基于支配强度的NSGA Ⅱ改进算法在研究生招生面试分组中的应用

针对研究生招生面试分组这一NP难问题,提出了一种以分组遗传算法(GGA)和基于支配强度的改进NSGA Ⅱ算法为基础的混合多目标分组遗传算法。通过基于矩阵编码的多交叉/多变异算子、次精英化的初始化种群策略以及改进的帕累托支配关系,解决了经典NSGA Ⅱ算法在该问题中的收敛速度慢、易陷入局部最优的问题。仿真实验结果表明,该方法只需进行较少代数(不超过100代)的进化,即可获得最优解集,满足了快速分组的用户偏好。     

催化动力学分析法测定痕量银——多目标罚函数单纯形法的应用

应用多目标罚函数单纯形法对银催化亚铁氰化钾与硫脲配位体置换反应测定银的实验条件优化,并对其反应机理进行了较深入的研究。本法用于冶金分析的银标样中银的分析,得到满意结果。     

随机湍流工况低雷诺数风力机翼型优化研究

为改善小型风力机随机湍流工况适应性,以NACA0012翼型为研究对象,采用非嵌入式概率配置点法,获得随机湍流工况下小型风力机叶片翼型运行攻角分布规律;在气动优化中耦合层流分离预测,基于Transition SST模型、拉丁超立方试验设计、Kriging模型和带精英策略非支配排序遗传算法NSGA-II进行高湍流低雷诺数风力机翼型气动优化。结果表明,优化翼型叶片平均风能捕获效率分别提高3.01%和4.76%,标准差分别降低4.76%和14.93%,优化翼型湍流适应性增强。该方法将翼型设计与湍流风况相匹配,为湍流工况低雷诺数翼型及小型风力机设计提供参考。     

混合型多属性决策的一种新方法

研究了指标权重未知,指标值为实数、区间数、三角模糊数三种数据类型同时存在的混合型多属性决策问题,提出了从属度方法,把多目标问题转化为单目标问题,根据从属度大小对各方案进行排序.实例说明了该方法的有效性,可行性,从而为解决混合型多属性决策问题提供了一种新的有效途径.     

多目标优化问题中心法的解的性质

本文研究中心法求解多目标优化问题的解的最优性,在剖析K-T条件的基础上,证明了中心法得到的解至少是多目标优化问题的K-T点,为进一步研究解的Pareto最优性奠定基础。     

Genetic algorithms for portfolio selection problems with minimum transaction lots

Conventionally, portfolio selection problems are solved with quadratic or linear programming models. However, the solutions obtained by these methods are in real numbers and difficult to implement because each asset usually has its minimum transaction lot. Methods considering minimum transaction lots were developed based on some linear portfolio optimization models. However, no study has ever investigated the minimum transaction lot problem in portfolio optimization based on Markowitz’ model, which is probably the most well-known and widely used. Based on Markowitz’ model, this study presents three possible models for portfolio selection problems with minimum transaction lots, and devises corresponding genetic algorithms to obtain the solutions. The results of the empirical study show that the portfolios obtained using the proposed algorithms are very close to the efficient frontier, indicating that the proposed method can obtain near optimal and also practically feasible solutions to the portfolio selection problem in an acceptable short time. One model that is based on a fuzzy multi-objective decision-making approach is highly recommended because of its adaptability and simplicity.     

动态自融资与消费策略的多目标控制模型

在不考虑交易费用的前提下,本文研究了投资者最优动态自融资与消费策略,建立了两种多目标控制模型,分别考虑了使投资者的累积消费效用与／或拥有的财富的效用较大风险较小两个目标。对传统的侧重于单纯追求消费或财富效用达到极大的方法进行了改进,给出了相关分析结果。