Portfolio selection under possibilistic mean–variance utility and a SMO algorithm

In this paper, we propose a new portfolio selection model with the maximum utility based on the interval-valued possibilistic mean and possibilistic variance, which is a two-parameter quadratic programming problem. We also present a sequential minimal optimization (SMO) algorithm to obtain the optimal portfolio. The remarkable feature of the algorithm is that it is extremely easy to implement, and it can be extended to any size of portfolio selection problems for finding an exact optimal solution.     

On Approximate Efficiency in Multiobjective Programming

This paper is focused on approximate ( -efficient) solutions of multiobjective mathematical programs. We introduce a new -efficiency concept which extends and unifies different notions of approximate solution defined in the literature. We characterize these -efficient solutions in convex multiobjective programs through approximate solutions of linear scalarizations, which allow us to obtain parametric representations of different -efficiency sets. Several classical -efficiency notions are considered in order to show the concepts introduced and the results obtained.This research was partially supported by Ministerio de Ciencia y Tecnología (Spain), project BFM2003-02194.     

On preprocessing techniques for bandlimited parametric loudspeakers

The self-demodulation property of finite-amplitude ultrasonic waves can be applied with parametric loudspeaker to produce audible sound. A special characteristic of the reproduced sound waves using parametric loudspeaker is its high directivity. However, the demodulated signal from parametric loudspeaker suffers from high distortion. To reduce the distortion in the demodulated signal, preprocessing of the modulating signal is usually employed. To determine the effectiveness of the preprocessing technique, an important practical constraint on the bandwidth of the ultrasonic transducer of the parametric loudspeaker should be accounted. In this paper, we shall discuss a class of preprocessing techniques that is based on quadrature amplitude modulation. As compared to the conventional preprocessing methods used with bandlimited ultrasonic transducer, the demodulated signal from our proposed preprocessing techniques exhibits lower distortion.     

Character analysis of slow light with communication waveband in fiber optical parametric amplifier

The comprehensive characters of delay time and delay bandwidth with distortion, signal wavelength dependence and delay bandwidth product in fiber optical parametric amplifier are investigated theoretically when the pump locates at anomalous dispersion region. The delay character of single pulse, data stream with certain bit pattern and pseudo random data stream are analyzed comprehensively. In this category of fiber optical parametric amplifier, the delay time and delay bandwidth product vary from signal wavelengths and bit rates. For the same nonlinear coefficient, pump power and fiber length, the diverse dependences of bit pattern in different signal wavelengths are found by numerical simulation. The impacts of pump power and fiber length on the delay character and distortion are also discussed. These relations are conductive to the design of slow light based on fiber optical parametric amplifier in telecommunication waveband.     

High repetition rate mid-infrared generation with singly resonant optical parametric oscillator using multi-grating periodically poled MgO:LiNbO3

A high repetition rate mid-infrared singly resonant optical parametric oscillator (OPO) using MgO-doped multi-grating periodically poled LiNbO₃ (MgO:PPLN) is demonstrated. A 1064 nm Q-switched Nd:YVO₄ laser at 10 kHz repetition rate and pulse width of 17.8 ns was used to pump the OPO. The period of the quasi-phase matched (QPM) grating in the multi-grating MgO:PPLN chip varied from 25.5 to 31.5 μm in steps of 0.5 μm. This corresponds to the generation of a signal beam from 1.37 to 1.64 μm and an idler beam from 3.0 to 4.8 μm, respectively. A maximum signal power of 250 mW and idler power of 140 mW has been obtained with an input pump beam of power 1.92 W, for a grating period of 30.5 μm. A maximum optic-optic conversion efficiency of 20% and 7.4% in the idler has been observed. It has been observed that the output power increases as the period of the grating increases.     

The stability of the solution sets for set optimization problems via improvement sets

ABSTRACT

The aim of this paper is to investigate the stability of the solution sets for set optimization problems via improvement sets. Firstly, we consider the relations among the solution sets for optimization problem with set optimization criterion. Then, the closeness and the convexity of solution sets are discussed. Furthermore, the upper semi-continuity, Hausdorff upper semi-continuity and lower semi-continuity of solution mappings to parametric set optimization problems via improvement sets are established under some suitable conditions. These results extend and develop some recent works in this field.     

Berge-type theorems for vector optimization problems

In the present paper we investigate continuity properties of the minimal point multivalued mapping associated with parametric vector optimization problems in topological vector spaces. This mapping can be viewed as a counterpart of the optimal value function in scalar optimization. We prove sufficient conditions for several types of continuities of minimal points and discuss their relationship to the existing results as well to the classical Berge Maximum Theorems in the case of scalar optimization problems     

Study of parametric oscillation of an electrostatically actuated microbeam using variational iteration method

This paper deals with the study of parametric oscillation of an electrostatically actuated microbeam using variational iteration method. The paper considers a micro-beam suspended between two conductive micro-plates, subjected to a same actuation voltage. The nonlinear governing differential equation of motion about static equilibrium position using calculus of variation theory and Taylor series expansion has been linearized and implementing a Galerkin based reduced order model a Mathieu type equation has been obtained. By improving variational iteration method combining with method of strained parameters transition curves, separating stable from unstable regions have been obtained. The results of variational iteration method, perturbation and direct numerical integration methods for some cases selected from different regions (stable and unstable regions) have been compared.     

Second order sufficient conditions and sensitivity analysis for the optimal control of a container crane under state constraints

Stability and sensitivity analysis of parametric control problems has recently been elaborated for optimal control problems subject to pure state constraints. This paper illustrates the numerical aspects of sensitivity analysis for a complex practical example: the optimal control of a container crane with a state constraint on the vertical velocity. The multiple shooting method is used to determine a nominal solution satisfying first order necessary conditions. Second order sufficient conditions are checked by showing that an associated Riccati equation has a bounded solution. Sensitivity differentials of optimal solutions an computed with respect to variations in the swing angle