Multiple Objectives under Uncertainty:IRGSD-FD Method

ＭｕｌｔｉｐｌｅＯｂｊｅｃｔｉｖｅｓｕｎｄｅｒＵｎｃｅｒｔａｉｎｔｙ：ＩＲＧＳＤ－ＦＤＭｅｔｈｏｄＦｅｎｇＪｕｎｗｅｎ（Ｓｏｆｔ－ＳｃｉｅｎｃｅＲｅｓｅａｒｃｈＩｎｓｔ．，ＥａｓｔＣｈｉｎａＩｎｓｔ．ｏｆＴｅｃｈｎｏｌｏｇｙ，Ｎａｉｊｉｎｇ２１００１...     

Order Structure Analysis（OSA） for the Optimal Solutions of Multiple Objective Mathematical Programming

ＯｒｄｅｒＳｔｒｕｃｔｕｒｅＡｎａｌｙｓｉｓ（ＯＳＡ）ｆｏｒｔｈｅＯｐｔｉｍａｌＳｏｌｕｔｉｏｎｓｏｆＭｕｌｔｉｐｌｅＯｂｊｅｃｔｉｖｅＭａｔｈｅｍａｔｉｃａｌＰｒｏｇｒａｍｍｉｎｇＦＥＮＧＪｕｎｗｅｎ（ＳｏｆｔＳｃｉｅｎｃｅＲｅｓｅａｒｃｈＩｎｓｔ...     

Study on the Integration of Decision Support System with Multiple Expert Systems

ＳｔｕｄｙｏｎｔｈｅＩｎｔｅｇｒａｔｉｏｎｏｆＤｅｃｉｓｉｏｎＳｕｐｐｏｒｔＳｙｓｔｅｍｗｉｔｈＭｕｌｔｉｐｌｅＥｘｐｅｒｔＳｙｓｔｅｍｓＷＡＮＧＺｏｎａｉｕｎ；ＦＥＮＧＳｈａｎ（ＩｎｓｉｔｕｔｅｏｆＳｙｓｔｅｍｓＥｎｇｉｎｅｅｒｉｎｇ，Ｈｕａｚｈｏ...     

IMPROVEMENT FOR FERRO''''S MINIMAX THEOREM

ＩＭＰＲＯＶＥＭＥＮＴＦＯＲＦＥＲＲＯ＇ＳＭＩＮＩＭＡＸＴＨＥＯＲＥＭ￥ＣＨＥＮＧｕａｎｇｙａ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉｊｉｎｇ１０００８０，Ｃｈｉｎａ）Ａｂｓｔｒａｃｔ：Ｔｈｉｓｎｏｔ...     

LIMIT THEOREMS FOR SUMS AND MAXIMA OF MIRWISE NEGATIVE QUADRANT DEPENDENT RANDOM VARIABLES

ＬＩＭＩＴＴＨＥＯＲＥＭＳＦＯＲＳＵＭＳＡＮＤＭＡＸＩＭＡＯＦＭＩＲＷＩＳＥＮＥＧＡＴＩＶＥＱＵＡＤＲＡＮＴＤＥＰＥＮＤＥＮＴＲＡＮＤＯＭＶＡＲＩＡＢＬＥＳ￥ＱＩＹｏｎｇｃｈｅｎｇ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，Ａｃａｄｅｍｉａ...     

SOME RESULTS OF BOUNDARY PROBLEM OF NON-NEWTONIAN FLUIDS

ＳＯＭＥＲＥＳＵＬＴＳＯＦＢＯＵＮＤＡＲＹＰＲＯＢＬＥＭＯＦＮＯＮ－ＮＥＷＴＯＮＩＡＮＦＬＵＩＤＳＳＨＩＸｉａｏｄｉｎｇ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉｊｉｎｇ１０００８０，Ｃｈｉｎａ）ＳＯＭ...     

STRONG CONSISTENCY OF M-ESTIMATES OF MULTIPLE REGRESSION COEFFICIENTS

ＳＴＲＯＮＧＣＯＮＳＩＳＴＥＮＣＹＯＦＭ－ＥＳＴＩＭＡＴＥＳＯＦＭＵＬＴＩＰＬＥＲＥＧＲＥＳＳＩＯＮＣＯＥＦＦＩＣＩＥＮＴＳＣＨＥＮＸｉｒｕ（ＧｒａｄｕａｔｅＳｃｈｏｏｌｏｆｔｈｅＣｈｉｎｅｓｅＡｃａｄｅｍｙｏｆＳｃｉｅｎｃｅｓ，Ｂｅｉｊｉｎｇ１００...     

ON THE SMALLEST POSSIBLE ASYMPTOTICALLY EFFICIENT VARIANCE IN SEMIPARAMETRIC MODELS

ＯＮＴＨＥＳＭＡＬＬＥＳＴＰＯＳＳＩＢＬＥＡＳＹＭＰＴＯＴＩＣＡＬＬＹＥＦＦＩＣＩＥＮＴＶＡＲＩＡＮＣＥＩＮＳＥＭＩＰＡＲＡＭＥＴＲＩＣＭＯＤＥＬＳ￥ＬＩＡＮＧＨｕａ（ＩｎｓｔｉｔｕｔｅＯｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，...     

ON BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL

ＯＮＢＡＨＡＤＵＲＡＳＹＭＰＴＯＴＩＣＥＦＦＩＣＩＥＮＣＹＩＮＡＳＥＭＩＰＡＲＡＭＥＴＲＩＣＲＥＧＲＥＳＳＩＯＮＭＯＤＥＬ￥ＬＩＡＮＧＨｕａ；ＣＨＥＮＧＰｉｎｇ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃｏｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉ...     

LIMIT LAWS OF LIFETIME FOR A CONSECUTIVE K-WITHIN-M-OUT-OF-N SYSTEM

ＬＩＭＩＴＬＡＷＳＯＦＬＩＦＥＴＩＭＥＦＯＲＡＣＯＮＳＥＣＵＴＩＶＥＫ－ＷＩＴＨＩＮ－Ｍ－ＯＵＴ－ＯＦ－ＮＳＹＳＴＥＭ￥ＱＩＹｏｎｇｃｈｅｎｇ（ＤｅｐａｒｔｍｅｎｔｏｆＰｒｏｂｏｂｉｌｉｔｙａｎｄＳｔａｔｉｓｔｉｃｓ，ＰｅｋｉｎｇＵｎｉｖｅｒｓｉｔｙ...     

OPTIMALITY CONDITIONS FOR NONCONVEX BILEVEL PROGRAMMING PROBLEMS

Recomendation.ThisworkisrecomendedbyamemberiftheEditorialBoard,ProfWANGShouyang.1.IntroductionThebilevelprogrammingproblemcanbestatedasfollows:whereS(x),foreachx,isthesolutionsetofthefollowingparametricprogrammingproblem:whereF,f:Re ~-R,g'Re ~-R"andG:Re ~…     

求QoS路由的整数线性规划方法

QoS路由的任务是在网络中寻找一条满足多个约束条件的路径使网络资源的利用达到最优. 该问题是一个NP-完全问题. 提出了一种新的基于整数线性规划模型选择路由的方法. 思路是将复杂约束引入到目标函数作为罚项, 得到一个松弛整数线性规划问题. 因为约束系数矩阵是全幺模矩阵, 松弛问题可以通过线性规划很快地求解. 拉格朗日乘子的调整用罚函数的方法很容易计算. 数值实验表明提出的方法是有效的.     

Real-Time Pricing for Smart Grid with Multiple Companies and Multiple Users Using Two-Stage Optimization

In this paper, we focus on the real-time interactions among multiple utility companies and multiple users and formulate real-time pricing(RTP) as a two-stage optimization problem. At the first stage, based on cost function, we propose a continuous supply function bidding mechanism to model the utility companies' profit maximization problem, by which the analytic expression of electricity price is further derived. At the second stage, considering that individually optimal solution may not be socially optimal, we employ convex optimization with linear constraints to model the price anticipating users' daily payoff maximum. Substitute the analytic expression of electricity price obtained at the first stage into the optimization problem at the second stage. Using customized proximal point algorithm(C-PPA), the optimization problem at the second stage is solved and electricity price is obtained accordingly. We also prove the existence and uniqueness of the Nash equilibrium in the mentioned twostage optimization and the convergence of C-PPA. In addition, in order to make the algorithm more practical, a statistical approach is used to obtain the function of price only through online information exchange, instead of solving it directly. The proposed approach offers RTP, power production and load scheduling for multiple utility companies and multiple users in smart grid. Statistical approach helps to protect the company's privacy and avoid the interference of random factors, and C-PPA has an advantage over Lagrangian algorithm because the former need not obtain the objection function of the dual optimization problem by solving an optimization problem with parameters. Simulation results show that the proposed framework can significantly reduce peak time loading and efficiently balance system energy distribution.     

线性市场上不同规模两公司选址博弈问题的Stackelberg 平衡

研究不同规模两公司在一维有限线性市场上的选址博弈问题.首先修改HOTELLING原始模型的“费用函数”假设,建立不同规模两公司的选址博弈模型;然后介绍了一家大型公司投入一家店、另一家小型公司投入多家连锁店的竞争系统;通过应用该选址博弈模型,解得该系统的一个STACKELBERG平衡解:大公司的店在市场中央,小公司的店按“无缝配置”依次对称分布于市场两侧;最后,在平衡的前提下,讨论连锁小公司和大公司选址博弈时应采取的策略.     

城市区域多物流无人机协同任务分配

针对城市区域多无人机协同物流任务分配问题, 综合考虑不同无人机性能、物流时效性、飞行可靠性等影响因素, 以经济成本、时间损失和安全风险最小为目标函数, 构建多无人机协同物流任务分配模型。因问题规模大、求解复杂度高, 设计改进的量子粒子群算法进行求解。首先，为增强粒子遍历性和多样性, 采用均匀化级联Logistic映射进行粒子初始化; 其次，为避免算法陷入局部最优解, 引入基于高斯分布的粒子变异方式; 最后，为提高算法运行效率, 运用自适应惯性权重方法对粒子赋值。仿真实验结果表明，所构建的模型能够实现任务分配多目标优化, 贴近城市区域无人机物流配送实际; 所提算法与传统量子粒子群算法和遗传算法相比, 任务分配代价分别下降了5.9%和6.3%;并进一步对参数权重设置进行分析, 当3个子目标函数权重系数分别为0.225、0.275和0.500, 种群规模为150时, 算法规划的结果最优。     

Double Penalized Semi-Parametric Signed-Rank Regression with Adaptive LASSO

In this paper, a semi-parametric regression model with an adaptive LASSO penalty imposed on both the linear and the nonlinear components of the mode is considered. The model is rewritten so that a signed-rank technique can be used for estimation. The nonlinear part consists of a covariate that enters the model nonlinearly via an unknown function that is estimated using Bsplines. The author shows that the resulting estimator is consistent under heavy-tailed distributions and asymptotic normality results are given. Monte Carlo simulations as well as practical applications are studied to assess the validity of the proposed estimation method.     

价格控制问题及其推广形式的罚函数法

价格控制问题是一类重要的二层规划问题。本文提出了求解这一问题及其推广形式的罚函数法,且在唯一解的假高条件下证明了方法的有限终止性数值结果表明算法是可行的、有效的。     

具有模糊关系约束的线性规划的解法

研究了具有模糊关系方程约束的线性规划问题.由于此类规划的非空可行集一般是一个非凸集,传统的求解线性规划的方法不适合求解此类规划问题,因此有必要提出一个求解此类规划问题的有效算法,本文首先刻画了该类规划可行集的结构,基于该可行集的结构,应用惩罚函数和遗传算法给出了该类规划问题的一个具体求解方法,得到了近似最优解.为了说明该方法的有效性,最后给出了具体的算例.     

A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION

1 IntroductionConsider the following inequality constrained optiInization problem:Inin f(x)xeRn(1)s.t. g(x) 5 0where f: R1'-R, g: R"-Rm are cofltinuousIy differentiable functions.SQP method for soIving problem(1) is to gellerate a sequence {xk} converging…     

具区间数的多目标线性规划

提出了具区间数的多目标线性规划模型,根据对敬意数的处理方法,给出了该模型的求解方法。