N指标d维广义Wiener过程象集的m项代数和的几个性质

设珮犠（狋）：犚犖＋ →犚犱是犖指标犱维广义Ｗｉｅｎｅｒ过程，对任意紧集犈１，…，犈犿犚犖＞ ，该文研究了犿项代数和珮犠（犈１）…珮犠（犈犿）的Ｈａｕｓｄｏｒｆｆ维数，Ｐａｃｋｉｎｇ维数和正的Ｌｅｂｅｓｇｕｅ测度及内点的存在性． 其结果包含并推广了布朗单的结果．     

The projective method for solving linear matrix inequalities

Numerous problems in control and systems theory can be formulated in terms of linear matrix inequalities (LMI). Since solving an LMI amounts to a convex optimization problem, such formulations are known to be numerically tractable. However, the interest in LMI-based design techniques has really surged with the introduction of efficient interior-point methods for solving LMIs with a polynomial-time complexity. This paper describes one particular method called the Projective Method. Simple geometrical arguments are used to clarify the strategy and convergence mechanism of the Projective algorithm. A complexity analysis is provided, and applications to two generic LMI problems (feasibility and linear objective minimization) are discussed.     

On the Curvature of the Central Path of Linear Programming Theory

We prove a linear bound on the average total curvature of the central path of linear programming theory in terms of the number of independent variables of the primal problem, and independent of the number of constraints.     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

A class of polynomial variable metric algorithms for linear optimization

In the paper, the behaviour of interior point algorithms is analyzed by using a variable metric method approach. A class of polynomial variable metric algorithms is given achieving O ((n/β)L) iterations for solving a canonical form linear optimization problem with respect to a wide class of Riemannian metrics, wheren is the number of dimensions and β a fixed value. It is shown that the vector fields of several interior point algorithms for linear optimization is the negative Riemannian gradient vector field of a linear a potential or a logarithmic barrier function for suitable Riemannian metrics. Research Partially supported by the Hungarian National Research Foundation, Grant Nos. OTKA-T016413 and OTKA-2116.     

室内设计与美术教学

阐述了室内设计与美术教学的内在联系,从培养设计思维和确立艺术表达两个方面,说明了创造性思维是设计能力的基础。提出一定的文化素质和审美意识是艺术表达的必要前提,惟有创造力的培养才是美术设计教学的主题。     

A path following algorithm for a class of convex programming problems

We present a primal-dual path following interior algorithm for a class of linearly constrained convex programming problems with non-negative decision variables. We introduce the definition of a Scaled Lipschitz Condition and show that if the objective function satisfies the Scaled Lipschitz Condition then, at each iteration, our algorithm reduces the duality gap by at least a factor of (1–/n), where is positive and depends on the curvature of the objective function, by means of solving a system of linear equations which requires no more than O(n³) arithmetic operations. The class of functions having the Scaled Lipschitz Condition includes linear, convex quadratic and entropy functions.     

Uniform stabilization to equilibrium of a nonlinear fluid–structure interaction model

We consider uniform stability to a nontrivial equilibrium of a nonlinear fluid–structure interaction (FSI) defined on a two or three dimensional bounded domain. Stabilization is achieved via boundary and/or interior feedback controls implemented on both the fluid and the structure. The interior damping on the fluid combining with the viscosity effect stabilizes the dynamics of fluid. However, this dissipation propagated from the fluid alone is not sufficient to drive uniformly to equilibrium the entire coupled system. Therefore, additional interior damping on the wave component or boundary porous like damping on the interface is considered. A geometric condition on the interface is needed if only boundary damping on the wave is active. The main technical difficulty is the mismatch of regularity of hyperbolic and parabolic component of the coupled system. This is overcome by considering special multipliers constructed from Stokes solvers. The uniform stabilization result obtained in this article is global for the fully coupled FSI model.     

铬天青S分光光度法测定2B笔内芯中可溶性铅

铅是一种积累性毒物,铅中毒已成为全世界人类发展与环境保护的重要问题之一.铅在铅笔中的含量不容忽视.已有不少学者对铅笔表面涂漆层中铅含量进行了测定,而测定铅笔内芯中可溶性铅含量的论文相对较少.本文采用可见分光光度法测定了铅笔内芯中可溶性铅的含量.操作方法容易,准确度较高.