信用风险优化模型及其智能计算

采用模糊规划的方法,对模糊不确定环境下的信用风险度量和投资优化问题进行了模型的构建与仿真研究。基于具有自对偶性的可信性测度,提出了模糊条件在险价值作为信用风险度量,并构建了带有投资和收益等约束条件限制的信用风险最小化模型。其中,所考虑市场信用资产预期收益的可能性分布,用指数型模糊变量来刻画。最后,对该信用资产优化模型设计了智能算法,并进行了仿真分析。仿真结果表明,优化后的信用风险明显优于原始的信用风险。     

“解方程器”软件包(EQNS-SOLVER)

作者提出了对于任意多项式方程组的一种带有普遍性的求解方法。多项式方程组可能没有解,或者有无穷多个解,或者有有限个解,解是实数也可以是复数。在有限个解的情况下,所创建的方法能够求出所有的解。作者完成了一个软料包,称为《解方程器》,曾在微型计算机上用FORTRAN语言完成计算过程。本文是《解方程器》软料包的说明,内容包括基本原理、方法、程序结构、应用举例以及使用的步骤。     

HP3562A动态信号分析仪的计算机控制

本文在分别简要介绍ＨＰ－ＩＢ接口、ＨＰ３５６２Ａ和ＨＰ９０００／３２０及其控制之后，较详细地讨论了ＨＰ－ＩＢ接口总线控制ＨＰ３５６２Ａ和进行数据传输的四种有效方法，并给出了程序实例。本文所述的方法同样适用于对其它ＨＰ－ＩＢ（ＧＰ＿ＩＢ）仪器的控制。     

遗传程序设计中分布式染色体的一个应用

对一类遗传程序设计问题，提出了简单等长的分布式染色体，取代复杂变长的树结构染色体，使演化算子操作更方便，个体复杂度得到有效控制．用该染色体形式解决割草问题，分析了分布式染色体带来的一些性质，并给出了很好的计算结果．     

期货交易量和现货交易量在发电公司计划中的经济分配

首先运用投资组合理论和线性规划的方法，建立了发电公司在完成计划交易电量下的利润模型，应用函数求导的单调性判别法，分析讨论期货电量和现货电量之间的不同比例对发电公司利润的影响，并对成本价格进行了相关的探讨。     

奥运会临时超市网点设计模型

给出了2008年北京奥运会临时超市网点的设计模型。根据题目提供的三次问卷调查表,给出了问题一观众的出行、用餐和购物的规律。利用问题一的结论,以最短路径作为观众出行路径原则,得出了问题二的人流量分布。对于问题三,以分布基本均衡作为目标函数,以满足购物需求作为约束条件,给出了临时超市网点设计模型。     

微型计算机中西文表格自动处理软件的算法设计

本文讨论了在微机中西文表格自动处理技术中一些特殊功能的算法设计,分析了设计思想,提供了部份实用算法,并对某些算法的时间复杂度进行了评述。这些算法均已在本校研制的“IBM-PC/XT微型机中西文数据库管理系统”的表格自动处理软件中实现,并已应用于百多家企、事业单位的计算机管理系统中。     

Evaluating dredging and offshore loading locations for U.S. coal exports using the local logistics system

The formulation and use of a mixed integer mathematical programming location-allocation model, the Coal Logistics System (COLS), is presented in this study. COLS is used to evaluate the potential for reducing water-borne coal transportation costs, and concomitantly the costs of delivering coal to European markets. This cost reduction is accomplished through the use of supercolliers which would require the dredging of channels at selected ports or the use of offshore loading sites at East and Gulf Coast ports or both. The model developed and the analysis presented in this paper are intended to aid in the determination of the location and extent of these activities, and to indicate the size of the potential reduction in the costs of U.S. export coal. In order to be able to accommodate these deeper draft vessels at East and Gulf Coast ports, expensive improvements would need to be undertaken which may include the deepening of harbor channels to the depths required for 120 000 dead weight ton (dwt) or larger supercolliers. Since dredging requires large initial investments and has significant long-term maintenance costs, excess capacity could represent an inefficient use of both U.S. revenues and the ports' own funds. The use of offshore loading moorings to permit the topping off of supercolliers by self-unloading colliers at the deepwater sections of harbor channels has been proposed as a way of reducing trans-ocean transportation costs and avoiding the large investments and time delays associated with dredging activities. The Coal Logistics System was modified and extended to enable the evaluation of these two port improvement options to be undertaken in a consistent and realistic manner.     

棉纺厂管理信息系统的研制

本文根据开发CTU-JMS管理信息系统已取得的成功经验,介绍CTU—JMS管理信息系统的运行环境;总体规划中运用的两种设计策略——“由顶向下”分析法和“由下至上”分析法;MIS中建立大型基础数据库采用的主要技术;MIS决策管理层的形成以及生产经营决策子系统的技术特点。为推进我国的纺织企业管理信息系统的开发和实现现代化管理作了探索。     

Minimum energy configurations on a toric lattice as a quadratic assignment problem

We consider three known bounds for the quadratic assignment problem (QAP): an eigenvalue, a convex quadratic programming (CQP), and a semidefinite programming (SDP) bound. Since the last two bounds were not compared directly before, we prove that the SDP bound is stronger than the CQP bound. We then apply these to improve known bounds on a discrete energy minimization problem, reformulated as a QAP, which aims to minimize the potential energy between repulsive particles on a toric grid. Thus we are able to prove optimality for several configurations of particles and grid sizes, complementing earlier results by Bouman et al. (2013). The semidefinite programs in question are too large to solve without pre-processing, and we use a symmetry reduction method by Permenter and Parrilo (2020) to make computation of the SDP bounds possible.