具有生产性与福利性公共支出的随机内生增长模型

文章建立一个随机内生增长模型来阐明主要政策参数对经济增长与社会福利的影响.若对生产函数、效用函数、偏好及随机干扰作一些特殊的假设,我们证明了主要政策参数的均衡值能被模型参数唯一决定.进一步我们还得到了期望增长率与储蓄的清晰解.文章的最后,我们证明了政府支出直接影响个体决策者的决策:即提高经济增长率将减少福利;反之,增加福利将减少增长率.     

How to assess and report the performance of a stochastic algorithm on a benchmark problem: mean or best result on a number of runs?

Some authors claim that reporting the best result obtained by a stochastic algorithm in a number of runs is more meaningful than reporting some central statistic. In this short note, we analyze and refute the main argument brought in favor of this statement.     

Solving a class of multiplicative programming problems via c-programming

In this note we show that many classes of global optimization problems can be treated most satisfactorily by classical optimization theory and conventional algorithms. We focus on the class of problems involving the minimization of the product of several convex functions on a convex set which was studied recently by Kunoet al. [3]. It is shown that these problems are typical composite concave programming problems and thus can be handled elegantly by c-programming [4]–[8] and its techniques.     

Nondispersive two-electron wave packets in driven helium

We provide a detailed quantum treatment of the spectral characteristics and of the dynamics of nondispersive two-electron wave packets along the periodically driven, collinear frozen planet configuration of helium. These highly correlated, long-lived wave packets arise as a quantum manifestation of regular islands in a mixed classical phase space, which are induced by nonlinear resonances between the external driving and the unperturbed dynamics of the frozen-planet configuration. Particular emphasis is given to the dependence of the ionization rates of the wave packet states on the driving field parameters and on the quantum mechanical phase space resolution, preceded by a comparison of 1D and 3D life times of the unperturbed frozen planet. Furthermore, we study the effect of a superimposed static electric field component, which, on the grounds of classical considerations, is expected to stabilize the real 3D dynamics against large (and possibly ionizing) deviations from collinearity. Received 7 November 2002 / Received in final form 2 December 2002 Published online 28 January 2003     

Pattern Search Method for Discrete <Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript>–Approximation

We propose a pattern search method to solve a classical nonsmooth optimization problem. In a deep analogy with pattern search methods for linear constrained optimization, the set of search directions at each iteration is defined in such a way that it conforms to the local geometry of the set of points of nondifferentiability near the current iterate. This is crucial to ensure convergence. The approach presented here can be extended to wider classes of nonsmooth optimization problems. Numerical experiments seem to be encouraging. This work was supported by M.U.R.S.T., Rome, Italy.     

Constraint incorporation in optimization

Numerical methods for solving constrained optimization problems need to incorporate the constraints in a manner that satisfies essentially competing interests; the incorporation needs to be simple enough that the solution method is tractable, yet complex enough to ensure the validity of the ultimate solution. We introduce a framework for constraint incorporation that identifies a minimal acceptable level of complexity and defines two basic types of constraint incorporation which (with combinations) cover nearly all popular numerical methods for constrained optimization, including trust region methods, penalty methods, barrier methods, penalty-multiplier methods, and sequential quadratic programming methods. The broad application of our framework relies on addition and chain rules for constraint incorporation which we develop here.     

Protein Conformation of a Lattice Model Using Tabu Search

We apply tabu search techniques to the problem of determining the optimal configuration of a chain of protein sequences on a cubic lattice. The problem under study is difficult to solve because of the large number of possible conformations and enormous amount of computations required. Tabu search is an iterative heuristic procedure which has been shown to be a remarkably effective method for solving combinatorial optimization problems. In this paper, an algorithm is designed for the cubic lattice model using tabu search. The algorithm has been tested on a chain of 27 monomers. Computational results show that our method outperforms previously reported approaches for the same model.     

Probabilistic Analysis of Condition Numbers for Linear Programming

In this paper, we provide bounds for the expected value of the log of the condition number C(A) of a linear feasibility problem given by a n × m matrix A (Ref. 1). We show that this expected value is O(min{n, m log n}) if n > m and is O(log n) otherwise. A similar bound applies for the log of the condition number C _R(A) introduced by Renegar (Ref. 2).     

Nonlinear and chaotic oscillations of a constrained cantilevered pipe conveying fluid: A full nonlinear analysis

In this paper, the planar dynamics of a nonlinearly constrained pipe conveying fluid is examined numerically, by considering the full nonlinear equation of motions and a refined trilinear-spring model for the impact constraints—completing the circle of several studies on the subject. The effect of varying system parameters is investigated for the two-degree-of-freedom (N=2) model of the system, followed by less extensive similar investigations forN=3 and 4. Phase portraits, bifurcation diagrams, power spectra and Lyapunov exponents are presented for a selected set of system parameters, showing some rather interesting, and sometimes unexpected, results. The numerical results are compared with experimental ones obtained previously. It is found that in the parameter space that includesN, there exists a subspace wherein excellent qualitative, and reasonably good (N=2) to excellent (N=4) quantitative agreement with experiment. In the latter case, excellent agreement is not only obtained in the threshold flow velocities (u) for the key bifurcations, but the inclusion of the nonlinear terms improves agreement with experiment in terms of amplitudes of motion and by capturing features of behaviour not hitherto predicted by theory.     

聚醚醚酮链结构与反应的模型化合物的量子化学研究

利用ＡＭ１方法对聚醚醚酮模型化合物全优化，结果为：芳环平均相互扭转角为３３．０度，桥键角１１７．０－１１８．０度，其分子结构拓扑图形表明：所有苯环（核）为平面构型，但其内角扭曲；其氢原子对苯环构型无实质性贡献，在更长链的计算中，冻结苯核与氢原子也得出满意结果，根据Ｍｕｌｌｉｋｅｎ键序与电荷讨论了醚交换与磺化反应。