基于增广Lagrange函数的RQP方法

Recursive quadratic programming is a family of techniques developd by Bartholomew-Biggs and other authors for solving nonlinear programming problems.This paperdescribes a new method for constrained optimization which obtains its search di-rections from a quadratic programming subproblem based on the well-known aug-mented Lagrangian function.It avoids the penalty parameter to tend to infinity.We employ the Fletcher‘s exact penalty function as a merit function and the use of an approximate directional derivative of the function that avoids the need toevaluate the second order derivatives of the problem functions.We prove that thealgorithm possesses global and superlinear convergence properties.At the sametime, numerical results are reported.     

AN ALGORITHM FOR JORDAN CANONICAL FORM OF A QUATERNION MATRIX

In this paper, we first introduce a concept of companion vector, and study the Jordan canonical forms of quaternion matrices by using the methods of complex rep resentation and companion vector, not only give out a practical algorithm for Jordan canonical form J of a quaternion matrix A, but also provide a practical algorithm for corresponding nonsingular matrix P with P-1AP = J.     

等式与界约束非线性优化信赖域算法的全局收敛

§ 1　ＩｎｔｒｏｄｕｃｔｉｏｎＣｏｎｓｉｄｅｒｔｈｅｆｏｌｌｏｗｉｎｇｎｏｎｌｉｎｅａｒｏｐｔｉｍｉｚａｔｉｏｎｐｒｏｂｌｅｍ :ｍｉｎｉｍｉｚｅｆ(ｘ)ｓｕｂｊｅｃｔｔｏＣ(ｘ) =0 ,　ａ≤ｘ≤ｂ ,( 1 .1 )ｗｈｅｒｅｆ(ｘ) :Ｒｎ→Ｒ ,Ｃ(ｘ) =(ｃ1(ｘ) ,ｃ2 (ｘ) ,...,ｃｍ(ｘ) ) Ｔ:Ｒｎ→Ｒｍ ａｒｅｔｗｉｃｅｃｏｎｔｉｎｕｏｕｓｌｙｄｉｆｆｅｒｅｎｔｉａｂｌｅ,ｍ≤ｎ ,ａ ,ｂ∈Ｒｎ.Ｔｒｕｓｔｒｅｇｉｏｎａｌｇｏｒｉｔｈｍｓａｒｅｖｅｒｙｅｆｆｅｃｔｉｖｅｆｏｒｓｏｌｖｉｎｇｎｏｎｌｉｎｅａｒｏｐｔｉｍｉ…     

免疫算法在车辆调度问题中的应用

免疫算法是模仿生物体高度进化、复杂的免疫系统仿生的一种智能化启发式算法。本文根据车辆调度问题的具体情况，应用免疫算法解决车辆调度中路线安排问题，并提出了一种基于分组匹配的亲和力的计算方法。实验结果表明，免疫算法能有效地应用于车辆调度中路线安排问题。     

半参数回归模型中小波估计的随机加权逼近速度

把小波光滑方法和随机加权方法结合在一起，获得了半参数回归模型中参数分量的小波估计的随机加权逼近速度为σ(n^-1/2)。因此，从大样本意义上说，小波光滑方法和随机加权方法对半参数回归模型是可用的。     

溃坝问题的间断有限元方法

本文研究90年代初提出的Runge-Kutta间断Galerkin有限元方法，给出该方法的精度分析，通过经典算例验证该方法处理间断问题、捕捉锐利波形的能力，并将其推广到求解浅水问题．针对坝底无摩擦，无坡度的理想情形进行讨论，给出方溃坝和圆溃坝问题的数值模拟结果．     

关于二部图Km1m2-Hm2的升分解

在文献[2]中作者定义了图的一种新分解-升分解(Ascending subgraph Decomposition简记为ASD)，并提出了一个猜想：任意有正数条边的图都可以升分解．本文主要证明了二部图Km1m2-Hm2(m1≥m2)可以升分解，其中Hm2是至多含m2条边的Km1m2的子图．     

BV estimates of Lax-Friedrichs' scheme for a class of nonlinear hyperbolic conservation laws

We give uniform BV estimates and -stability of Lax-Friedrichs' scheme for a class of systems of strictly hyperbolic conservation laws whose integral curves of the eigenvector fields are straight lines, i.e., Temple class, under the assumption of small total variation. This implies that the approximate solutions generated via the Lax-Friedrichs' scheme converge to the solution given by the method of vanishing viscosity or the Godunov scheme, and then the Glimm scheme or the wave front tracking method.

     

利用非参数方法对上海股市周末效应的研究

本文首先利用基本统计分析和Kolmogorov -Smirnov检验发现沪市指数收益率不服从正态分布 ,随后利用了K -W检验考察周末效应的存在性 ,利用M -W检验考察周末效应的模式 ,最后利用了Levene检验来对收益率序列的方差进行分析 ,得出上海股市存在“二、五”效应的结论。并从结算制度、信息流的影响、信息披露制度等方面分析了成因。     

Inversionless gain enhancing due to Doppler broadening in a closed lambda-type system

An analysis is made of the effect of Doppler broadening on gain without inversion (GWI) from different aspects in a closed lambda-type three-level system with an incoherent pump. It is shown that, regardless of the driving field being on resonance or not, for the counter- or co-propagating of the probe and driving fields (PDF), GWI does not monotonically decrease or increase with increasing Doppler width. Except for the case of counter-propagating PDF with off-resonance driving field, at a suitable Doppler width one can obtain a gain maximum value much larger than that without Doppler broadening; especially in the situation of the resonant driving field, the co-propagating geometry leads to a larger GWI. In addition, for the counter-propagating geometry, when Doppler width is larger enough, GWI oscillation occurs, and the oscillation amplitude and region increase with increasing Doppler width. These conclusions are very different from that obtained in previous investigation (Lukin {\it et al}, {\it Laser Phys.} {\bf 6} 436 (1996)).