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131.
《Physics letters. A》2014,378(30-31):2308-2311
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This paper deals with the problem of pricing equity warrants in a mixed fractional Brownian environment. Based on the quasi-conditional expectation and the Fourier transform, we present the pricing model for equity warrants. Moreover, a hybrid intelligent algorithm, which is based on the Genetic Algorithm, is employed to solve the nonlinear optimization problem. The performance of our model and the proposed algorithm have been illustrated with some numerical examples. 相似文献
136.
《Optimization》2012,61(2):137-150
An algorithm for addressing multiple objective linear programming (MOLP) problems is presented. The algorithm modifies the path-following primal-dual algorithm to MOLP problems by using the single objective algorithm to generate interior search directions and later combine them to derive a single direction along which to step to the next iterate. Combining the different interior search directions is done by interacting with a Decision Maker (DM) to obtain locally-relevant preference information for the value vectors along these directions. This preference information is then used to derive an approximation to the gradient of an implicity-known utility function, and using a projection of this gradient provides a direction gradient of an implicitly-known utility function, and using a projection of this gradient provides a direction vector along which we step to the next iterate. At each iteration the algorithm also generates boundary points that aid in deriving the combined search direction. We refer to these boundary points, generated sequentially during the process, as anchor points that serve as candidate solutions at which to terminate the iterative process. 相似文献
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《Optimization》2012,61(3):233-238
A recent theorem Of W.Takahashi will be pointed out as an equivalent formulation of Ekelands variational principle. This gives rise to study functions having sets of weak sharp minimas in a generalized sense. Connections to the proximal point algorithm in the convex case leads to the basic and still open question: How to use Ekelands principle numerically 相似文献
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邻苯二酚和对苯二酚是有毒物质,酪氨酸和色氨酸是天然氨基酸中仅有的会发光的组分,由于四组分光谱重叠,很难用常规方法直接定量检测。实验中采用三维荧光光谱结合平行因子和自加权交替三线性分解算法,邻苯二酚、对苯二酚、酪氨酸和色氨酸进行直接定量测定;同时,比较两种算法在定性测定和定量测定上的差别。当测量体系的成分数预估计值为4时,两种方法分辨后的回收率分别为(101.2±2.7)%,(99.3±3.0)%,(98.7±4.5)%,(101.6±4.7)%和(109.0±8.0)%,(91.3±11)%,(99.7±13)%,(98.1±11)%。试验结果表明,两种方法可用于四组分直接快速定量测定;通过对两种算法的比较,PARAFAC算法更具优势。 相似文献
140.
David J. Parker Xianfeng Fan 《中国颗粒学报》2008,6(1):16-23
The positron emission particle tracking (PEPT) technique has been widely used in science and engineering to obtain detailed information on the motion and flow fields of fluids or granular materials in multiphase systems, for example, fluids in rock cracks, chemical reactors and food processors; dynamic behaviour of granular materials in chemical reactors, granulators, mixers, dryers, rotating kilns and ball mills. The information obtained by the PEPT technique can be used to optimise the design, operational conditions for a wide range of industrial process systems, and to evaluate modelling work. The technique is based on tracking radioactively labelled particles (up to three particles) by detecting the pairs of backto-back 511 keV γ-rays arising from annihilation of emitted positrons. It therefore involves a positron camera, location algorithms for calculating the tracer location and speed, and tracer labelling techniques. This paper will review the particle tracking technique from tracking algorithm, tracer labelling to their application. 相似文献