目标约束下的投资选择

根据 Markowitz投资组合理论和传统的期望效用理论 ,在效用函数相同的情况下 ,所有的理性投资者都将采用相同的最优投资策略 .但在现实中 ,不同的投资者往往采用不同的投资策略 ,依据传统理论只能认为他们并不都是理性投资者 .本文引入了目标约束后 ,说明了由于不同的投资者具有不同的目标约束 ,所以用传统的期望效用理论无法解释的看似非理性的行为其实却是理性的最优选择 .     

利用杨辉三角形对称性推导高阶运动微分方程

利用Mathematica数学软件计算函数r=r(q(t),t)各变量之间偏导和高阶导数的关系，发现具有杨辉三角形对称性.结合杨辉三角形的对称性规律和牛顿第二定律推导出了高阶运动微分方程，并讨论了理想约束系统下的高阶运动微分方程. 关键词： 杨辉三角形 牛顿第二定律 高阶运动微分方程 高阶力变率 高阶速度能量 理想约束     

高维约束矩阵回归问题

高维约束矩阵回归是指高维情况下带非凸约束的多响应多预测统计回归问题,其数学模型是一个NP-难的矩阵优化,它在机器学习与人工智能、医学影像疾病诊疗、基因表达分析、脑神经网络、风险管理等领域有广泛应用.从高维约束矩阵回归的优化理论和算法两方面总结和评述这些新成果,同时,列出了相应的重要文献.     

多元统计分析中一类矩阵迹函数最小化问题的有效算法

研究来源于多元统计分析中的一类矩阵迹函数最小化问题minc+tr(AX)+∑mj=1tr(BjXCjXT),s.t.XTX = Ip,其中C为常数,A∈Rpxn(n ≥ p),Bj∈Rnxn,Cj∈Rpxp为给定系数矩阵.数值实验表明已有的Majorization算法虽可行,但收敛速度缓慢且精度不高.本文从黎曼流形的角...     

Cutting and Surrogate Constraint Analysis for Improved Multidimensional Knapsack Solutions

We use surrogate analysis and constraint pairing in multidimensional knapsack problems to fix some variables to zero and to separate the rest into two groups – those that tend to be zero and those that tend to be one, in an optimal integer solution. Using an initial feasible integer solution, we generate logic cuts based on our analysis before solving the problem with branch and bound. Computational testing, including the set of problems in the OR-library and our own set of difficult problems, shows our approach helps to solve difficult problems in a reasonable amount of time and, in most cases, with a fewer number of nodes in the search tree than leading commercial software.     

Mechanical Constraint Effect on DNA Persistence Length

Persistence length is a significant criterion to characterize the semi-flexibility of DNA molecules. The mechanical constraints applied on DNA chains in new single-molecule experiments play a complex role in measuring DNA persistence length; however, there is a difficulty in quantitatively characterizing the mechanical constraint effects due to their complex interactions with electrostatic repulsions and thermal fluctuations. In this work, the classical buckling theory of Euler beam and Manning’s statistical theories of electrostatic force and thermal fluctuation force are combined for an isolated DNA fragment to formulate a quantitative model, which interprets the relationship between DNA persistence length and critical buckling length. Moreover, this relationship is further applied to identify the mechanical constraints in different DNA experiments by fitting the effective length factors of buckled fragments. Then, the mechanical constraint effects on DNA persistence lengths are explored. A good agreement among the results by theoretical models, previous experiments, and present molecular dynamics simulations demonstrates that the new superposition relationship including three constraint-dependent terms can effectively characterize changes in DNA persistence lengths with environmental conditions, and the strong constraint-environment coupling term dominates the significant changes of persistence lengths; via fitting effective length factors, the weakest mechanical constraints on DNAs in bulk experiments and stronger constraints on DNAs in single-molecule experiments are identified, respectively. Moreover, the consideration of DNA buckling provides a new perspective to examine the bendability of short-length DNA.     

二项分布下的一种贝叶斯可靠性验收试验方案

为了合理利用先验信息制定可靠性验收试验方案，以降低验收试验的费用，在进行可靠性定型试验的前提下，提出了一种先验信息加工方法，并根据生产与使用双方实际所关心的风险意义，制定了产品可靠性验收试验的一种贝叶斯方案。算例结果证实，该方案在保证了生产方与使用方利益的前提下，减少了试验量，降低了验收试验费用。说明所提出的先验信息利用方式是有效的。     

Reflections on the Gauss Principle of Least Constraint

The Gauss principle of least constraint is derived from a new point of view. Then, an extended principle of least constraint is derived to cover the case of nonideal constraints. Finally, a version of the principle for general underdetermined systems is adumbrated. Throughout, the notion of generalized inverses of matices plays a prominent role.     

水化磷脂层中蛋白质和多肽的高分辨固体核磁共振波谱学

有序样品的固体核磁共振(NMR)已快速发展成测定蛋白质和多肽在“仿真”水化磷脂层中高分辨结构的重要谱学方法. 由于与膜相连的蛋白质和多肽的结构、动力学和功能往往都和其周边自然环境密切相关,因此人们把蛋白质和多肽有序排列于水化磷脂层中进行固体NMR测量, 从而获得与取向相关的各向异性自旋相互作用. 这些取向约束可作为结构参数重构蛋白质在水化磷脂层中的高分辨三维结构. 近十年来在样品制备,NMR探头和实验方法方面的显著发展,极大地促进了有序样品的固体NMR的发展,并使之成为测定与膜相连的蛋白质和多肽结构的有效方法. 该综述介绍有序样品的固体NMR谱学方法,并总结此领域里的最新研究进展.