Maximizing a Linear Fractional Function on a Pareto Efficient Frontier

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.     

非光滑非凸多目标规划解的充分条件

Kuhn-Tucker型条件的充分性一直是最优化理论中引人注意的一个问题.本文对非光滑函数提出了几个非凸概念,然后,讨论了非光滑非凸多目标规划中Kuhn-Tucker型条件和Fritz John型条件的充分性,在很弱的条件下,建立了一系列充分条件.     

解读“节约型政府”

建设节约型政府是当前我国政府改革的必然要求。节约型政府模式的选择有其必然性。节约型政府应是廉价政府、廉洁政府、透明政府和效益政府。应通过加强节约型政府的制度建设、在行为方面加强政府自身建设、在各级政府中牢固树立节约理念和成本意识等措施全力，打造节约型政府。     

Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L ₂-estimates) and the least absolute deviation estimates (L ₁-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies of the above estimators.     

On Optimality Condition for Vector Optimization Based on Convex Set-Valued Mapping

1.IntroductionTheoptimalityconditionsofmathematicalprogrammingisaveryimportantsubjectbecausetLeyprovideausefulanalyticaltoolforstudingthedualitytheoryandnonlinearprogrammingalgoirthms.Inrecelltyears,someauthorshavebeguntostudytheoptimalityconditionsforvectoroptimizationproblemofset-valuedmapping,suchas[4][51.Inthispaperlwedefinetheconceptofcone--weaklyefficientsubdifferentialofset-valuedmappinginthecaseofgeneralpartiallyorderedlocallyconvextopologicalvectorspaces.Thecone-weaklysubdifferential…     

On Characterizations of Proper Efficiency for Nonconvex Multiobjective Optimization

In this paper, nonconvex multiobjective optimization problems are studied. New characterizations of a properly efficient solution in the sense of Geoffrion's are established in terms of the stability of one scalar optimization problem and the existence of an exact penalty function of a scalar constrained program, respectively. One of the characterizations is applied to derive necessary conditions for a properly efficient control-parameter pair of a nonconvex multiobjective discrete optimal control problem with linear constraints.     

基于二分法迭代的频谱感知节能优化策略

针对认知无线电(CR)系统中频谱感知技术能量效率低的问题,提出了一种基于二分法迭代寻优的联合优化算法。该算法通过联合传输功率与感知时隙进行优化,最大化地提高了CR系统的能量效率,并且在针对优化参数ξ的寻优过程中,使用了二分法与迭代算法结合的寻优方法。通过理论分析,与其他类似算法相比,该算法的寻优速度更快,算法复杂度更低,函数收敛速度更快,实际应用的可扩展性更强。数值仿真分析结果表明,在保证检测性能的前提下,提出的算法能够很好地解决能效的最优化问题,在恒定检测概率Pd=0.9和Pd=0.7条件下,所提出算法的能耗开销均低于其他算法,在系统吞吐量中所提出算法均优于其他算法,为CR系统的发展提供了理论支撑,更加符合未来CR系统的节能发展方向。     

多目标规划的鞍点准则

本文给出多目标规划有效解适应鞍点准则的一个新的判别法 ,它不使用凸性的几何术语及凸分析中的概念。最后给出单目标规划的一个相应的判别法     

On the exact distribution of linear combinations of order statistics from dependent random variables

We study the exact distribution of linear combinations of order statistics of arbitrary (absolutely continuous) dependent random variables. In particular, we examine the case where the random variables have a joint elliptically contoured distribution and the case where the random variables are exchangeable. We investigate also the particular L-statistics that simply yield a set of order statistics, and study their joint distribution. We present the application of our results to genetic selection problems, design of cellular phone receivers, and visual acuity. We give illustrative examples based on the multivariate normal and multivariate Student t distributions.     

均值-方差效用函数在证券组合投资决策中的应用

本文利用均值—方差效用函数，按期望效用最大化准则建立并分析了证券组合投资决策模型。在投资者的效用函数为指数型效用函数时，得到了两基金定理分离权重的计算公式。得出了在均值——方差效用函数条件下期望效用最大化准则与M—V期望收益最大化准则一致的结论。