等式与界约束非线性优化信赖域算法的全局收敛

§ 1　ＩｎｔｒｏｄｕｃｔｉｏｎＣｏｎｓｉｄｅｒｔｈｅｆｏｌｌｏｗｉｎｇｎｏｎｌｉｎｅａｒｏｐｔｉｍｉｚａｔｉｏｎｐｒｏｂｌｅｍ :ｍｉｎｉｍｉｚｅｆ(ｘ)ｓｕｂｊｅｃｔｔｏＣ(ｘ) =0 ,　ａ≤ｘ≤ｂ ,( 1 .1 )ｗｈｅｒｅｆ(ｘ) :Ｒｎ→Ｒ ,Ｃ(ｘ) =(ｃ1(ｘ) ,ｃ2 (ｘ) ,...,ｃｍ(ｘ) ) Ｔ:Ｒｎ→Ｒｍ ａｒｅｔｗｉｃｅｃｏｎｔｉｎｕｏｕｓｌｙｄｉｆｆｅｒｅｎｔｉａｂｌｅ,ｍ≤ｎ ,ａ ,ｂ∈Ｒｎ.Ｔｒｕｓｔｒｅｇｉｏｎａｌｇｏｒｉｔｈｍｓａｒｅｖｅｒｙｅｆｆｅｃｔｉｖｅｆｏｒｓｏｌｖｉｎｇｎｏｎｌｉｎｅａｒｏｐｔｉｍｉ…     

On perturbations of matrix pencils with real spectra, a revisit

This paper continues earlier studies by Bhatia and Li on eigenvalue perturbation theory for diagonalizable matrix pencils having real spectra. A unifying framework for creating crucial perturbation equations is developed. With the help of a recent result on generalized commutators involving unitary matrices, new and much sharper bounds are obtained.

     

On Uniform Global Error Bounds for Convex Inequalities

This paper studies the existence of a uniform global error bound when a convex inequality g 0, where g is a closed proper convex function, is perturbed. The perturbation neighborhoods are defined by small arbitrary perturbations of the epigraph of its conjugate function. Under certain conditions, it is shown that for sufficiently small arbitrary perturbations the perturbed system is solvable and there exists a uniform global error bound if and only if g satisfies the Slater condition and the solution set is bounded or its recession function satisfies the Slater condition. The results are used to derive lower bounds on the distance to ill-posedness.     

Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model

Efficiencies of the maximum pseudolikelihood estimator and a number of related estimators for the case-cohort sampling design in the proportional hazards regression model are studied. The asymptotic information and lower bound for estimating the parametric regression parameter are calculated based on the effective score, which is obtained by determining the component of the parametric score orthogonal to the space generated by the infinite-dimensional nuisance parameter. The asymptotic distributions of the maximum pseudolikelihood and related estimators in an i.i.d. setting show that these estimators do not achieve the computed asymptotic lower bound. Simple guidelines are provided to determine in which instances such estimators are close enough to efficient for practical purposes.     

关于图的下完美邻域数的上界一些结果

本文主要讨论了图的下完美邻域数 ,并给出了θ(G) =γ(G)的充分必要条件 ,并讨论了一些特殊图类的下完美邻域数的上界 ,特别对于树采用了对所有点分层的方法进行了较细致的讨论 ,给出了紧上界θ(T)≤ [n3] .     

广义保险模型的破产概率问题研究

本文对于广义保险模型，利用鞅的表示性，随机Thiele微分方程，计数过程以及随机积分的有关理论，研究了保险的破产概率问题，得到了破产概率上界的理论形式以及Lunberg指数。     

Two exact algorithms for the capacitated p-median problem

The p-median problem has been widely studied in combinatorial optimisation, but its generalisation to the capacitated case has not. We propose a branch and price algorithm, comparing it with a standard MIP solver and a branch and bound algorithm based on Lagrangean relaxation. We present computational experience, using test instances drawn from the literature and new instances with higher ratio between the number of medians p and the number of nodes N. The branch and price algorithm shows very good performances and computational time robustness in solving problems for any ratio.Received: December 2002, Revised: August 2003AMS classification: 90C10, 90C27     

On the Exceptional Zeros of Rankin–Selberg L-Functions

The main objects of study in this article are two classes of Rankin–Selberg L-functions, namely L(s,f×g) and L(s, sym²(g)× sym²(g)), where f,g are newforms, holomorphic or of Maass type, on the upper half plane, and sym²(g) denotes the symmetric square lift of g to GL(3). We prove that in general, i.e., when these L-functions are not divisible by L-functions of quadratic characters (such divisibility happening rarely), they do not admit any LandauSiegel zeros. Such zeros, which are real and close to s=1, are highly mysterious and are not expected to occur. There are corollaries of our result, one of them being a strong lower bound for special value at s=1, which is of interest both geometrically and analytically. One also gets this way a good bound onthe norm of sym²(g).     

An improved max-flow-based lower bound for minimizing maximum lateness on identical parallel machines

In this paper, we introduce a new concept of semi-preemptive scheduling and we show how it can be used to derive a maximum-flow-based lower bound for the P|r_j|L_max which dominates the well-known preemptive lower bound. We show that, in some cases, the proposed bound strictly dominates the preemptive one while having the same complexity.     

串联系统可靠性虚拟系统法置信下限的小样本性质

本文讨论了具有r个成败型元件串联系统可靠性的置信下限问题。研究了虚拟系统法置信下限的小样本性质,证明了,在通常情况下虚拟系统法置信下限要大于常见的L-M法置信下限.更一般地,本文证明了在成败型试验中,当成功数与试验数之比保持不变时,试验次数的增加将直接缩小成功率置信区间的长度。