求解多主多从线性斯坦伯格问题的新方法

在本文中,我们研究斯坦伯格问题,发展了罚函数法。     

On the convexity of the multiplicative potential and penalty functions and related topics

It is well known that a function f of the real variable x is convex if and only if (x,y)→yf(y ^-1 x),y>0 is convex. This is used to derive a recursive proof of the convexity of the multiplicative potential function. In this paper, we obtain a conjugacy formula which gives rise, as a corollary, to a new rule for generating new convex functions from old ones. In particular, it allows to extend the aforementioned property to functions of the form (x,y)→g(y)f(g(y)^-1 x) and provides a new tool for the study of the multiplicative potential and penalty functions. Received: June 3, 1999 / Accepted: September 29, 2000?Published online January 17, 2001     

Exact Penalty Functions for Convex Bilevel Programming Problems

In this paper, we propose a new constraint qualification for convex bilevel programming problems. Under this constraint qualification, a locally and globally exact penalty function of order 1 for a single-level reformulation of convex bilevel programming problems is given without requiring the linear independence condition and the strict complementarity condition to hold in the lower-level problem. Based on these results, locally and globally exact penalty functions for two other single-level reformulations of convex bilevel programming problems can be obtained. Furthermore, sufficient conditions for partial calmness to hold in some single-level reformulations of convex bilevel programming problems can be given.     

单调和Fuzzy单调变分不等式的补偿方法

在实自反Banach空间,用补偿方法研究单调和Fuzzy单调广义非线性变分不等式,得到了几个解的存在性定理.改进和推广了Browder,Pascali-Sburlan,Zhang等人的各种结果.     

Penalty Virtual Element Method for the 3D Incompressible Flow on Polyhedron Mesh

In this paper, a penalty virtual element method (VEM) on polyhedral mesh for solving the 3D incompressible flow is proposed and analyzed. The remarkable feature of VEM is that it does not require an explicit computation of the trial and test space, thereby bypassing the obstacle of standard finite element discretizations on arbitrary mesh. The velocity and pressure are approximated by the practical significative lowest equal-order virtual element space pair (Xh,Qh) which does not satisfy the discrete inf-sup condition. Combined with the penalty method, the error estimation is proved rigorously. Numerical results on the 3D polygonal mesh illustrate the theoretical results and effectiveness of the proposed method.     

带息力和两步保费率的Erlang(2)风险模型

在常利率环境下,研究当索赔时间间隔为Erlang(2)分布且保费收取为两步保费的风险模型,推导出该模型Gerber-Shiu罚金折现期望函数所满足的微积分方程.     

Stochastic penalty function methods for nonsmooth constrained minimization

This paper presents a stochastic algorithm with proper stopping rules for nonsmooth inequality-constrained minimization problems. The algorithm is based on an augmented Lagrangian dual problem transformed from a primal one, and it consists of two loops: an outer loop, which is the iteration for the approximate Lagrange multipliers, and an inner loop, which is a nonsmooth unconstrained minimization subroutine. Under mild assumptions, the algorithm is proved to be almost surely convergent.This work was partially supported by the Science Foundation of Ningbo University. The author is grateful to Professor D. Q. Mayne for his help with this work and to two referees for their helpful comments.     

Order statistics applications to queueing and scheduling problems

We prove several basic combinatorial identities and use them in two applications: the queue inference engine (QIE) and earliest due date rule (EDD) scheduling. Larson (1990) introduced the QIE. His objective was to deduce the behavior of a multiserver queueing system without observing the queue. With only a Poisson arrival assumption, he analyzed the performance during a busy period. Such a period starts once all servers are busy with the queue empty, and it ends as soon as a server becomes idle. We generalize the standard order statistics result for Poisson processes, and show how to sample a busy period in the M/M/c system. We derive simple expressions for the variance of the total waiting time in the M/M/c and M/D/1 queues given that n Poisson arrivals and departures occur during a busy period. We also perform a probabilistic analysis of the EDD for a one-machine scheduling problem with earliness and tardiness penalties. The schedule is without preemption and with no inserted idle time. The jobs are independent and each may have a different due date. For large n, we show that the variance of the total penalty costs of the EDD is linear in n. The mean of the total penalty costs of the EDD is known to be proportional to the square root of n (see Harel (1993)). This revised version was published online in June 2006 with corrections to the Cover Date.     

On the direct determination of constrained pure state one-electron density matrices: Part I. A new theoretical model for closed-shell systems

A new method based on the penalty-function way of satisfying equality constraints is proposed for the determination of constrained pure state one-electron density matrices for closed-shell many-electron systems. The algorithm suggested can handle many constraints simultaneously. Certain interesting features of the proposed algorithm are discussed with numerical examples.     

EXPECTED DISCOUNTED PENALTY FUNCTION AT RUIN FOR RISK PROCESS PERTURBED BY DIFFUSION UNDER INTEREST FORCE

In this article, the risk process perturbed by diffusion under interest force is considered, the continuity and twice continuous differentiability for Фδ（u,w） are discussed,the Feller expression and the integro-differential equation satisfied by Фδ （u ,w） are derived. Finally, the decomposition of Фδ（u,w） is discussed, and some properties of each decomposed part of Фδ（u,w） are obtained. The results can be reduced to some ones in Gerber and Landry＇s,Tsai and Willmot＇s, and Wang＇s works by letting parameter δ and （or） a be zero.