基于三片曲面反射镜的离轴投影成像系统

采用调制传递函数和波前像差分析方法,设计了基于偶次非球面反射镜和Zernike自由曲面反射镜构成的放大倍数为80,相对孔径为2.8的三个离轴投影成像系统.其中第一片反射镜M1表面为凹面用于减小第二片反射镜的尺寸及获得高的对比度,而第二片反射镜M2和第三片反射镜M3表面为凸面用于校正系统像差及获得更短的投影距离.经软件设计与分析,三系统中基于三片Zernike自由曲面反射镜的成像系统光学性能最好,调制传递函数实现60lp/mm时60%以上,畸变小于2.0%.与其它文献相比,基于三片Zernike自由曲面反射镜系统可以更好地消除像差,缩短系统厚度,增大系统的可视角与相对孔径.     

基于风险测度CaR_k的最优投资组合(英文)

本文定义一种k阶在险资本值(CaRk)来度量风险,并研究在经典Black-Scholes市场中的均值-CaRk最优投资组合问题,给出了CaRk的显示表达式,并得到了均值-CaRk最优投资组合问题的最优策略及相应的最优财富值.     

灰色关联分析方法在机场风险评价中的应用

本文通过对机场风险因素的分析,建立了一套合理的机场风险评价指标体系,并运用模糊层次分析法确定各评价指标的权重,然后结合灰色关联分析,建立了机场风险评价模型.最后将此方法运用到具体的实例中,说明了该方法的有效性.     

股票价格指数、消费指数与CHIBOR的关联性研究

本文研究表明,CHIBOR 7日拆放利率分别与股票价格指数、消费物价指数呈协整关系和显著正相关关系,且股票价格指数、消费物价指数为CHIBOR的Granger成因,从而反映了股市的财富效应增加了银行间资金的需求成本的上升。同时CHIBOR与消费物价指数呈互为因果关系,且消费物价指数对CHIBOR的脉冲响应时间较长,从而增加了货币市场管理难度.     

Semiconjugates of One-dimensional Maps

R -semiconjugate maps are defined as a natural means of relating a map F of R m to a mapping { of the interval via a link map H . Invariants are seen to be special types of semiconjugate links where { is the identity. Basic relationships between the dynamical behaviors of { and F are established, and conditions under which a link map H is a Liapunov function are obtained. Examples and applications involving concepts from stability to chaos are discussed.     

Rank Reducing Matrix Norms

We consider approximation numbers for some norms on matrices, and look at the question when a closest rank h p approximant can be chosen to reduce the rank of a matrix by p . If the latter is always possible, we call the norm rank p reducing. It is easily seen that any unitarily invariant norm is rank p reducing. We show that any absolute norm on $\shadC^{n \times m}$ is rank n m 1 reducing and that the numerical radius norm on $ \shadC^{n\times n}$ is rank n m 1 reducing as well. Non-examples and computations of approximation numbers are also presented.     

A note on the solution set in optimization with respect to cones

Studies on generalizations of the marginal function and the solution multifunction in vector optimization is given. We present sufficient conditions for semicontinuity of the solution multifunction without closedness assumptions.     

Optimization of a linear dynamic system with double terminal constraint on the trajectories

A linear-quadratic problem of optimal control with a double terminal constraint on the trajectories is considered. A new proof of the optimality criterion by means of the implicit fonctions theorem is given. The suggested condition ?-optimality of is formulated in the form of the maximum principle. The suggested optimization algorithm follows the Gabasov-Kirillova approach, which is based on the concept of so-called support control. The proposed algorithm is constructed without quantization of the continuous dynamic system and possesses a finishing procedure that gives the required accuracy in the construction of optimal control     

A practicable way for computing the directional derivative of the optimal value function in convex programming

Formulas for computing the directional derivative of the optimal value function or of lower or upper bounds of it are well-known from literature. Because they have as a rule a minmax structure, methods from nondifferentiable optimization are required.

Considering a fully parametrized convex problem, in the paper the mentioned minmax formulas are transformed into usual programming problems. Although they are nonconvex in general, the computational effort is much lower than that for minmax problems. In several special cases, for instance, for linear least squares problems, linear programming problems arise.     

One-sided derivatives for the value function in convex parametric programming

In [9] it is shown that the one-sided derivatives of parametric linear semi-infinite programs can be expressed in terms of one-sided cluster points of solutions and Lagrange-multipliers of the perturbed problem.

In this paper convex programs on Banach-spaces are studied. We generalize the results in [9] to this case. The analysis is based on convex duality theory [2].