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31.
Necessary and sufficient conditions in constrained optimization 总被引:22,自引:0,他引:22
Additional conditions are attached to the Kuhn-Tucker conditions giving a set of conditions which are both necessary and sufficient
for optimality in constrained optimization, under appropriate constraint qualifications. Necessary and sufficient conditions
are also given for optimality of the dual problem. Duality and converse duality are treated accordingly. 相似文献
32.
We introduce the time-consistency concept that is inspired by the so-called “principle of optimality” of dynamic programming
and demonstrate – via an example – that the conditional value-at-risk (CVaR) need not be time-consistent in a multi-stage
case. Then, we give the formulation of the target-percentile risk measure which is time-consistent and hence more suitable
in the multi-stage investment context. Finally, we also generalize the value-at-risk and CVaR to multi-stage risk measures
based on the theory and structure of the target-percentile risk measure. 相似文献
33.
In this paper, we study the consistency of a variant of fractionalstep Runge–Kutta methods. These methods are designed tointegrate efficiently semi-linear multidimensional parabolicproblems by means of linearly implicit time integration processes.Such time discretization procedures are also related to a splittingof the space differential operator (or the spatial discretizationof it) as a sum of simpler linear differentialoperators and a nonlinear term. 相似文献
34.
G.J. Zalmai Qing-hong Zhang 《应用数学学报(英文版)》2007,23(2):217-234
In this paper,we discuss a large number of sets of global parametric sufficient optimality condi-tions under various gcneralized (η,ρ)-invexity assumptions for a semi-infinite minmax fractional programmingproblem. 相似文献
35.
Piotr Szopa 《Mathematical Methods in the Applied Sciences》2007,30(3):331-346
In this paper, we prove the existence and uniqueness of a global solution for 2‐D micropolar fluid equation with periodic boundary conditions. Then we restrict ourselves to the autonomous case and show the existence of a global attractor. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
36.
In this paper, we exhibit a unified treatment of the mixed initial boundary value problem for second order (in time) parabolic linear differential equations in Banach spaces, whose boundary conditions are of a dynamical nature. Results regarding existence, uniqueness, continuous dependence (on initial data) and regularity of classical and strict solutions are established. Moreover, several examples are given as samples for possible applications.
37.
In this paper we give necessary and sufficient conditions for the existence of a C>
0-semigroup in L
1(I) (I real interval) generated by a second-order differential operator when suitable boundary conditions at the endpoints are imposed. 相似文献
38.
本文综合近邻权函数法及最小二乘法,用两阶段最小二乘估计的方法得到了半参数EV模型中参数的估计量及其强相合性,渐近正态性。同时也得到了非参数函数的估计量及其强相合性,一致强相合性。 相似文献
39.
The load-carrying capacity of circular plates made of a fiber-reinforced composite and loaded with axisymmetric transverse forces under axisymmetric boundary conditions is investigated. The plates can be freely supported or clamped along their contour. To the known yield condition used, in the plane of main bending moments, there correspond irregular hexagons, which depend on the mechanical properties of composite constituents and some characteristic geometrical parameters. It is shown that, depending on the ratio of ultimate radial and circumferential bending moments, in the plastic state, the circular plates (the central part of the clamped plates) take the form of a cone or a frustum of cone. For each of the cases, the limit load is found, which is a function of the above-mentioned mechanical parameters. The statically allowable fields of bending moments and the corresponding allowable fields of deflection rates are determined. The solutions found are exact. Special cases for the freely supported plates are analyzed, and the results obtained are presented in the form of graphs.__________Translated from Mekhanika Kompozitnykh Materialov, Vol. 41, No. 2, pp. 177–192, March–April, 2005. 相似文献
40.
Mohamed El-Gebeily Donal O'Regan 《Journal of Mathematical Analysis and Applications》2007,334(1):140-156
Existence theory is developed for the equation ?(u)=F(u), where ? is a formally self-adjoint singular second-order differential expression and F is nonlinear. The problem is treated in a Hilbert space and we do not require the operators induced by ? to have completely continuous resolvents. Nonlinear boundary conditions are allowed. Also, F is assumed to be weakly continuous and monotone at one point. Boundary behavior of functions associated with the domains of definitions of the operators associated with ? in the singular case is investigated. A special class of self-adjoint operators associated with ? is obtained. 相似文献