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11.
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). 相似文献
12.
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. 相似文献
13.
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. 相似文献
14.
大型稀疏无约束最优化问题的行列修正算法 总被引:3,自引:0,他引:3
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。 相似文献
15.
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. 相似文献
16.
基于免疫算法的组合预测方法 总被引:3,自引:0,他引:3
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. 相似文献
17.
18.
多目标最优化的一种积分型实现算法 总被引:2,自引:1,他引:1
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. 相似文献
19.
The present study is concerned with the determination of the optimal shape for a package containing multiple heating elements.
The optimization tool has been developed based on the inverse heat transfer (IHT) approach, incorporating a direct problem
solver, a numerical grid generator, a direct-differentiation sensitivity analyzer, and the conjugate gradient method. Shape
design that leads to a specified outer surface temperature distribution is predicted by the approach. In this study, the effects
of internal heat generation on optimal shapes of the packagings have also been evaluated. Several practical cases with various
imbedded heating elements and thermal conditions are studied. Results show that the approach provides an efficient computer-aided
design scheme for the shape profile determination. 相似文献
20.
C. Miori C. Peri S. Segura Gomis 《Journal of Mathematical Analysis and Applications》2004,300(2):464-476
Fencing problems regard the bisection of a convex body in a way that some geometric measures are optimized. We introduce the notion of relative diameter and study bisections of centrally symmetric planar convex bodies, bisections by straight line cuts in general planar convex bodies and also bisections by hyperplane cuts for convex bodies in higher dimensions. In the planar case we obtain the best possible lower bound for the ratio between the relative diameter and the area. 相似文献