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排序方式: 共有803条查询结果,搜索用时 15 毫秒
1.
We consider the problem of maximizing a linear fractional function on the Pareto efficient frontier of two other linear fractional functions. We present a finite pivoting-type algorithm that solves the maximization problem while computing simultaneously the efficient frontier. Application to multistage efficiency analysis is discussed. An example demonstrating the computational procedure is included. 相似文献
2.
Mathematical economics has a long history and covers many interdisciplinary areas between mathematics and economics. At its center lies the theory of market equilibrium. The purpose of this expository article is to introduce mathematicians to price decentralization in general equilibrium theory. In particular, it concentrates on the role of positivity in the theory of convex economic analysis and the role of normal cones in the theory of non-convex economies. 相似文献
3.
We deal with the differential conditions for local optimality. The conditions that we derive for inequality constrained problems
do not require constraint qualifications and are the broadest conditions based on only first-order and second-order derivatives.
A similar result is proved for equality constrained problems, although the necessary conditions require the regularity of
the equality constraints. 相似文献
4.
利用集合在某点的相依切锥、法向锥和可行方向锥等研究向量优化问题的有效点、 弱有效点和真有效点的特征,对局部有效点、局部弱有效点和局部真有效点与集合的各 锥之间的关系作了刻画. 相似文献
5.
We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean
vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period
where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which,
in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient
frontier and an illustrative example is given to demonstrate the application of the procedure. 相似文献
6.
In single-objective optimization it is possible to find a global optimum, while in the multi-objective case no optimal solution is clearly defined, but several that simultaneously optimize all the objectives. However, the majority of this kind of problems cannot be solved exactly as they have very large and highly complex search spaces. Recently, meta-heuristic approaches have become important tools for solving multi-objective problems encountered in industry as well as in the theoretical field. Most of these meta-heuristics use a population of solutions, and hence the runtime increases when the population size grows. An interesting way to overcome this problem is to apply parallel processing. This paper analyzes the performance of several parallel paradigms in the context of population-based multi-objective meta-heuristics. In particular, we evaluate four alternative parallelizations of the Pareto simulated annealing algorithm, in terms of quality of the solutions, and speedup. 相似文献
7.
新型含氧亚甲基和亚胺桥键液晶化合物分子结构与光谱的密度泛函理论研究 总被引:3,自引:3,他引:0
采用密度泛函理论方法在B3LYP/6-31G*水平上对6个新型含氧亚甲基和亚胺桥键液晶化合物分子的几何结构进行优化计算,讨论了取代基H,CH3,CH3O,C2H5O,NO2,Cl对分子电荷、前线轨道能量和电子吸收光谱等性质的影响.在此基础上使用含时密度泛函理论方法计算了分子第一激发态的电子垂直跃迁能,得到最大吸收波长λmax.计算表明,取代基的引入导致最大吸收波长红移. 相似文献
8.
Joël Benoist 《Journal of Global Optimization》2003,25(3):321-335
In finite dimensional Euclidean space, we prove the contractibility of the efficient frontier of simply shaded sets. This work extends the result of Peleg [7], which confirms the contractibility of the efficient frontier in the convex case. 相似文献
9.
Bassan Bruno Gossner Olivier Scarsini Marco Zamir Shmuel 《International Journal of Game Theory》2003,32(1):17-31
We exhibit a general class of interactive decision situations in which all the agents benefit from more information. This class includes as a special case the classical comparison of statistical experiments à la Blackwell.
AMS 2000 Subject Classification:Primary 91A35.The work of Bruno Bassan and Marco Scarsini was partially supported by MIUR-COFIN. The authors express their thanks to Sylvain Sorin for enlightening comments. 相似文献
10.
优化路问题的代数方法—论动态规划(Ⅱ) 总被引:2,自引:0,他引:2
本文用同一思路求解多阶段有向图中三种优化路问题:最优路、N阶最优路及多指标Pareto优化路问题,它们都服从嘉量原理,都用同一个代数公式表达它们的嘉量,并可在同一种表格中进行计算,只是所在半域不同,以本文的方法讨论动态规划中一些离散决定型典型应用问题,其提法、建模思路以及求解过程都有可观的扩大与改善。 相似文献