SoC软硬件自动划分系统设计

设计了一种将IP核复用和多目标优化相结合的SoC软硬件自动划分系统，详细探讨了系统各个模块的功能，重点论述了系统实现的关键技术，包括基于遗传算法的软硬件划分方法和基于表调度的系统性能评估方法，实验结果表明，该系统满足了SoC软硬件协同设计中对软硬件自动划分的要求，为开发SoC系统级仿真验证平台奠定了基础．     

连续型动态规划在投资决策中的应用

首先简要介绍了动态规划方法及在投资决策中的应用.然后给出一个具体示例进行分析和计算.     

Optimal cubature formulas in a reflexive Banach space

Sequences of cubature formulas with a joint countable set of nodes are studied. Each cubature formula under consideration has only a finite number of nonzero weights. We call a sequence of such kind a multicubature formula. For a given reflexive Banach space it is shown that there is a unique optimal multicubature formula and the sequence of the norm of optimal error functionals is monotonically decreasing to 0 as the number of the formula nodes tends to infinity.     

A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities

The question of optimal strategic asset allocation for investors with behavioural utilities saving for retirement is addressed. To date this problem has been studied assuming that an investor is rational in the sense when making investment decisions the preference relation of the investor satisfies all the axioms of choice. Research in behavioural science indicates that investment related decisions of many people do not satisfy the axioms of choice. Our interest is in developing a platform that allows the use of a broader class of utilities that may or may not satisfy the axioms of choice. Such utilities may not be convex. Our interest is in developing a framework algorithm that enables a user considerable flexibility in how their needs may be specified. For illustrative purposes a binomial tree is used to model asset returns, although the method developed can be used with more elaborate models.Work supported by the National Science Foundation grant CCR-9988205 and Office of Naval Research grant N00014-96-1-0274.     

About strongly polynomial time algorithms for quadratic optimization over submodular constraints

We present new strongly polynomial algorithms for special cases of convex separable quadratic minimization over submodular constraints. The main results are: an O(NM log(N ²/M)) algorithm for the problemNetwork defined on a network onM arcs andN nodes; an O(n logn) algorithm for thetree problem onn variables; an O(n logn) algorithm for theNested problem, and a linear time algorithm for theGeneralized Upper Bound problem. These algorithms are the best known so far for these problems. The status of the general problem and open questions are presented as well.This research has been supported in part by ONR grant N00014-91-J-1241.Corresponding author.     

The efficient solution of the (quietly constrained) noisy, linear regulator problem

In a previous paper we gave a new, natural extension of the calculus of variations/optimal control theory to a (strong) stochastic setting. We now extend the theory of this most fundamental chapter of optimal control in several directions. Most importantly we present a new method of stochastic control, adding Brownian motion which makes the problem “noisy.” Secondly, we show how to obtain efficient solutions: direct stochastic integration for simpler problems and/or efficient and accurate numerical methods with a global a priori error of O(h3/2) for more complex problems. Finally, we include “quiet” constraints, i.e. deterministic relationships between the state and control variables. Our theory and results can be immediately restricted to the non “noisy” (deterministic) case yielding efficient, numerical solution techniques and an a priori error of O(h²). In this event we obtain the most efficient method of solving the (constrained) classical Linear Regulator Problem. Our methods are different from the standard theory of stochastic control. In some cases the solutions coincide or at least are closely related. However, our methods have many advantages including those mentioned above. In addition, our methods more directly follow the motivation and theory of classical (deterministic) optimization which is perhaps the most important area of physical and engineering science. Our results follow from related ideas in the deterministic theory. Thus, our approximation methods follow by guessing at an algorithm, but the proof of global convergence uses stochastic techniques because our trajectories are not differentiable. Along these lines, a general drift term in the trajectory equation is properly viewed as an added constraint and extends ideas given in the deterministic case by the first author.     

Real-time calculation of current optimal feedbacks for a delay system

A linear optimal control problem for a nonstationary system with a single delay state variable is examined. A fast implementation of the dual method is proposed in which a key role is played by a quasi-reduction of the fundamental matrices of solutions to the homogeneous part of the delay models under analysis. As a result, an iteration step of the dual method involves only the integration of auxiliary systems of ordinary differential equations over short time intervals. A real-time algorithm is described for calculating optimal feedback controls. The results are illustrated by the optimal control problem for a second-order stationary system with a fixed delay.     

一个实际指派问题的研究

在企业、公司的运营与管理中，管理者总是希望把人员最佳分派以发挥其最大工作效率，从而降低成本、提高效益。然而，如果没有科学的方法是很难实现优化管理的。本文通过运用匈牙利法对一个航班时刻表中的机组人员在异地的停留时间进行分析与研究，发现现有的人员指派方案不是理论上的最优解，进而在假设条件成立的前提下，提出了更加科学的人员指派方案。     

Placing a finite size facility with a center objective on a rectangular plane with barriers

This paper addresses the finite size 1-center placement problem on a rectangular plane in the presence of barriers. Barriers are regions in which both facility location and travel through are prohibited. The feasible region for facility placement is subdivided into cells along the lines of Larson and Sadiq [R.C. Larson, G. Sadiq, Facility locations with the Manhattan metric in the presence of barriers to travel, Operations Research 31 (4) (1983) 652–669]. To overcome complications induced by the center (minimax) objective, we analyze the resultant cells based on the cell corners. We study the problem when the facility orientation is known a priori. We obtain domination results when the facility is fully contained inside 1, 2 and 3-cornered cells. For full containment in a 4-cornered cell, we formulate the problem as a linear program. However, when the facility intersects gridlines, analytical representation of the distance functions becomes challenging. We study the difficulties of this case and formulate our problem as a linear or nonlinear program, depending on whether the feasible region is convex or nonconvex. An analysis of the solution complexity is presented along with an illustrative numerical example.