对部分线性模型用惩罚最小二乘估计时最优光滑化的注记

部分线性模型也就是响应变量关于一个或者多个协变量是线性的, 但对于其他的协变量是非线性的关系\bd 对于部分线性模型中的参数和非参数部分的估计方法, 惩罚最小二乘估计是重要的估计方法之一\bd 对于这种估计方法, 广义交叉验证法提供了一种确定光滑参数的方法\bd 但是, 在部分线性模型中, 用广义交叉验证法确定光滑参数的最优性还没有被证明\bd 本文证明了利用惩罚最小二乘估计对于部分线性模型估计时, 用广义交叉验证法选择光滑参数的最优性\bd 通过模拟验证了本文中所提出的用广义交叉验证法选择光滑参数具有很好的效果, 同时, 本文在模拟部分比较了广义交叉验证和最小二乘交叉验证的优劣.     

Least Squares Convex-Concave Data Smoothing

We consider n noisy measurements of a smooth (unknown) function, which suggest that the graph of the function consists of one convex and one concave section. Due to the noise the sequence of the second divided differences of the data exhibits more sign changes than those expected in the second derivative of the underlying function. We address the problem of smoothing the data so as to minimize the sum of squares of residuals subject to the condition that the sequence of successive second divided differences of the smoothed values changes sign at most once. It is a nonlinear problem, since the position of the sign change is also an unknown of the optimization process. We state a characterization theorem, which shows that the smoothed values can be derived by at most 2n – 2 quadratic programming calculations to subranges of data. Then, we develop an algorithm that solves the problem in about O(n ²) computer operations by employing several techniques, including B-splines, the use of active sets, quadratic programming and updating methods. A Fortran program has been written and some of its numerical results are presented. Applications of the smoothing technique may be found in scientific, economic and engineering calculations, when a potential shape for the underlying function is an S-curve. Generally, the smoothing calculation may arise from processes that show initially increasing and then decreasing rates of change.     

Truncated Trust Region Methods Based on Preconditioned Iterative Subalgorithms for Large Sparse Systems of Nonlinear Equations

This paper is devoted to globally convergent methods for solving large sparse systems of nonlinear equations with an inexact approximation of the Jacobian matrix. These methods include difference versions of the Newton method and various quasi-Newton methods. We propose a class of trust region methods together with a proof of their global convergence and describe an implementable globally convergent algorithm which can be used as a realization of these methods. Considerable attention is concentrated on the application of conjugate gradient-type iterative methods to the solution of linear subproblems. We prove that both the GMRES and the smoothed COS well-preconditioned methods can be used for the construction of globally convergent trust region methods. The efficiency of our algorithm is demonstrated computationally by using a large collection of sparse test problems.     

A stochastic optimal control approach to a class of production and inventory problems

A comprehensible and unified system control approach is presented to solve a class of production/inventory smoothing problems. A nonstationary, non-Gaussian, finite-time linear optimal solution with an attractive computation scheme is obtained for a general quadratic and linear cost structure. A complete solution to a classical production/inventory control problem is given as an example. A general solution to the discrete-time optimal regulator with arbitrary but known disturbance is provided and discussed in detail. A computationally attractive closed-loop suboptimal scheme is presented for problems with constraints or nonquadratic costs. Implementation and interpretation of the results are discussed.     

基于LS-SO算法的情感文本分类方法

首先, 基于点互信息与信息检索(PMI IR)算法, 提出一种Laplace平滑情感判定(LS-SO)算法, 对情感词典与表情符号情感词典进行自动扩充, 得到了具有一定规模、 高质量的情感词典, 包括基础情感词典、 目标情感词典、 网络用语情感词典、 表情符号情感词典、 否定词词典、 疑问词词典、 程度副词词典和连词词典. 其次, 通过细化文本语义分析规则计算文本情感值. 实验结果验证了该方法的有效性.     

二维振荡叶栅非定常粘性流动数值模拟

采用显式四步Runge-Kutta格式，结合Baldwon-Lomax紊流模型求解Navier-Stokes方程，借助运动网格技术，完成了对二维振荡叶栅非定常粘性流动的数值模拟。为了加速求解过程，引入了变系数隐式残差光顺方法，取得了较好效果。数值结果与已公布的数据有很好的一致性。     

弱形式方程中分片函数奇异性的光滑化分析

研究弱形式方程中的分片光滑函数因求导数出现的奇异性问题，意在为得到离散格式时正确处理这一问题提供依据。在不改变拟合性质的情况下，将分片函数光滑化，则分步积分公式仍然有效。通过光滑后的函数讨论其积分的性质，总结出了几条计算规则。文中的典型例子说明这些计算规则是合理而有效的。     

A unifying theory of exactness of linear penalty functions II: parametric penalty functions

In this article, we develop a general theory of exact parametric penalty functions for constrained optimization problems. The main advantage of the method of parametric penalty functions is the fact that a parametric penalty function can be both smooth and exact unlike the standard (i.e. non-parametric) exact penalty functions that are always nonsmooth. We obtain several necessary and/or sufficient conditions for the exactness of parametric penalty functions, and for the zero duality gap property to hold true for these functions. We also prove some convergence results for the method of parametric penalty functions, and derive necessary and sufficient conditions for a parametric penalty function to not have any stationary points outside the set of feasible points of the constrained optimization problem under consideration. In the second part of the paper, we apply the general theory of exact parametric penalty functions to a class of parametric penalty functions introduced by Huyer and Neumaier, and to smoothing approximations of nonsmooth exact penalty functions. The general approach adopted in this article allowed us to unify and significantly sharpen many existing results on parametric penalty functions.     

Resolvent estimates and smoothing for homogeneous partial differential operators on graded Lie groups

By using commutator methods, we show uniform resolvent estimates and obtain globally smooth operators for self-adjoint injective homogeneous operators H on graded groups, including Rockland operators, sublaplacians, and many others. Left or right invariance is not required. Typically the globally smooth operator has the form T = V|H|^1∕2, where V only depends on the homogeneous structure of the group through Sobolev spaces, the homogeneous dimension and the minimal and maximal dilation weights. For stratified groups improvements are obtained, by using a Hardy-type inequality. Some of the results involve refined estimates in terms of real interpolation spaces and are valid in an abstract setting. Even for the commutative group ?^N some new classes of partial differential operators are treated.     

Nonmonotone Inexact Newton Method for the Extended Linear Complementarity Problem

This paper presents a nonmonotone inexact Newton-type method for the extended linear complementarity problem (ELCP). We first reformulate the optimization system of the ELCP problem into a system of smoothed equations. Then we solve this system by a nonmonotone inexact Newton-type algorithm. The global convergence is obtained and numerical tests for some classes of ELCP include linear complementarity, horizontal linear complementarity, and generalized linear complementarity problems are also given to show the e?ciency of the proposed algorithm.