Stochastic techniques for global optimization: A survey of recent advances

In this paper stochastic algorithms for global optimization are reviewed. After a brief introduction on random-search techniques, a more detailed analysis is carried out on the application of simulated annealing to continuous global optimization. The aim of such an analysis is mainly that of presenting recent papers on the subject, which have received only scarce attention in the most recent published surveys. Finally a very brief presentation of clustering techniques is given.     

不完全信息群体决策专家权重的集结

本文对于属性权重信息和属性效用信息都不完全的群体多属性决策问题，通过构造属性值区间和运用系统聚类分析法，对群体决策中的专家进行分类，并确定每位专家的权重．     

On diquark clustering in quark—gluon plasma

The possibility that pairs of quarks will form diquark clusters in the regime above deconfinement transition for hadron matter at finite density is revisited. Here we present the results on the diquark-diquark (dq-dq) interaction in the framework of constituent quark model taking account of spin, isospin and color degrees of freedom in the spirit of generalized Pauli principle. By constructing the appropriate spin and color states of the dq-dq clusters we compute the expectation values of the interaction Hamiltonian involving pairwise quark—quark interaction. We find that the effective interaction between two diquark clusters is quite sensitive to different configurations characterized by color and spin states, obtained after the coupling of two diquark states. The value of the coupling parameter for a particular color—spin state, i.e., -3, 1 is compared to the one obtained earlier by Donoghue and Sateesh,Phys. Rev. D38, 360 (1988) based on the effective Φ⁴-theory. This new value of λ derived for different color-spin dq-dq states, may lead to several important implications in the studies of diquark star and diquark gas.     

中国股票市场波动特性的实证研究

本文以上证综指和深成分指数的日收益率为研究对象 ,应用 GARCH、TARCH模型理论 ,进一步分析了日收益率波动的条件异方差性、非对称性 ,同时比较了两个股票市场的不同波动特征     

Memory and a priori best strategy in complex adaptive systems

We employ an agent‐based model to show that memory and the absence of an a priori best strategy are sufficient for self‐segregation and clustering to emerge in a complex adaptive system with discrete agents that do not compete over a limited resource nor contend in a winner‐take‐all scenario. An agent starts from a corner of a two‐dimensional lattice and aims to reach a randomly selected site in the opposite side within the shortest possible time. The agent is isolated during the course of its journey and does not interact with other agents. Time‐bound obstacles appear at random lattice locations and the agent must decide whether to challenge or evade any obstacle blocking its path. The agent is capable of adapting a strategy in dealing with an obstacle. We analyze the dependence of strategy‐retention time with strategy for both memory‐based and memory‐less agents. We derive the equality spectrum to establish the environmental conditions that favor the existence of an a priori best strategy. We found that memory‐less agents do not polarize into two opposite strategy‐retention time distributions nor cluster toward a center distribution. © 2004 Wiley Periodicals, Inc. Complexity 9: 41–46, 2004     

Hierarchical structures in a turbulent pipe flow

A hierarchical structure (HS) analysis (β-test and γ-test) is applied to a fully developed turbulent pipe flow. Velocity signals are measured at two cross sections in the pipe and at a series of radial locations from the pipe wall. Particular attention is paid to the variation of turbulent statistics at wall units 10<y⁺<3000. It is shown that at all locations the velocity fluctuations satisfy the She–Leveque hierarchical symmetry (Phys. Rev. Lett. 72 (1994) 336). The measured HS parameters, β and γ, are interpreted in terms of the variation of fluid structures. Intense anisotropic fluid structures generated near the wall appear to be more singular than the most intermittent structures in isotropic turbulence and appear to be more outstanding compared to the background fluctuations; this yields a more intermittent velocity signal with smaller γ and β. As turbulence migrates into the logarithmic region, small-scale motions are generated by an energy cascade and large-scale organized structures emerge which are also less singular than the most intermittent structures of isotropic turbulence. At the center, turbulence is nearly isotropic, and β and γ are close to the 1994 She–Leveque predictions. A transition is observed from the logarithmic region to the center in which γ drops and the large-scale organized structures break down. We speculate that it is due to the growing eddy viscosity effects of widely spread turbulent fluctuations in a similar way as in the breakdown of the Taylor vortices in a turbulent Couette–Taylor flow at high Reynolds numbers.     

关于“信息熵”分析及其应用的研究

本文用Ｓｈａｎｎｏｎ熵函数的观点及最大离散熵原理，探讨了对随机试验项目的优选问题：即压缩某种“不确定性”试验项目的实施与探索．并通过应用实例的计算，获得了满意的聚类效果．这种方法对于信息资料的数据处理及压缩“不确定性“验项目具有普遍意义．     

Clustering Effect on the Statistical Estimation Accuracy of Distribution Density

The paper is devoted to statistical nonparametric estimation of multivariate distribution density. The influence of data pre-clustering on the estimation accuracy of multimodal density is analyzed by means of the Monte Carlo method. It is shown that the soft clustering is more advantageous than the hard one. While a moderate increase in the number of clusters also increases the calculation time, it considerably reduces the estimation error.     

Practical aspects associated with location planning for maternal and perinatal assistance in Brazil

A study has been carried out aimed at reducing perinatal mortality in the municipality of Rio de Janeiro through a better distribution of health care facilities. The algorithmic aspects are detailed elsewhere and here the emphasis is on practical issues and difficulties encountered. A 3-level hierarchical model was developed. Both uncapacitated and capacitated versions are briefly described together with some results based on actual data. The project brought to light many contradictions between OR theory and practice in developing countries and, unfortunately, the models developed were not implemented by the municipality health authorities. Possible reasons for this outcome are analysed.