A Monte Carlo method for an objective Bayesian procedure

This paper describes a method for an objective selection of the optimal prior distribution, or for adjusting its hyper-parameter, among the competing priors for a variety of Bayesian models. In order to implement this method, the integration of very high dimensional functions is required to get the normalizing constants of the posterior and even of the prior distribution. The logarithm of the high dimensional integral is reduced to the one-dimensional integration of a cerain function with respect to the scalar parameter over the range of the unit interval. Having decided the prior, the Bayes estimate or the posterior mean is used mainly here in addition to the posterior mode. All of these are based on the simulation of Gibbs distributions such as Metropolis' Monte Carlo algorithm. The improvement of the integration's accuracy is substantial in comparison with the conventional crude Monte Carlo integration. In the present method, we have essentially no practical restrictions in modeling the prior and the likelihood. Illustrative artificial data of the lattice system are given to show the practicability of the present procedure.     

An algorithm for the linear complementarity problem with upper and lower bounds

In this paper, we adapt the octahedral simplicial algorithm for solving systems of nonlinear equations to solve the linear complementarity problem with upper and lower bounds. The proposed algorithm generates a piecewise linear path from an arbitrarily chosen pointz ⁰ to a solution point. This path is followed by linear programming pivot steps in a system ofn linear equations, wheren is the size of the problem. The starting pointz ⁰ is left in the direction of one of the 2 ⁿ vertices of the feasible region. The ray along whichz ⁰ is left depends on the sign pattern of the function value atz ⁰. The sign pattern of the linear function and the location of the points in comparison withz ⁰ completely govern the path of the algorithm.This research is part of the VF-Program Equilibrium and Disequilibrium in Demand and Supply, approved by the Netherlands Ministry of Education, Den Haag, The Netherlands.     

Recursive solution of linear-quadratic Nash games for weakly interconnected systems

A recursive method is developed for the solution of coupled algebraic Riccati equations and corresponding linear Nash strategies of weakly interconnected systems. It is shown that the given algorithm converges to the exact solution with the rate of convergence ofO(²), where is a small coupling parameter. In addition, only low-order systems are involved in algebrdic computations; the amount of computations required does not grow per iteration and no analyticity assumption is imposed on the system coefficients.This work was supported by Rutgers University Research Council under Grant No. 2-02188.     

Minimum concave cost production system: A further generalization of multi-echelon model

We will consider a concave minimization problem associated with a series production system in which raw material is processed inm consecutive facilities. The products at some facility are either sent to the next facility or stocked in the warehouse. The amount of demand for the final products during periodi, i = 1,,n, are known in advance. Our problem is to minimize the sum of processing, holding and backlogging cost, all of which are assumed to be concave.The origin of this model is the classical economic lot size problem of Wagner and Whitin and was extensively studied by Zangwill. This model is very important from the theoretical as well as practical point of view and this is one of the very rare instances in which polynomial time algorithm has been constructed for concave minimization problems.The purpose of this paper is to extend the model further to the situation in which time lag is associated with processing at each facility. We will propose an efficient O(n ⁴ m) algorithm for this class of problems.     

气-固流化床反应器内双流体力学模型及其验证 Ⅱ.单组分两维射流床内流场特性分析

由以质量、动量和能量三大守恒定律为基础的湍流两相流理论出发,建立了描述气固流化床内两相流动的数学模型;在微型计算机上编写了相应的数值计算和图形处理程序;为了验证模型的可靠性,本文着手模拟与分析了单组分颗粒体系两维射流流化床内气、固相速度场、空隙度和压力场随时间、空间变化规律;得到了与前人实验结果相吻合的结论。     

Studies on the Structure and Properties of Cordierite Synthesized by Talc-Magnesite

Homogeneous cordierite has been synthesized at low cost by talc-magnesite and coal gangue as the main raw materials. The mechanism of synthesizing cordierite under such a com- posing system of raw materials, and the effect of temperature on the crystal cell parameters and microstructure and thermal expansion coefficient of cordierite crystal have been studied via testing methods of XRD, SEM, etc. The result shows that the homogeneous cordierite can be synthesized by the systematic composing materials of “talc-magnesite—coal gangue—talc” with heat pre- servation at 1350 ℃ for 1 h; as the keeping time is prolonged, Al3+ and Mg2+ in cordierite crystal are replaced by a few impurity ions such as Fe3+, Fe2+, etc., and the crystal cell parameters of cordierite present an increase trend; as the high-temperature heat preservation is prolonged, the content of glassy phase in the sample is increased, its density is improved, and its thermal expansion coeffi- cient presents an increase trend.     

Dynamic optimization problems with bounded terminal conditions

Bounded terminal conditions of nonlinear optimization problems are converted to equality terminal conditions via the Valentine's device. In so doing, additional unknown parameters are introduced into the problem. The transformed problems can still be easily solved using the sequential gradient-restoration algorithm (SGRA) via a simple augmentation of the unknown parameter vector . Three example problems with bounded terminal conditions are solved to verify this technique.This research was supported in part by the National Aeronautics and Space Administration under NASA Grant No. NCC 2-106.     

On the average length of lexicographic paths

A bound is given for the average length of a lexicographic path, a definition that is motivated by degeneracies encountered when using the randomized simplex method.     

Determining molecular structures and conformations directly from electron diffraction using a genetic algorithm.

A global optimization strategy, based upon application of a genetic algorithm (GA), is demonstrated as an approach for determining the structures of molecules possessing significant conformational flexibility directly from gas-phase electron diffraction data. In contrast to the common approach to molecular structure determination, based on trial-and-error assessment of structures available from quantum chemical calculations, the GA approach described here does not require expensive quantum mechanical calculations or manual searching of the potential energy surface of the sample molecule, relying instead upon simple comparison between the experimental and calculated diffraction pattern derived from a proposed trial molecular structure. Structures as complex as all-trans retinal and p-coumaric acid, both important chromophores in photosensing processes, may be determined by this approach. In the examples presented here, we find that the GA approach can determine the correct conformation of a flexible molecule described by 11 independent torsion angles. We also demonstrate applications to samples comprising a mixture of two distinct molecular conformations. With these results we conclude that applications of this approach are very promising in elucidating the structures of large molecules directly from electron diffraction data.     

杂合型全局优化法优化水分子团簇结构

基于遗传算法、快速模拟退火及共轭梯度方法提出了一种快速的杂合型全局优化方法(fast hybrid global optimization algorithm, FHGOA),并将这一方法应用于TIP3P和TIPS2模型水分子团簇(H2O)n结构的优化.在进行TIP3P模型水分子团簇结构的优化过程中,发现了能量比文献值更低的团簇结构,且执行效率有较大提高.把该方法应用到优化TIPS2模型的水分子团簇,发现最优结构和采用TTM2-F模型优化的水分子团簇结构在n < 17时完全相同,为全表面结构;而在n=17、19、22时为单中心水分子笼状结构;在n=25、27时为双中心水分子笼状结构.说明随着团簇中水分子个数的增加,采用TIPS2和TTM2-F势能函数优化的团簇最优结构有相同的变化趋势.