Approximate first-order and second-order directional derivatives of a marginal function in convex optimization

Given a convex functionf: ^p × ^q (–, +], the marginal function is defined on ^p by (x)=inf{f(x, y)|y ^q }. Our purpose in this paper is to express the approximate first-order and second-order directional derivatives of atx ₀ in terms of those off at (x ₀,y ₀), wherey ₀ is any element for which (x ₀)=f(x ₀,y ₀).The author is indebted to one referee for pointing out an inaccuracy in an earlier version of Theorem 4.1.     

Single machine group scheduling with ordered criteria

The single machine group scheduling problem is considered. Jobs are classified into several groups on the basis of group technology, i.e. jobs of the same group have to be processed jointly. A machine set-up time independent of the group sequence is needed between each two consecutive groups. A schedule specifies the sequence of groups and the sequence of jobs in each group. The quality of a schedule is measured by the criteriaF ₁, ...,F _m ordered by their relative importance. The objective is to minimize the least important criterionF _m subject to the schedule being optimal with respect to the more important criterionF _m–1 which is minimized on the set of schedules minimizing criterionF _m–2 and so on. The most important criterion isF ₁, which is minimized on the set of all feasible schedules. An approach to solve this multicriterion problem in polynomial time is presented if functionsF ₁, ...,F _m have special properties. The total weighted completion time and the total weighted exponential time are the examples of functionsF ₁, ...,F _m–1 and the maximum cost is an example of functionF _m for which our approach can be applied.The research of the authors was partially supported by a KBN Grant No. 3 P 406 003 05, the Fundamental Research Fund of Belarus, Project N 60-242, and the Deutsche Forschungsgemeinschaft, Project Schema, respectively. The paper was completed while the first author was visiting the University of Melbourne.     

Minimum cost multiflows in undirected networks

LetN = (G, T, c, a) be a network, whereG is an undirected graph,T is a distinguished subset of its vertices (calledterminals), and each edgee ofG has nonnegative integer-valuedcapacity c(e) andcost a(e). Theminimum cost maximum multi(commodity)flow problem (*) studied in this paper is to find ac-admissible multiflowf inG such that: (i)f is allowed to contain partial flows connecting any pairs of terminals, (ii) the total value off is as large as possible, and (iii) the total cost off is as small as possible, subject to (ii). This generalizes, on one hand, the undirected version of the classical minimum cost maximum flow problem (when |T| = 2), and, on the other hand, the problem of finding a maximum fractional packing ofT-paths (whena 0). Lovász and Cherkassky independently proved that the latter has a half-integral optimal solution.A pseudo-polynomial algorithm for solving (*) has been developed earlier and, as its consequence, the theorem on the existence of a half-integral optimal solution for (*) was obtained. In the present paper we give a direct, shorter, proof of this theorem. Then we prove the existence of a half-integral optimal solution for the dual problem. Finally, we show that half-integral optimal primal and dual solutions can be designed by a combinatorial strongly polynomial algorithm, provided that some optimal dual solution is known (the latter can be found, in strongly polynomial time, by use of a version of the ellipsoid method).This work was partially supported by Chaire municipale, Mairie de Grenoble, France.     

Determination/estimation of an optimal replacement interval under minimal repair

In this paper the problem of estimation of an optimal replacement interval for a system which is minimally repaired at failures is studied. The problem is investigated both under a parametric and a nonparametric form of the failure intensity of the system. It is assumed that observational data from n systems are available. Some asymptotic results are shown. A graphical procedure for determining/estimating an optimal replacement interval is presented. The procedure is particularly valuable for sensitivity analyses, for example with respect to the costs involved.     

Evaluating impacts of fish stock enhancement and biodiversity conservation actions on the livelihoods of small‐scale fishers on the Beijiang River,China

Inappropriate development and overexploitation have seriously degraded aquatic resources in China. Stakeholders identified three fish stock enhancement and biodiversity conservation scenarios for the Beijiang River: S1, increased fish restocking; S2, no fishing season and habitat conservation; and S3, strict pollution control. Potential impacts of these actions on the livelihoods of fishers were evaluated using applied economic modeling. Baseline costs and benefits came from logbooks from 30 fishers and a survey of 90 households in three villages. The financial net benefit for a household was US$1583 (￥11,160) annually, representing a 142% and 387% return on capital and operating costs, respectively. Larger catches associated with S1 and S2 generated a net benefit of US$1651 and US$1822, respectively. Strict pollution control resulting in higher catches (+20%) and lower operating costs (?20%) would increase the net benefit by 15.9% to US$1835 annually. Pollution control would benefit other resource users and is a prerequisite for ecological restoration. Recommendations for Resource Managers

• Stringent pollution control measures are essential to conserve aquatic biodiversity and enhance the livelihoods of fishers but will require considerable public and private sector investment.
• Enhanced fish stocks in the Beijiang River could benefit poor livelihoods but may not be sufficient to lift households out of poverty, aged fishers require government assistance to diversify their livelihoods, access alternative urban employment, and survive with dignity.
• Adopting the economic modeling approach presented here could enable responsible authorities to simultaneously evaluate fish stock enhancement and biodiversity conservation options.
• Broader application of the approach presented here could help ensure small‐scale inland fisheries are managed sustainably and aquatic ecosystems are restored and protected by 2020, in line with Target 6 of the United Nations’ Convention on Biological Diversity Strategic Plan for Biodiversity.

     

考虑溯源系统应用的优质农产品双渠道供应链决策研究

优质农产品溯源系统的引入,既能提升有效供给、缩短流通时间,又能降低流通中的数量损耗和价值损失,由此带来了双渠道供应链系统在投资、销售、定价等方面的系列决策问题。考虑制造商开辟电子渠道、从溯源系统降低流通损耗和提高质量出发,分别构建制造商主导型的双渠道供应链决策模型。通过对比分析应用前后各成员在投资、定价及销售方面的最优策略,得到相关的核心边界值。数值仿真结果表明:核心边界值主要与双重损耗的改善程度及其他参数相关,各成员及系统接受溯源系统的应用成本不同,应用成本对各渠道销量的影响程度亦不相同,但各成员调整定价的应用成本边界值是一致的。     

Bilevel convex programming models

Bilevel convex models are studied after being cast into a parametric programming form. This form has a lexicographic inner-outer structure where the optimal value of the outer model is optimized on the set of optimal solutions of the inner model. Optimal solutions are characterized using a Lagrangian saddle-point approach and a marginal value formula is given for the outer model. These are used to formulate a general method for finding an optimal solution by input optimization.     

绿色建筑项目管理综合均衡优化研究

绿色建筑凭借其诸多优点,已然成为我国未来建筑发展的新方向,而对绿色建筑的工期、成本和功能进行全面系统研究并进行综合均衡优化,对于促进绿色建筑的发展具有深远影响.在描述各工程活动的成本和持续时间之间、功能和持续时间之间的非线性关系基础上,运用多属性效用函数理论构建了绿色建筑项目的功能一工期一成本综合均衡优化模型,并用遗传算法进行求解,可以得到最佳均衡解.最后通过一个实例验证了优化模型具有良好的科学性和实用性.     

Applicability of medium-size basis sets in calculations of molecular dynamic polarisabilities

Static and dynamic average polarisabilities and polarisability anisotropies of seven linear non-polar and polar molecules are calculated within the CCS, CC2, and CC3 approximations using a range of medium-sized basis sets: the polarised LPol-n (n = ds, dl, fs, fl), the aug-pc-n (n = 1, 2), the def2-SVPD, and -TZVPD basis sets. Reference values are obtained using a hierarchy of Dunning's (d-)aug-cc-pVXZ (X = D, T, Q, 5) basis sets. The results are discussed together with the available CCSD values in terms of basis set and correlation method errors, and their ratio. Detailed analysis shows that already the def2-SVPD basis set can be used in CCS polarisability calculations. When affordable, the slightly larger aug-pc-1 basis set is recommended, as it leads to significant reduction of basis set error. The def2-TZVPD, LPol-ds, and aug-pc-2 basis sets are optimal choice within the CC2 approximation, with the latter allowing to approach the CC2 basis set limit. The LPol-ds, -dl, and def2-TZVPD sets outperform the aug-cc-pVTZ set in average polarisability CCSD calculations, with the def2-TZVPD being competitive to other reduced-size sets also in determination of polarisability anisotropy. The aug-pc-2 basis is a particularly attractive choice for CCSD, giving the accuracy of aug-cc-pVQZ at a significantly reduced computational cost. The polarisability anisotropy is shown to be more computationally demanding than the average polarisability, in particular with respect to the accuracy of the correlation method and an accurate evaluation of this property requires at least the CCSD model.