregation in the region of a grain boundary intersected by the surface. 相似文献
69.
In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we
develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty
is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters
by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite
programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems
is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the
framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the
discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC
1-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system
for future contracts of the German DAX is suggested and developed.
Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307. 相似文献
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