全文获取类型
收费全文 | 206篇 |
免费 | 2篇 |
国内免费 | 3篇 |
专业分类
力学 | 2篇 |
数学 | 204篇 |
物理学 | 5篇 |
出版年
2023年 | 4篇 |
2022年 | 5篇 |
2021年 | 1篇 |
2019年 | 6篇 |
2018年 | 4篇 |
2017年 | 4篇 |
2016年 | 1篇 |
2014年 | 2篇 |
2013年 | 13篇 |
2012年 | 9篇 |
2011年 | 4篇 |
2010年 | 3篇 |
2009年 | 13篇 |
2008年 | 15篇 |
2007年 | 13篇 |
2006年 | 12篇 |
2005年 | 12篇 |
2004年 | 8篇 |
2003年 | 3篇 |
2002年 | 11篇 |
2001年 | 8篇 |
2000年 | 11篇 |
1999年 | 5篇 |
1998年 | 8篇 |
1997年 | 4篇 |
1996年 | 3篇 |
1995年 | 8篇 |
1994年 | 3篇 |
1993年 | 3篇 |
1992年 | 1篇 |
1991年 | 1篇 |
1990年 | 1篇 |
1985年 | 2篇 |
1982年 | 4篇 |
1981年 | 1篇 |
1980年 | 3篇 |
1977年 | 1篇 |
1975年 | 1篇 |
排序方式: 共有211条查询结果,搜索用时 15 毫秒
21.
Hoang Tuy 《Journal of Global Optimization》2007,37(2):321-323
A counter-example is given to several recently published results on duality bound methods for nonconvex global optimization. 相似文献
22.
组合同伦方法在无界域上的收敛性 总被引:3,自引:0,他引:3
组合同伦内点法由Feng等提出,是求解有界区域上的非凸数学规划的一种大范围收敛性方法,本文证明此算法适用于某些无界区域上的非凸数学规划问题。 相似文献
23.
A New Filled Function Method for Global Optimization 总被引:3,自引:0,他引:3
A novel filled function is suggested in this paper for identifying a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. Theoretical and numerical properties of the proposed filled function are investigated and a solution algorithm is proposed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. 相似文献
24.
Abdelouahed Hamdi 《Applied mathematics and computation》2005,160(3):570
We describe a primal–dual application of the proximal point algorithm to nonconvex minimization problems. Motivated by the work of Spingarn and more recently by the work of Hamdi et al. about the primal resource-directive decomposition scheme to solve nonlinear separable problems. This paper discusses some local results of a primal–dual regularization approach that leads to a decomposition algorithm. 相似文献
25.
In this paper we prove the existence and regularity of a solution to a two-dimensional system of evolutionary hemivariational inequalities which describes the Boussinesq model with nonmonotone friction and heat flux. We use the time retardation and regularization technique, combined with a regularized Galerkin method, and recent results from the theory of hemivariational inequalities. 相似文献
26.
刘海亮 《高校应用数学学报(A辑)》1996,(3):277-282
本文研究了非凸双曲守恒律ut+(u^3)x=0解的渐近性态。对于初值具有紧支集或周期函数的情形,我们利用广义特征原理,建立了关于波速总变差的基本递推估计,给出了解的最优衰减速率。 相似文献
27.
非凸集值映射的包含切性及应用 总被引:4,自引:1,他引:3
本文在一般的Banach空间X中研究从非空闭集KX到X的非凸集值映射F的包含切性问题.得到的结果定理3.1把有关的结论推广到非光滑空间,定理3.3则将有限维空间的正则性定理推广到任意的Banach空间.作为结果的应用,我们证明了无穷维非凸微分包含和非凸控制系统生存解的存在性,且给出了一个方便的等价切性条件. 相似文献
28.
Phan Thien Thach 《Journal of Global Optimization》1993,3(3):311-324
The aim of this paper is to present a nonconvex duality with a zero gap and its connection with convex duality. Since a convex program can be regarded as a particular case of convex maximization over a convex set, a nonconvex duality can be regarded as a generalization of convex duality. The generalized duality can be obtained on the basis of convex duality and minimax theorems. The duality with a zero gap can be extended to a more general nonconvex problems such as a quasiconvex maximization over a general nonconvex set or a general minimization over the complement of a convex set. Several applications are given.On leave from the Institute of Mathematics, Hanoi, Vietnam. 相似文献
29.
We illustrate the usefulness of Jordan-algebraic techniques for nonconvex optimization by considering a potential-reduction
algorithm for a nonconvex quadratic function over the domain obtained as the intersection of a symmetric cone with an affine
subspace. 相似文献
30.
Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints 总被引:1,自引:0,他引:1
This paper addresses itself to a portfolio optimization problem under nonconvex transaction costs and minimal transaction unit constraints. Associated with portfolio construction is a fee for purchasing assets. Unit transaction fee is larger when the amount of transaction is smaller. Hence the transaction cost is usually a concave function up to certain point. When the amount of transaction increases, the unit price of assets increases due to illiquidity/market impact effects. Hence the transaction cost becomes convex beyond certain bound. Therefore, the net expected return becomes a general d.c. function (difference of two convex functions). We will propose a branch-and-bound algorithm for the resulting d.c. maximization problem subject to a constraint on the level of risk measured in terms of the absolute deviation of the rate of return of a portfolio. Also, we will show that the minimal transaction unit constraints can be incorporated without excessively increasing the amount of computation. 相似文献