Correlative Sparsity in Primal-Dual Interior-Point Methods for LP,SDP, and SOCP

Exploiting sparsity has been a key issue in solving large-scale optimization problems. The most time-consuming part of primal-dual interior-point methods for linear programs, second-order cone programs, and semidefinite programs is solving the Schur complement equation at each iteration, usually by the Cholesky factorization. The computational efficiency is greatly affected by the sparsity of the coefficient matrix of the equation which is determined by the sparsity of an optimization problem (linear program, semidefinite program or second-order cone program). We show if an optimization problem is correlatively sparse, then the coefficient matrix of the Schur complement equation inherits the sparsity, and a sparse Cholesky factorization applied to the matrix results in no fill-in. S. Kim’s research was supported by Kosef R01-2005-000-10271-0 and KRF-2006-312-C00062.     

Portfolio Selection Problem with Minimax Type Risk Function

The investor's preference in risk estimation of portfolio selection problems is important as it influences investment strategies. In this paper a minimax risk criterion is considered. Specifically, the investor aims to restrict the standard deviation for each of the available stocks. The corresponding portfolio optimization problem is formulated as a linear program. Hence it can be implemented easily. A capital asset pricing model between the market portfolio and each individual return for this model is established using nonsmooth optimization methods. Some numerical examples are given to illustrate our approach for the risk estimation.     

并联电感线圈的电流分配

用复频域分析法精确计算了并联电感线圈的暂态过程解，讨论了并联电感线圈的电流比等于其电阻反比的条件。     

卷积码纠错法在校园多媒体广播系统中的应用

论述了校园多媒体广播系统中数据通信的又一差错纠错方法--卷积码，其编码器和大数逻辑译码器较简单，纠错性能更好。     

A general model for cyclic machine scheduling problems

A general framework for modeling and solving cyclic scheduling problems is presented. The objective is to minimize the cycle time. The model covers different cyclic versions of the job-shop problem found in the literature, robotic cell problems, the single hoist scheduling problem and tool transportation between the machines.It is shown that all these problems can be formulated as mixed integer linear programs which have a common structure. Small instances are solved with CPLEX. For larger instances tabu search procedures have been developed. The main ideas of these methods are indicated.     

Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function

There are infinitely many ways of representing a d.c. function as a difference of convex functions. In this paper we analyze how the computational efficiency of a d.c.optimization algorithm depends on the representation we choose for the objective function, and we address the problem of characterizing and obtaining a computationally optimal representation. We introduce some theoretical concepts which are necessary for this analysis and report some numerical experiments.      

水泥产品结构的综合智能优化及应用研究

根据水泥市场需求信息,运用自适应模糊推理系统对水泥产品结构需求进行系统建模,应用并行遗传算法对模型求解,得到了来年的最优水泥产品结构需求计划,为水泥企业的生产规划及其经济效益的提高提供了重要的参考价值.     

Maximizing the minimum completion time on parallel machines

We propose an exact branch-and-bound algorithm for the problem of maximizing the minimum machine completion time on identical parallel machines. The proposed algorithm is based on tight lower and upper bounds as well as an effective symmetry-breaking branching strategy. Computational results performed on a large set of randomly generated instances attest to the efficacy of the proposed algorithm.      

Software package for 3D viscous gas flow simulation on multiprocessor computer systems

A parallel software package designed for the numerical simulation of three-dimensional viscous gas flows is presented. The numerical algorithm is based on kinetically consistent difference schemes used on locally refined grids. The software package has been tested in various super-and subsonic flow problems. It provides an opportunity for the direct simulation of turbulent flows. The efficiency of parallelization is analyzed depending on the problem size and the number of processors.     

Existence of multiple fixed points for nonlinear operators and applications

In this paper, by the fixed point index theory, the number of fixed points for sublinear and asymptotically linear operators via two coupled parallel sub-super solutions is studied. Under suitable conditions, the existence of at least nine or seven distinct fixed points for sublinear and asymptotically linear operators is proved. Finally, the theoretical results are applied to a nonlinear system of Hammerstein integral equations.