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61.
Marie-Christine Plateau 《4OR: A Quarterly Journal of Operations Research》2008,6(2):187-190
This is a summary of the author’s PhD thesis supervised by A. Billionnet and S. Elloumi and defended on November 2006 at the
CNAM, Paris (Conservatoire National des Arts et Métiers). The thesis is written in French and is available from http://www.cedric.cnam.fr/PUBLIS/RC1115.
This work deals with exact solution methods based on reformulations for quadratic 0–1 programs under linear constraints. These
problems are generally not convex; more precisely, the associated continuous relaxation is not a convex problem. We developed
approaches with the aim of making the initial problem convex and of obtaining a good lower bound by continuous relaxation.
The main contribution is a general method (called QCR) that we implemented and applied to classical combinatorial optimization
problems.
相似文献
62.
E. Übi 《Central European Journal of Mathematics》2008,6(1):171-178
The strictly convex quadratic programming problem is transformed to the least distance problem — finding the solution of minimum
norm to the system of linear inequalities. This problem is equivalent to the linear least squares problem on the positive
orthant. It is solved using orthogonal transformations, which are memorized as products. Like in the revised simplex method,
an auxiliary matrix is used for computations. Compared to the modified-simplex type methods, the presented dual algorithm
QPLS requires less storage and solves ill-conditioned problems more precisely. The algorithm is illustrated by some difficult
problems.
相似文献
63.
Takaki Hayashi Nakahiro Yoshida 《Annals of the Institute of Statistical Mathematics》2008,60(2):367-406
We consider the problem of estimating the covariance of two diffusion-type processes when they are observed only at discrete
times in a nonsynchronous manner. In our previous work in 2003, we proposed a new estimator which is free of any ‘synchronization’
processing of the original data and showed that it is consistent for the true covariance of the processes as the observation
interval shrinks to zero; Hayashi and Yoshida (Bernoulli, 11, 359–379, 2005). This paper is its sequel. Specifically, it establishes asymptotic normality of the estimator in a general nonsynchronous sampling scheme. 相似文献
64.
We prove that in a finite group of odd order, the number of irreducible quadratic characters is the number of quadratic conjugacy classes. 相似文献
65.
Nicolas Fournier 《Journal of Functional Analysis》2009,256(8):2542-2560
We consider the spatially homogeneous Landau equation of kinetic theory, and provide a differential inequality for the Wasserstein distance with quadratic cost between two solutions. We deduce some well-posedness results. The main difficulty is that this equation presents a singularity for small relative velocities. Our uniqueness result is the first one in the important case of soft potentials. Furthermore, it is almost optimal for a class of moderately soft potentials, that is for a moderate singularity. Indeed, in such a case, our result applies for initial conditions with finite mass, energy, and entropy. For the other moderately soft potentials, we assume additionally some moment conditions on the initial data. For very soft potentials, we obtain only a local (in time) well-posedness result, under some integrability conditions. Our proof is probabilistic, and uses a stochastic version of the Landau equation, in the spirit of Tanaka [H. Tanaka, Probabilistic treatment of the Boltzmann equation of Maxwellian molecules, Z. Wahrsch. Verw. Geb. 46 (1) (1978-1979) 67-105]. 相似文献
66.
Zoia V. Voitenko Oleksandr I. Halaev Sergey V. Kolotilov Christine Lepetit Bruno Donnadieu Remi Chauvin 《Tetrahedron》2010,66(41):8214-8222
Base- and acid-catalyzed nucleophilic addition of 11H-isoindolo[2,1-a]quinazoline-5-one to aromatic aldehydes and maleimides was investigated. The aldol adducts and condensation products were obtained stereoselectively. Main diastereomers of the Michael adducts were isolated in 74-89% yield, and converted by N-methylation to new stable α-substituted isoindole derivatives, for which 6-methylisoindolo[2,1-a]]quinazoline-5-one stands as the unsubstituted reference. The stability of the latter was monitored in moist aerated CDCl3 solution, and one of the oxidative hydrolysis product was characterized by X-ray diffraction analysis as the corresponding N-arylphthalimide. The reactivity of the unsubstituted 6-methylisoindolo[2,1-a]]quinazoline-5-one was also investigated with acetylenic Michael acceptors. Fully conjugated isoindole derivatives possessing an original pull-push-pull structure were obtained. The conformations and molecular orbitals of the dibenzoylacetylene adduct were studied at the DFT level of theory. Its static quadratic hyperpolarizabilty β0 was also calculated at the ZINDO level. 相似文献
67.
Separate spatial soliton pairs in a biased series centrosymmetric photorefractive crystal circuit 总被引:1,自引:0,他引:1
It is shown theoretically that three types of separate soliton pairs: bright-bright, bright-dark, and dark-dark, can be established in a biased series circuit consisting of two centrosymmetric photorefractive crystals and the two solitons in a separate soliton pair can affect each other by the light-induced current. The effects of the intensities of soliton beams and background lights on the normalized profiles of solitons are discussed. 相似文献
68.
Two-dimensional modulation instability (2DMI) is experimentally demonstrated in a classical second harmonic generation setup. The spatial spectrum is measured and reveals typical 2DMI bands, in agreement with the analytical MI model. These observations are confirmed by (2 + 1)D numerical simulations. 相似文献
69.
The mixed integer quadratic programming (MIQP) reformulation by Zheng, Sun, Li, and Cui (2012) for probabilistically constrained quadratic programs (PCQP) recently published in EJOR significantly dominates the standard MIQP formulation ( and ) which has been widely adopted in the literature. Stimulated by the dimensionality problem which Zheng et al. (2012) acknowledge themselves for their reformulations, we study further the characteristics of PCQP and develop new MIQP reformulations for PCQP with fewer variables and constraints. The results from numerical tests demonstrate that our reformulations clearly outperform the state-of-the-art MIQP in Zheng et al. (2012). 相似文献
70.
Motivated by the AIG bailout case in the financial crisis of 2007–2008, we consider an insurer who wants to maximize his/her expected utility of terminal wealth by selecting optimal investment and risk control strategies. The insurer’s risk process is modeled by a jump-diffusion process and is negatively correlated with the capital gains in the financial market. We obtain explicit solutions of optimal strategies for various utility functions. 相似文献