一种求解二次约束二次规划问题的自适应全局优化算法

为了更好地解决二次约束二次规划问题(QCQP), 本文基于分支定界算法框架提出了自适应线性松弛技术, 在理论上证明了这种新的定界技术对于解决(QCQP)是可观的。文中分支操作采用条件二分法便于对矩形进行有效剖分; 通过缩减技术删除不包含全局最优解的部分区域, 以加快算法的收敛速度。最后, 通过数值结果表明提出的算法是有效可行的。     

呼叫中心坐席人员排班问题优化模型与算法研究

国内呼叫企业在保证每个坐席人员周内当值相同班次情况下,通过灵活安排周内当班日期与班次来制定排班方案。针对该实际排班场景,构建问题整数规划模型。通过对问题数据特征及优化性质分析,以及对班次人力有效满足区段电话服务需求的量化指标表征,分别提出两个构造性启发式算法。使用企业实例数据对模型算法进行计算实验。实验结果显示,整数规划模型适合于求解小规模排班问题最优解,而启发式算法能够以小计算成本获得大规模排班问题优化解。最后讨论保证员工上班规律性的同班次用工制度对企业人力成本控制的影响。     

航空公司中的飞行员配置研究

随着新航线的开辟和新飞机的投入使用,航空公司的任务量急剧增长,飞行员需求的估计和机组的合理配置变得日益重要。本文基于实际工作需求,提出一类用于评估飞行员数量,并进行机组均衡配置的整数规划模型,为航空公司进行飞行员的数量评估和任务分配提供决策支持。本文在以下两个方面做出改进:1)加入国际长途航线,研究国内短途航线和国际长途航线混合搭配情况下飞行员的配置问题;2)鉴于大型整数规划求解的复杂性,通过评估航空公司所需要的飞行员数量的下界,为决策人员制定中长期规划提供依据。本文通过启发式算法进行飞行员的配置,计算结果接近理论问题的下界,证明了算法的有效性。     

Representation formula for viscosity solution to a PDE problem involving Pucci’s extremal operator

We provide a representation formula for viscosity solutions to an elliptic Dirichlet problem involving Pucci’s extremal operators. This is done through a dynamic programming principle derived from Denis et al. (2010). The formula can be seen as a nonlinear extension of the Feynman–Kac formula.     

Falsification of hybrid systems with symbolic reachability analysis and trajectory splicing

The falsification of a hybrid system aims at finding trajectories that violate a given safety property. This is a challenging problem, and the practical applicability of current falsification algorithms still suffers from their high time complexity. In contrast to falsification, verification algorithms aim at providing guarantees that no such trajectories exist. Recent symbolic reachability techniques are capable of efficiently computing linear constraints that enclose all trajectories of the system with reasonable precision. In this paper, we leverage the power of symbolic reachability algorithms to improve the scalability of falsification techniques. Recent approaches to falsification reduce the problem to a nonlinear optimization problem. We propose to reduce the search space of the optimization problem by adding linear state constraints obtained with a reachability algorithm. An empirical study of how varying abstractions during symbolic reachability analysis affect the performance of solving a falsification problem is presented. In addition, for solving a falsification problem, we propose an alternating minimization algorithm that solves a linear programming problem and a non-linear programming problem in alternation finitely many times. We showcase the efficacy of our algorithms on a number of standard hybrid systems benchmarks demonstrating the performance increase and number of falsifyable instances.     

“穿越沙漠”赛题评述

对2020年"高教社杯"全国大学生数学建模竞赛"穿越沙漠"一题作简要评述,介绍赛题的数学基础和求解思路,探讨答卷所用的方法和存在的问题.     

商科型高校理工类研究生创新能力的培养

目前,研究生教育处于我国高等教育的最高层次,肩负着为国家发展培养高技术专业型人才的重要任务.尤其是在各国竞争愈发激烈的今天,理工类研究生更是在未来国家现代化建设、科技创新中发挥着重要作用.但是,由于近几年研究生招生规模的逐渐扩大,研究生的培养模式、培养质量等方面出现了许多亟待解决的问题.从商科型高校理工类研究生的培养现状出发,通过运用文献法和归纳法,本文对当前研究生培养过程中存在的问题进行分析,并针对学生创新能力的培养,从学校、导师和学生自身三方面给出了相应的解决措施,着重强调了数学建模在理工类研究生创新能力培养过程中所发挥的重要作用.最后,以湖南工商大学近几年在理工类研究生创新能力培养实践中所采取的主要举措以及取得的成效来进一步论证本文所提出措施的有效性.     

Physico-mathematical simulation of methane and argon removal absorption process by liquid ammonia from synthesis gas of ammonia production

Abstract

The elaboration of the theoretical experimental model of the absorption process under a pressure of 30 MPa and moderate temperatures included the experimental research of methan and argon absorption from the five-component mixture H₂-N₂-CH₄-Ar-NH₃ by liquid ammonia on a pilot plant and carrying out the computerized research of process statics.     

A multi-start global minimization algorithm with dynamic search trajectories

A new multi-start algorithm for global unconstrained minimization is presented in which the search trajectories are derived from the equation of motion of a particle in a conservative force field, where the function to be minimized represents the potential energy. The trajectories are modified to increase the probability of convergence to a comparatively low local minimum, thus increasing the region of convergence of the global minimum. A Bayesian argument is adopted by which, under mild assumptions, the confidence level that the global minimum has been attained may be computed. When applied to standard and other test functions, the algorithm never failed to yield the global minimum.The first author wishes to thank Prof. M. Levitt of the Department of Chemical Physics of the Weizmann Institute of Science for suggesting this line of research and also Drs. T. B. Scheffler and E. A. Evangelidis for fruitful discussions regarding Conjecture 2.1. He also acknowledges the exchange agreement award received from the National Council for Research and Development in Israel and the Council for Scientific and Industrial Research in South Africa, which made possible the visit to the Weizmann Institute where this work was initiated.     

Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems

In this paper we consider a simulated annealing algorithm for multiobjective optimization problems. With a suitable choice of the acceptance probabilities, the algorithm is shown to converge asymptotically, that is, the Markov chain that describes the algorithm converges with probability one to the Pareto optimal set.