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121.
Yong Ge Tian 《数学学报(英文版)》2009,25(11):1907-1920
This paper studies relationships between the best linear unbiased estimators (BLUEs) of an estimable parametric functions Kβunder the Gauss-Markov model {y, Xβ, σ^2]E} and its misspecified model {y, X0β,σ^2∑0}. In addition, relationships between BLUEs under a restricted Gauss Markov model and its misspecified model are also investigated. 相似文献
122.
123.
Géraldine Bouveret 《Applied Mathematical Finance》2013,20(3):222-256
ABSTRACTWe consider, within a Markovian complete financial market, the problem of finding the least expensive portfolio process meeting, at each payment date, three different types of risk criterion. Two of them encompass an expected utility-based measure and a quantile hedging constraint imposed at inception on all the future payment dates, while the other one is a quantile hedging constraint set at each payment date over the next one. The quantile risk measures are defined with respect to a stochastic benchmark and the expected utility-based constraint is applied to random payment dates. We explicit the Legendre-Fenchel transform of the pricing function. We also provide, for each quantile hedging problem, a backward dual algorithm allowing to compute their associated value function by backward recursion. The algorithms are illustrated with a numerical example. 相似文献
124.
125.
遗传算法求解约束非线性规划及Matlab实现 总被引:4,自引:0,他引:4
对于约束非线性规划问题,传统的方法:可行方向法、惩罚函数法计算烦琐且精度不高.用新兴的遗传算法来解决约束非线性规划,核心是惩罚函数的构造.以前的惩罚函数遗传算法有的精度较低,有的过于复杂.本文在两个定义的基础上构造了新的惩罚函数,并在新的惩罚函数的基础上,提出了一种解决约束非线性最优化问题的方法.通过两个例子应用Matlab说明了这个算法的可行性. 相似文献
126.
We consider a class of quadratic programs with linear complementarity constraints (QPLCC) which belong to mathematical programs
with equilibrium constraints (MPEC). We investigate various stationary conditions and present new and strong necessary and
sufficient conditions for global and local optimality. Furthermore, we propose a Newton-like method to find an M-stationary
point in finite steps without MEPC linear independence constraint qualification.
The research of this author is partially supported by NSERC, and Research Grand Council of Hong Kong. 相似文献
127.
We consider the problem of minimizing the weighted sum of a smooth function f and a convex function P of n real variables subject to m linear equality constraints. We propose a block-coordinate gradient descent method for solving this problem, with the coordinate
block chosen by a Gauss-Southwell-q rule based on sufficient predicted descent. We establish global convergence to first-order stationarity for this method and,
under a local error bound assumption, linear rate of convergence. If f is convex with Lipschitz continuous gradient, then the method terminates in O(n
2/ε) iterations with an ε-optimal solution. If P is separable, then the Gauss-Southwell-q rule is implementable in O(n) operations when m=1 and in O(n
2) operations when m>1. In the special case of support vector machines training, for which f is convex quadratic, P is separable, and m=1, this complexity bound is comparable to the best known bound for decomposition methods. If f is convex, then, by gradually reducing the weight on P to zero, the method can be adapted to solve the bilevel problem of minimizing P over the set of minima of f+δ
X
, where X denotes the closure of the feasible set. This has application in the least 1-norm solution of maximum-likelihood estimation.
This research was supported by the National Science Foundation, Grant No. DMS-0511283. 相似文献
128.
A linear elliptic control problem with pointwise state constraints is considered. These constraints are given in the domain.
In contrast to this, the control acts only at the boundary. We propose a general concept using virtual control in this paper.
The virtual control is introduced in objective, state equation, and constraints. Moreover, additional control constraints
for the virtual control are investigated. An error estimate for the regularization error is derived as main result of the
paper. The theory is illustrated by numerical tests. 相似文献
129.
A nonlinear optimal impulsive control problem with trajectories of bounded variation subject to intermediate state constraints at a finite number on nonfixed instants of time is considered. Features of this problem are discussed from the viewpoint of the extension of the classical optimal control problem with the corresponding state constraints. A necessary optimality condition is formulated in the form of a smooth maximum principle; thorough comments are given, a short proof is presented, and examples are discussed. 相似文献
130.
Annegret K. Wagler 《4OR: A Quarterly Journal of Operations Research》2005,3(4):329-336
Shepherd95 proved that the stable set polytopes of near-bipartite graphs are given by constraints associated with the complete
join of antiwebs only. For antiwebs, the facet set reduces to rank constraints associated with single antiwebs by Wagler2004.
We extend this result to a larger graph class, the complements of fuzzy circular interval graphs, recently introduced in ChudnovskySeymour2004.
Received: November 2004 / Revised version: June 2005 相似文献