Successive projection method for solving the unbalanced Procrustes problem

We present a successive projection method for solving the unbalanced Procrustes problem: given matrix A∈Rn×n and B∈Rn×k, n>k, minimize the residual‖AQ-B‖F with the orthonormal constraint QTQ = Ik on the variant Q∈Rn×k. The presented algorithm consists of solving k least squares problems with quadratic constraints and an expanded balance problem at each sweep. We give a detailed convergence analysis. Numerical experiments reported in this paper show that our new algorithm is superior to other existing methods.     

A fast direct solver for elliptic problems with a divergence constraint

A fast direct solution method for a discretized vector‐valued elliptic partial differential equation with a divergence constraint is considered. Such problems are typical in many disciplines such as fluid dynamics, elasticity and electromagnetics. The method requires the problem to be posed in a rectangle and boundary conditions to be either periodic boundary conditions or the so‐called slip boundary conditions in one co‐ordinate direction. The arising saddle‐point matrix has a separable form when bilinear finite elements are used in the discretization. Based on a result for so‐called p‐circulant matrices, the saddle‐point matrix can be transformed into a block‐diagonal form by fast Fourier transformations. Thus, the fast direct solver has the same structure as methods for scalar‐valued problems which are based on Fourier analysis and, therefore, it has the same computational cost ??(N log N). Numerical experiments demonstrate the good efficiency and accuracy of the proposed method. Copyright © 2002 John Wiley & Sons, Ltd.     

Polynomial time approximation schemes for dense instances of minimum constraint satisfaction

It is known that large fragments of the class of dense Minimum Constraint Satisfaction (MIN‐CSP) problems do not have polynomial time approximation schemes (PTASs) contrary to their Maximum Constraint Satisfaction analogs. In this paper we prove, somewhat surprisingly, that the minimum satisfaction of dense instances of kSAT ‐formulas, and linear equations mod 2, Ek‐LIN2, do have PTASs for any k. The MIN‐Ek‐LIN2 problems are equivalent to the k‐ary versions of the Nearest Codeword problem, the problem which is known to be exceedingly hard to approximate on general instances. The method of solution of the above problems depends on the development of a new density sampling technique for k‐uniform hypergraphs which could be of independent interest. © 2003 Wiley Periodicals, Inc. Random Struct. Alg., 23: 73–91, 2003     

A Finite—dimensional Integrable System with Time Parameter

ＡＦｉｎｉｔｅ－ｄｉｍｅｎｓｉｏｎａｌＩｎｔｅｇｒａｂｌｅＳｙｓｔｅｍｗｉｔｈＴｉｍｅＰａｒａｍｅｔｅｒＺｈａｎｇＪｉｎｓｈｕｎ（张金顺）；ＷａｎｇＨｏｎｇｙｅ（王鸿业）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，ＺｈｅｎｇｚｈｏｕＵｎｉｖｅｒ...     

On proper and improper efficient solutions of optimal problems with multicriteria

The properness of the efficient solution of the optimal problem with multicriteria has been independently defined by Kuhn and Tucker, Geoffrion, and Klinger. A theorem of Geoffrion describes the relation between Geoffrion's and Kuhn and Tucker's properness. In this paper, the dual part of the theorem is given, and some geometric approach is applied to derive the optimal conditions of proper efficient solutions and improper efficient solutions.     

Variational Convergence of Composed Convex Functions

In this paper we introduce a concept of variational convergence for mappings taking values in order topological vector spaces. This variational convergence notion is shown to be well adapted to the (epi)-convergence of composed convex functions, in the sense that it is preserved after composition with nondecreasing functions. It is proved how this stability result can be applied to the continuity of multipliers under perturbations associated with a family of constrained optimization problems. Other applications are also given.     

一种基于多目标约束的互连线宽和线间距优化模型

优化线宽和线间距已经成为改善系统芯片性能的关键技术.本文基于互连线线宽和线间距对互连延时、功耗、面积和带宽的影响,提出了基于多目标优化方法实现优化线宽和线间距的思路,并利用曲线拟合方法得到了多目标约束的解析模型.Hspice验证结果显示,该解析模型精度较高,平均误差不超过5%,算法简单,能有效弥补应用品质因数方法的缺陷,可以应用于纳米级互补金属氧化物半导体系统芯片的计算机辅助设计.     

Annuitization and asset allocation with borrowing constraint

We generalize the result of Yaari (1965) on annuitization with borrowing constraint. We show that inability to borrow against future labor income has a significant influence on an individual’s consumption and asset allocation strategies. We also show that there exists a certain threshold of wealth for annuitization. We find that the wealth threshold is lower in the presence of borrowing constraint than in its absence, implying the individual’s earlier retirement.     

随机环境下具有最低担保约束的DC养老金鲁棒投资策略

针对近年来养老金管理遇到的问题,基于模型不确定性,考虑随机环境和退休保障限制的DC型养老金最优投资策略具有重要意义.以养老金的最终价值相对于退休后年金担保的不变相对风险厌恶期望效用最大化为目标,利用随机动态规划的方法,求出鲁棒最优投资策略及相应的价值函数.最后,通过数值分析,得到各参数对最优投资策略的影响.     

Parallel vector analysis based soft resolution of spectral data from pH‐metric titration using symmetry constraint

In this study, a soft method is proposed to calculate concentration and spectral profiles for the two‐way spectral data from dissociation equilibria of polyprotic acids (H_nA). This method has four main distinct steps: (i) a fixed size moving window evolving factor analysis (FSMWEFA) was used to identify the local rank map, (ii) WFA was applied to calculate the concentration profiles of H_nA and Aⁿ⁻ (selection of the window for application of WFA was performed using EFA), (iii) PVA was used to calculate H_{n − 1}A to HA spectral profiles, and (iv) a symmetry constraint, in addition to the non‐negativity constraint, was utilized to obtain the unique concentration and spectral profiles from different acceptable sets of profiles. In the absence of any selective region in the spectral data, the proposed soft method resulted in unique solution without rotational ambiguity. This study is the first application of symmetry constraint on concentration profiles. The rotational ambiguity drastically decreased on considering the constraint of symmetry of the H_{n − 1}A and HA concentration profiles, in addition to non‐negativity of profiles. Simulated examples were used to confirm these approaches. Effect of closeness of dissociation constants on the estimated values of constants was investigated. The results showed that when the difference between pK_a values is more than 1.2, the obtained errors in the estimation of pK_a values are less than about 6.5%. The considered real data were from pH‐metric titration of fluorescein. The obtained spectral and concentration profiles and the estimated pK_a values for fluorescein were in good agreement with the previously reported data. Copyright © 2009 John Wiley & Sons, Ltd.