一类求解线性约束非线性规划问题的可行方向法

Wilson,Han和Powell提出的序列二次规划方法(简称SQP方法)是求解非线性规划问题的一个著名方法,这种方法每次迭代的搜索方向是通过求解一个二次规划子问题得到的,本文受[1]启发,得到二次规划子问题的一个近似解,进而给出了一类求解线性约束非线性规划问题的可行方向法,在约束集合满足正则性的条件下,证明了该算法对五种常用线性搜索方法具有全局收敛性。     

长江堤防工程地质信息处理模型及技术方法

长江中下游的主要防洪工程是长江干堤 ,长江堤防线路长、工程浩大、堤基工程地质水文地质条件复杂 ,涉及大量的已有地质数据和资料。今后在整治加固堤防的工程地质勘察工作中 ,还需随时进行数据的收集、存储、检索、分析、统计和维护 ,随时调用这些数据进行综合处理、编制报告和图件 ;在防汛期间可以针对堤防险工险段的险情 ,随时查询和调用有关的资料、数据或者图件 ,提供采取抢险措施决策的地质依据。这既提高了地质数据的利用价值和利用率 ,又保证了信息的准确性、完整性和共享性。因此 ,建立合理的长江堤防工程地质信息处理模型及其成熟的技术方法具有重要的意义。     

Theory of Valuations on Manifolds: A Survey

This is a non-technical survey of a recent theory of valuations on manifolds constructed in [A10], [A11], [AF] and [A12], and actually a guide to this series of articles. We also review some recent related results obtained by a number of people. Received: February 2006, Revision: June 2006, Accepted: June 2006     

Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

Optimal production and rationing decisions in supply chains with information sharing

This paper considers a two-echelon capacitated supply chain with two non-identical retailers and information sharing. We characterize the optimal inventory policies. We also study the benefits of the optimal stock rationing policy over the first come first served (FCFS) and the modified echelon-stock rationing (MESR) policies.     

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.     

Positive value of information in games

We exhibit a general class of interactive decision situations in which all the agents benefit from more information. This class includes as a special case the classical comparison of statistical experiments à la Blackwell. AMS 2000 Subject Classification:Primary 91A35.The work of Bruno Bassan and Marco Scarsini was partially supported by MIUR-COFIN. The authors express their thanks to Sylvain Sorin for enlightening comments.     

The impact of LIMS design and functionality on laboratory quality achievements

 A laboratory information management system (LIMS) can make a major contribution to the quality and therefore to the efficiency and competitiveness of a laboratory. Since it can impact all aspects of a laboratory's organization it must be the key if not the principal player of the laboratory's quality system. It should support the laboratory in establishing, maintaining and applying quality procedures thereby enabling the laboratory to achieve its quality goals. As a tool, LIMS permits the laboratory to input and use its own know-how and experience to optimize the total organization (internal and external) and workflow of generated information. However, perceived "quality" in the context of an LIMS, can be viewed as being made up of different facets such as the security, reliability and accessibility of information as well as its turn around time and production cost. This paper reviews the role of a LIMS in the laboratory and the contribution that both system design and functionality can have on "building quality ". Received: 5 October 1998 · Accepted: 20 October 1998     

Information content of data and variables and types of weighting in least-squares regression methods

Algorithms are given for evaluating the relative amount of useful information related to a particular parameter which is carried by individual data points and intervals of the variables. The algorithms provide an efficient means of using the information contained in a set of data. Applications to the optimization of weighting in regression methods are described. Several informational and combined informational-statistical types of weighting are studied as a means of improving the accuracy and precision of the parameters obtained by non-linear regression.     

Pattern-specific neural network design

We present evidence that the performance of the traditional fully connected Hopfield model can be dramatically improved by carefully selecting an information-specific connectivity structure, while the synaptic weights of the selected connections are the same as in the Hopfield model. Starting from a completely disconnected network we let genuine Hebbian synaptic connections grow, one by one, until a desired degree of stability is achieved. Neural pathways are thus fixed notbefore, butduring the learning phase.