非线性回归模型中的约束拟似然

在非线性回归模型中,拟得分函数是一类线性无偏估计函数中的最优者(GodambeandHeyde(1987),朱仲义(1996)),而由拟得分函数得到的拟似然估计在由线性无偏估计函数得到的估计类中具有渐近最优性(林路(1999)).本文则研究非线性回归模型中的有偏估计函数理论,构造了参数的约束拟似然估计,得到了约束拟似然的局部最优性,局部改进了拟似然估计,从而扩充了线性模型中的有偏估计理论.     

基于Steiner点扰动和矢量边界推进技术的三维约束非结构网格生成方法

提出一种结合Steiner点扰动和矢量边界推进三角化技术的三维约束非结构四面体网格生成方法.在由物面节点生成的Delaunay网格基础上,利用Conforming方法恢复计算域形状,然后利用点扰动技术迫使所有Steiner点全部从约束边、面上转移,并利用矢量边界推进三角化方法重构约束面三角剖分,进而得到完全恢复所有约束条件的Constrained网格,并证明方法的收敛性和稳定性.     

The forward and inverse problem of cardiac magnetic fields based on concentric ellipsoid torso-heart model

<正>This paper constructs a concentric ellipsoid torso-heart model by boundary element method and investigates the impacts of model structures on the cardiac magnetic fields generated by both equivalent primary source—a current dipole and volume currents.Then by using the simulated magnetic fields based on the torso-heart model as input,the cardiac current sources—an array of current dipoles by optimal constrained linear inverse method are constructed.Next, the current dipole array reconstruction considering boundaries are compared with that in an unbounded homogeneous medium.Furthermore,the influence of random noise on reconstruction is also considered and the reconstructing effect is judged by several reconstructing parameters.     

Optimum design of infrared detector's micro-cooler with entropy generation minimization

In this paper, an optimization of Joule-Thomson micro coolers, used in the infrared detector is performed based on minimization of irreversibility. These types of coolers have various applications in many industrial and non-industrial devices. One of the major applications of these coolers is the micro cooling system in infrared detectors. In this paper, the considerable cooling system is divided into some layer, include of the hot gas layer, cold gas layer, the buffer layer, top layer and upper layer and each layer divided into some cell. Then the energy balance (include of convective heat transfer and enthalpy flow) was applied to each cell and set of governed equations was solved with the suitable method. The comparison of the current study with experimental results shows the good accuracy of performing modeling. In the next section, irreversibility analysis was performed and the total entropy generation rate was evaluated. In the last section, optimization of the considered system is performed for minimizing of entropy generation and volume.     

基于Matllab的约束最小二乘法拟合磁滞回线

由实验测得的磁滞回线数据的是一系列离散、带噪声的值。通过约束最小二乘方法对曲线进行分段拟合,使曲线的畸变程度得到了改善,准确地表达磁滞回线的特性,为磁材料的定量分析述提供了基础。     

Crossing minimization in weighted bipartite graphs

Given a bipartite graph G=(L₀,L₁,E) and a fixed ordering of the nodes in L₀, the problem of finding an ordering of the nodes in L₁ that minimizes the number of crossings has received much attention in literature. The problem is NP-complete in general and several practically efficient heuristics and polynomial-time algorithms with a constant approximation ratio have been suggested. We generalize the problem and consider the version where the edges have nonnegative weights. Although this problem is more general and finds specific applications in automatic graph layout problems similar to those of the unweighted case, it has not received as much attention. We provide a new technique that efficiently approximates a solution to this more general problem within a constant approximation ratio of 3. In addition we provide appropriate generalizations of some common heuristics usually employed for the unweighted case and compare their performances.     

基于马氏链拟合的一种非负变权组合预测算法及其应用

通过马氏链拟合的方法求取一种新的非负时变权组合预测算法公式.主要工作是:一、对组合预测问题以最小误差为准则给出了马氏链的状态和状态概率初步估计;二、用马氏链拟合状态概率分布时变规律,通过约束多元自回归模型导出了一步转移概率阵的LS解;三、给出一种非负时变权组合预测公式并举一应用实例.     

Lagrange multiplier necessary conditions for global optimality for non-convex minimization over a quadratic constraint via S-lemma

In this paper, we present Lagrange multiplier necessary conditions for global optimality that apply to non-convex optimization problems beyond quadratic optimization problems subject to a single quadratic constraint. In particular, we show that our optimality conditions apply to problems where the objective function is the difference of quadratic and convex functions over a quadratic constraint, and to certain class of fractional programming problems. Our necessary conditions become necessary and sufficient conditions for global optimality for quadratic minimization subject to quadratic constraint. As an application, we also obtain global optimality conditions for a class of trust-region problems. Our approach makes use of outer-estimators, and the powerful S-lemma which has played key role in control theory and semidefinite optimization. We discuss numerical examples to illustrate the significance of our optimality conditions. The authors are grateful to the referees for their useful comments which have contributed to the final preparation of the paper.     

Hedging unit‐linked life insurance contracts in a financial market driven by shot‐noise processes

We consider the risk‐minimizing hedging problem for unit‐linked life insurance in a financial market driven by a shot‐noise process. Because the financial market is incomplete, the insurance claims cannot be hedged completely by trading stocks and bonds only, leaving some risk to the insurer. The theory of ((pseudo) locally) risk‐minimization is applied after a change of measure. Then the risk‐minimizing trading strategies and the associated intrinsic risk processes are determined for two types of unit‐linked contracts represented by the pure endowment and the term insurance. Copyright © 2009 John Wiley & Sons, Ltd.     

Pricing surplus server capacity for mean waiting time sensitive customers

We consider a queueing model wherein the resource is shared by two different classes of customers, primary (existing) and secondary (new), under a service level based pricing contract. This contract between secondary class customers and resource manager specifies unit admission price and quality of service (QoS) offered. We assume that the secondary customers’ Poisson arrival rate depends linearly on unit price and service level offered while the server uses a delay dependent priority queue management scheme. We analyze the joint problem of optimal pricing and operation of the resource with the inclusion of secondary class customers, while continuing to offer a pre-specified QoS to primary class customers. Our analysis leads to an algorithm that finds, in closed form expressions, the optimal points of the resulting non-convex constrained optimization problem. We also study in detail the structure and the non-linear nature of these optimal pricing and operating decisions.