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101.
102.
A combined programming and iteration algorithm for finite element analysis of three-dimensional contact problems 总被引:3,自引:0,他引:3
Comparing with two-dimensional contact problems, three-dimensional frictional contact problems are more difficult to deal
with, because of the unknown slip direction of the tangential force and enormous computing time. In order to overcome these
difficulties, a combined PQP (Parametric Quadratic Programming) and iteration method is derived in this paper. The iteration
algorithm, which alleviates the difficulty of unknown slip direction, is used along with the PQP method to cut down computing
costs. Numerical example is given to demonstrate the validity of the present algorithm.
The project supported by the Machinary and Electronics Ministry of China 相似文献
103.
Dashan Huang Yoshitaka Kai Frank J. Fabozzi Masao Fukushima 《European Journal of Operational Research》2007
This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model. 相似文献
104.
Let P(z) be a polynomial of degree n with complex coefficients and consider the n–th order linear differential operator P(D). We show that the equation P(D)f = 0 has the Hyers–Ulam stability, if and only if the equation P(z) = 0 has no pure imaginary solution. (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
105.
Adam B. Levy 《Mathematical Programming》2007,110(3):615-639
Numerical methods for solving constrained optimization problems need to incorporate the constraints in a manner that satisfies
essentially competing interests; the incorporation needs to be simple enough that the solution method is tractable, yet complex
enough to ensure the validity of the ultimate solution. We introduce a framework for constraint incorporation that identifies
a minimal acceptable level of complexity and defines two basic types of constraint incorporation which (with combinations)
cover nearly all popular numerical methods for constrained optimization, including trust region methods, penalty methods,
barrier methods, penalty-multiplier methods, and sequential quadratic programming methods. The broad application of our framework
relies on addition and chain rules for constraint incorporation which we develop here. 相似文献
106.
余振汉 《东华大学学报(自然科学版)》1991,(2)
本文提出混合类型数组的概念,将DBASEⅢ管理系统数据库转换成二维数组变量,解决了在DBASEⅢ中没有数组变量的缺陷。为通用管理程序的设计、不同类型数据的处理以及提高运行速度等,都带来很多方便。 相似文献
107.
108.
109.
对数学规划模型的结构作了深入分析。从纵向揭示了数学规划模型自然、清晰的层次结构;横向又把复合模型分解成若干基本模型,而基本模型又可由决策用户十分熟悉的二维形式加以描述。在此基础上,给出了建模语言(FQL)的语法和语义。它除了具有建模能力外,消除了代数形式的索引;更重要的是具有数据库查询和模型操作能力。 相似文献
110.
唐亦功 《陕西师范大学学报(自然科学版)》1991,(2)
对我国大量的地震史料进行统计分析,发现朔时与望时震次间的关系满足线性回归方程,即y=2.1x+7.39,前者是后者的2.1倍,讨论了地球在朔、望时所受引潮力的差别对地震活动的影响。 相似文献