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Search Results: 1 - 10 of 50932 matches for " 二次规划 "
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不允许卖空证券组合投资模型的原始–对偶多项式内点算法
A Primal-Dual Polynomial Interior Point Method for Portfolio Investment without Short Sale
 [PDF]

田振明, 宋馨雨
Advances in Applied Mathematics (AAM) , 2016, DOI: 10.12677/AAM.2016.51008
Abstract: 在分析Markowitz证券组合投资模型最优化解法的基础上,给出了求解不允许卖空证券组合投资模型的原始–对偶多项式内点算法;不同于传统牛顿法的迭代方向,借助一种新的工具寻找搜索方向,并且该算法具有多项式复杂性;用我们给出的算法对不允许卖空证券组合投资模型的实例进行计算求解,数值结果显示该算法是可行有效的。
Based on the optimal approach of Markowitz portfolio investment model, the algorithm of primal- dual polynomial interior point method to the above model was given. We applied this algorithm to solve an example of portfolio investment without short sale. Numerical implementation showed this method was practicable and effective.
A CLASS OF IMPROVED ACTIVE SET METHODS FOR NONCONVEX QUADRATIC PROGRAMMING PROBLEM
一类改进的非凸二次规划有效集方法

修乃华
计算数学 , 1994,
Abstract: In this paper, a new algorithm for the solution of nonconvex quadratic programming problems is proposed. Compared with the method of Best1], the main improvement of this method is the introduction of "projected correct direction"in search direction, which may drop or add many active constraints at each iteration. The convergence of the method is proven under the nonconvexity condition.Its special cases are also developed, and their theoretical analysis is given. The numerical examples show its effectiveness.
二次规划算法在铝板带粗轧机厚度分配中的应用
The Application of Algorithm of Quadratic Programming in the Rolling Schedule of Aluminum Strip Rough Mill
 [PDF]

魏培超, 赵玲
Metallurgical Engineering (MEng) , 2015, DOI: 10.12677/MEng.2015.24026
Abstract:
针对企业对铝合金板带产品几何尺寸精度要求的提高,本文提出了一种基于MATLAB优化工具箱的铝板带热粗轧机二次规划厚度分配优化方法,利用现场采集的数据对不同牌号的铝合金板带进行厚度分配仿真研究。通过与现场数据对比,结果表明该方法优于现场实际厚度分配效果,是一种较实用的在线厚度分配方法。
A quadratic programming optimization method about the rolling schedule of aluminum strip rough mill based on MATLAB optimal toolbox is proposed, in order to meet the company’s raising requirements about the aluminum strip products’ accuracy. According to the data collected from field, the simulation and study of the rolling schedule of different-grade aluminum strip are de-veloped. Compared with the field data, the method developed in this paper is superior to the actual rolling schedule and it’s proved to be a more useful online approach.
供电网无功优化的“非增量”二次规划模型
冯祈善,蒲心懋
重庆大学学报 , 1993,
Abstract: 基于解耦方法,将各支路无功潮流设置为规划变量,构造了能计入多种约束的供电网无功优化的“非增量”二次规划模型。该模型适用于35~110kV供电网。经对四川省某县35kV供电网的分析计算,表明该模型是有效的。
关于《二次双级规划的几何特性与最优性条件》一文的注记
系统工程理论与实践 , 2002,
Abstract: ?用反例说明《二次双级规划的几何特性与最优性条件》一文中的两个主要命题是不成立的,对其可行解的充要条件进行了修正,并证明了二次双级规划与一类dc(differenceoftwoconvexfunctions)规划的等价性.
Approximate Degree Reduction of Rational Curves and Surfaces
有理曲线曲面的降阶逼近

QIN Lian,
覃廉
,关履泰

中国图象图形学报 , 2006,
Abstract: Based on homogeneous coordinates, this paper presents a convenient algorithm for approximate degree reduction of NURBS and rational Bezier curves and surfaces. In homogeneous coordinates, the difference of the low degree curve/ surface and high degree curve/surface is minimized. The problem of approximate multi-degree reduction of rational curves and surfaces is transformed into quadratic programming. Error estimate is presented. Experimental results show that this algorithm is very efficient.
可控排序问题的凸二次规划松弛近似算法
张峰,唐国春
自然科学进展 , 2001,
Abstract: 用凸二次规划松弛方法,研究工件加工时间可控的,使加工时间压缩费用与加权总完工时间之和为最小的排序问题,得到界为3/2的多项式时间近似算法.
摩擦接触弹塑性分析的数学规划法
孙苏明,钟万勰
力学学报 , 1991, DOI: 10.6052/0459-1879-1991-3-1995-844
Abstract: 本文提出摩擦接触弹塑性分析的数学规划法,是弹性接触问题解法的推广,使之能处理比例加载时的塑性效应。利用所导出接触问题总刚度阵的逆,结合参变量线性互补公式,仍可消去由接触单元而引入的惩罚因子。于是,可以获得一个弹塑性问题、弹性接触和弹塑性接触问题的有限元参数二次规划法模型。所选的几个实例说明了方法的实用性。
求解高维凸二次规划的向量锥方法
徐君开
福州大学学报(自然科学版) , 1987,
Abstract: 本文介绍一种求解高维凸二次规划的可行方向方法.该方法的可行下降方向是由ε有效广义约束向量所张成的锥构造的,它可通过求解一个低维的线性规划得到.最优步长可由简单的公式给出,不必进行精确的线性搜索。只要在最优点处的有效约束数少于40个,采用本文方法求解高维凸二次规划就具有计算量少,机时节省的优点.对文中给定的算例,向量锥方法比Lemke 互补旋转法,Wolfe既约梯度法和Wolfe方法节省机时约70-80%.
IOWHA算子及其在组合预测中的应用
陈华友, 刘春林, 盛昭瀚
中国管理科学 , 2004,
Abstract: ?在有序加权平均(OWA)算子概念的基础上,提出有序加权调和平均(OWHA)算子及诱导有序加权调和平均(IOWHA)算子的概念,讨论它们的一些性质。同时指出现有的加权调和平均组合预测方法存在赋权的缺陷,建立新的基于IOWHA算子的组合预测模型,给出了IOWHA权系数的确定的数学规划方法。最后实例分析表明该模型能有效提高组合预测精度。
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