An extension of gap functions for a system of vector equilibrium problems with applications to optimization problems

In this paper, the notion of gap functions is extended from scalar case to vector one. Then, gap functions and generalized functions for several kinds of vector equilibrium problems are shown. As an application, the dual problem of a class of optimization problems with a system of vector equilibrium constraints (in short, OP) is established, the concavity of the dual function, the weak duality of (OP) and the saddle point sufficient condition are derived by using generalized gap functions. This work was supported by the National Natural Science Foundation of China (10671135) and the Applied Research Project of Sichuan Province (05JY029-009-1).     

Contractive multifunctions, fixed point inclusions and iterated multifunction systems

We study the properties of multifunction operators that are contractive in the Covitz-Nadler sense. In this situation, such operators T possess fixed points satisfying the relation x∈Tx. We introduce an iterative method involving projections that guarantees convergence from any starting point x₀∈X to a point x∈XT, the set of all fixed points of a multifunction operator T. We also prove a continuity result for fixed point sets XT as well as a “generalized collage theorem” for contractive multifunctions. These results can then be used to solve inverse problems involving contractive multifunctions. Two applications of contractive multifunctions are introduced: (i) integral inclusions and (ii) iterated multifunction systems.     

Computing strategies for achieving acceptability: A Monte Carlo approach

We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies.     

大型稀疏无约束最优化问题的行列修正算法

本文提出了一类适用于大型稀疏最优化问题的简单易行的行列修正算法，获得了新算法的局部超一性收敛性，大量的数值试验表明这是一个较为理想的修正算不。新算法同样可以用来求解大型对称性非线性方程组。     

Validation of an optimization procedure to improve low frequency characteristics of rooms

A set of experiments was carried out to validate an optimization procedure based on finite element method (FEM). The idea of the procedure, fully presented in previous edition of this journal [Zhu X, Zhu Z, Cheng J. Using optimized surface modifications to improve low frequency response in a room. Appl Acoust 2004;65:841-60], is to produce an optimal geometry modification on the wall for improving low frequency sound uniformity in small rooms. Four experimental models were set up with a scale of 1:5. One was modified according to the optimized result and the others were treated with no optimization consideration. Measured frequency responses of four rooms were compared with numerical results calculated by FEM models. The transient responses in these rooms were also measured and analyzed. The agreements between calculation and measurement are satisfactory though the discrepancies due to the uncertainty of acoustic behavior of the room boundaries remain. The optimization procedure has been supported by the results that the optimized room produces the flattest frequency response and also the most smooth energy decay within the frequency range studied. The reductions of response fluctuation have reached 4.3 dB for prediction and 2.6 dB for measurement, respectively.     

基于免疫算法的组合预测方法

利用免疫算法搜索全局最优解能力,提出了一种其于免疫算法的组合预测权系数确定的新方法,并给出了具体算法.仿真实验结果表明了免疫算法在组合预测方面具有很好的可行性和有效性.     

On generalized gradients

In this paper we present a concept of the construction of generalized gradients by considering a development of directional derivatives into spherical harmonics. This leads to a derivation system as a system of generalized partial derivatives. Necessary conditions for local extrema for a broad class of not necessarily differentiable function can be given and a characterization of points of differentiability can be proved by using generalized gradients.     

一项从CAA到CAD的工作 ～正交优化法与SPICE相结合

电子电路的计算机辅助设计方法是促进电子技术发展的一种有效工具。本文介绍如何将行之有效的正交优化法与国际盛行的模拟电子电路的分析程序ＳＰＩＣＥ相结合，形成了ＡＣＯＤ软件，将ＣＡＡ扩展为ＣＡＤ。     

多目标最优化的一种积分型实现算法

在文[1]中给出了求解多目标最优化的一种积分总极值的概念性算法．本文利用数论中的一致分布佳点集列，较为简便的得出了多目标最优化的积分总极值的实现算法和算法终止准则．并经过有关函数数值计算表明该算法是有效的，可用来求解多目标最优化问题的有效解．