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91.
In this paper, the super-linearly and quadratically convergent strong sub-feasible method [J.L. Li, J.B. Jian, A superlinearly and quadratically convergent strongly subfeasible method for nonlinear inequality constrained optimization, OR Transactions, 7 (2) (2003) 21-34] for nonlinear inequality constrained optimization is improved, such that the iterative points can get into the feasible region after a finite number of iterations. As a result, a strict restricted condition can be overcome. Another two contributions of this paper are that a new bidirectional Armijo line search is presented and a lot of numerical comparison results are reported. 相似文献
92.
《Operations Research Letters》2014,42(1):70-75
We study a two-customer sequential resource allocation problem with equity constraint, which is reflected by a max–min objective. For finite discrete demand distribution, we give a sufficient and necessary condition under which the optimal solution has monotonicity property. However, this property never holds with unbounded discrete distribution. 相似文献
93.
94.
《Journal of computational and graphical statistics》2013,22(3):464-486
In recent years, hierarchical model-based clustering has provided promising results in a variety of applications. However, its use with large datasets has been hindered by a time and memory complexity that are at least quadratic in the number of observations. To overcome this difficulty, this article proposes to start the hierarchical agglomeration from an efficient classification of the data in many classes rather than from the usual set of singleton clusters. This initial partition is derived from a subgraph of the minimum spanning tree associated with the data. To this end, we develop graphical tools that assess the presence of clusters in the data and uncover observations difficult to classify. We use this approach to analyze two large, real datasets: a multiband MRI image of the human brain and data on global precipitation climatology. We use the real datasets to discuss ways of integrating the spatial information in the clustering analysis. We focus on two-stage methods, in which a second stage of processing using established methods is applied to the output from the algorithm presented in this article, viewed as a first stage. 相似文献
95.
《Journal of computational and graphical statistics》2013,22(3):590-609
In this article we consider the sequential monitoring process in normal dynamic linear models as a Bayesian sequential decision problem. We use this approach to build a general procedure that jointly analyzes the existence of outliers, level changes, variance changes, and the development of local correlations. In addition, we study the frequentist performance of this procedure and compare it with the monitoring algorithm proposed in an earlier article. 相似文献
96.
《Journal of computational and graphical statistics》2013,22(4):946-953
When designing programs or software for the implementation of Monte Carlo (MC) hypothesis tests, we can save computation time by using sequential stopping boundaries. Such boundaries imply stopping resampling after relatively few replications if the early replications indicate a very large or a very small p value. We study a truncated sequential probability ratio test (SPRT) boundary and provide a tractable algorithm to implement it. We review two properties desired of any MC p value, the validity of the p value and a small resampling risk, where resampling risk is the probability that the accept/reject decision will be different than the decision from complete enumeration. We show how the algorithm can be used to calculate a valid p value and confidence intervals for any truncated SPRT boundary. We show that a class of SPRT boundaries is minimax with respect to resampling risk and recommend a truncated version of boundaries in that class by comparing their resampling risk (RR) to the RR of fixed boundaries with the same maximum resample size. We study the lack of validity of some simple estimators of p values and offer a new, simple valid p value for the recommended truncated SPRT boundary. We explore the use of these methods in a practical example and provide the MChtest R package to perform the methods. 相似文献
97.
Inês C. Santos Raquel B.R. Mesquita Ana Machado Adriano A. Bordalo António O.S.S. Rangel 《Analytica chimica acta》2013
A sequential injection method (SIA) for carbon speciation in inland bathing waters was developed comprising, in a single manifold, the determination of dissolved inorganic carbon (DIC), free dissolved carbon dioxide (CO2), total carbon (TC), dissolved organic carbon and alkalinity. The determination of DIC, CO2 and TC was based on colour change of bromothymol blue (660 nm) after CO2 diffusion through a hydrophobic membrane placed in a gas diffusion unit (GDU). For the DIC determination, an in-line acidification prior to the GDU was performed and, for the TC determination, an in-line UV photo-oxidation of the sample prior to GDU ensured the conversion of all carbon forms into CO2. Dissolved organic carbon (DOC) was determined by subtracting the obtained DIC value from the TC obtained value. The determination of alkalinity was based on the spectrophotometric measurement of bromocresol green colour change (611 nm) after reaction with acetic acid. The developed SIA method enabled the determination of DIC (0.24–3.5 mg C L−1), CO2 (1.0–10 mg C L−1), TC (0.50–4.0 mg C L−1) and alkalinity (1.2–4.7 mg C L−1 and 4.7–19 mg C L−1) with limits of detection of: 9.5 μg C L−1, 20 μg C L−1, 0.21 mg C L−1, 0.32 mg C L−1, respectively. The SIA system was effectively applied to inland bathing waters and the results showed good agreement with reference procedures. 相似文献
98.
99.
Lenghor N Grudpan K Jakmunee J Staggemeier BA Quigley WW Prazen BJ Christian GD Ruzicka J Synovec RE 《Talanta》2003,59(6):1153-1163
A sequential injection analysis (SIA) system is coupled with dynamic surface tension detection (DSTD) for the purpose of studying the interfacial properties of surface-active samples. DSTD is a novel analyzer based upon a growing drop method, utilizing a pressure sensor measurement of drop pressure. The pressure signal depends on the surface tension properties of sample solution drops that grow and detach at the end of a capillary tip. In this work, SIA was used for creating a reagent concentration gradient, and for blending the reagent gradient with a steady-state sample. The sample, consisting of either sodium dodecyl sulfate (SDS) or poly(ethylene glycol) at 1470 g mol−1 (PEG 1470), elutes with a steady-state concentration at the center of the sample plug. Reagents such as Brij®35, tetrabutylammonium (TBA) hydroxide and β-cyclodextrin were introduced as a concentration gradient that begins after the sample plug has reached the steady-state concentration. By blending the reagent concentration gradient with the sample plug using SIA/DSTD, the kinetic surface pressure signal of samples mixed with various reagent concentrations is observed and evaluated in a high throughput fashion. It was found that the SIA/DSTD method consumes lesser reagent and required significantly less analysis time than traditional FIA/DSTD. Four unique chemical systems were studied with regard to how surface activity is influenced, as observed through the surface tension signal: surface activity addition, surface activity reduction due to competition, surface activity enhancement due to ion-pair formation, and surface activity reduction due to bulk phase binding chemistry. 相似文献
100.
Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling 总被引:1,自引:0,他引:1
Simulated computer experiments have become a viable cost-effective alternative for controlled real-life experiments. However, the simulation of complex systems with multiple input and output parameters can be a very time-consuming process. Many of these high-fidelity simulators need minutes, hours or even days to perform one simulation. The goal of global surrogate modeling is to create an approximation model that mimics the original simulator, based on a limited number of expensive simulations, but can be evaluated much faster. The set of simulations performed to create this model is called the experimental design. Traditionally, one-shot designs such as the Latin hypercube and factorial design are used, and all simulations are performed before the first model is built. In order to reduce the number of simulations needed to achieve the desired accuracy, sequential design methods can be employed. These methods generate the samples for the experimental design one by one, without knowing the total number of samples in advance. In this paper, the authors perform an extensive study of new and state-of-the-art space-filling sequential design methods. It is shown that the new sequential methods proposed in this paper produce results comparable to the best one-shot experimental designs available right now. 相似文献