Multiple optimal solutions to a sort of nonlinear optimization problem

The optimization problem is considered in which the objective function is pseudolinear（both pseudoconvex and pseudoconcave） and the constraints are linear. The general expression for the optimal solutions to the problem is derived with the representation theorem of polyhedral sets, and the uniqueness condition of the optimal solution and the computational procedures to determine all optimal solutions （if the uniqueness condition is not satisfied ） are provided. Finally, an illustrative example is also given.     

人才租赁与中介中心单类雇员规模优化问题的研究

对人才租赁中心的雇员规模问题进行了研究,考虑了一个租赁与中介中心从事单类雇员的租赁与中介业务.在企业需求和外部供给都不确定的情况下,基于获利期望最大准则,提出了单类雇员规模的离散随机优化模型,用边际分析法证明了最优解的存在性和唯一性,给出了求最优解的计算公式和方法.并得出了人才租赁中心不需要保留内部雇员仅从事人才中介业务的充要条件.最后用数据分析讨论了问题中参数对雇员规模和期望收益的影响.     

带有时变短缺量拖后率且需求依赖库存水平的EOQ模型

基于需求线性依赖于库存水平的变质性物品的EOQ模型,通过考虑随时间变化的短缺量拖后率对库存订货策略的影响,建立了一类具有一般形式的短缺部分拖后的库存补充模型.经过分析得到了此类库存模型最优解存在的必要条件,并针对随缺货时间变化的短缺拖后率函数具体研究了模型最优解的存在性与惟一性.最后,给出了数值算例说明了模型在实际中的应用.     

机会约束下的均值-VaR组合投资问题

结合均值一方差模型和机会约束模型提出在允许卖空时的机会约束下的均值-VaB模型，它是以期望收益率与置信水平为导向的．在假设投资收益率服从正态分布的条件下，建立了其数学模型，讨论了最优解的存在性与唯一性，得到了最优解的解析表达式，并用Matlab语言给出求解程序，最后举例予以说明并验证了两个重要结论．     

机会约束下的投资组合问题

不同的投资者会有不同的期望收益率与置信水平，因此就会采取不同的投资策略，在证券收益率服从正态分布的前提下，提出了在允许卖空时的一类机会约束下的投资组合问题，它是以期望收益与置信水平为导向的，建立了其数学模型，讨论了最优解的存在性与唯一性，得到了最优解的解析表达式，并利用Matlab语言给出了求解有效边界曲线，可行集，机会约束问题的最优解，最优解的均值以及标准差的程序，最后举例予以了说明。     

中性技术进步与投资控制模型

讨论了中性技术进步条件下的生产函数模型 ,并对边界条件用此生产函数表示的投资控制模型进行了分析 ,证明了该投资控制模型解的存在性和唯一性 ,同时讨论了该模型解所具有的一些性质.     

Analyses of location-price game on networks with stochastic customer behavior and its heuristic algorithm

<正> In this paper,a two-stage model is developed to investigate the location strategy andthe commodity pricing strategy for a retail firm that wants to enter a spatial market with multiplecompetitive facilities,where a competitor firm is already operating as a monopoly with several outlets.Expected market shares are calculated based on the stochastic customer behavior on networks.Theauthors provide a sufficient condition for the existence of equilibrium prices in the price game for thefirst time.The existence and uniqueness of the pure strategy Nash equilibrium price with a specifiedutility function are proved in the subgame.A metaheuristic based on tabu search is proposed tosearch the optimal location-price solution of the model.In addition,the authors provide two numericalexamples to illustrate how to obtain the optimal solution and conduct sensitivity analysis.The analysisshows that the best location decision is robust for the follower firm,price game is more intense whenincomes of consumers are lower or there are more substitution products,and neither chain retail gainsfrom the price competition.     

时变需求下基于两层次信用支付策略的供应链库存模型

传统的基于信用支付的供应链库存模型仅假设上游供应商给予下游零售商一个固定的信用支付期,但在实际中由于市场竞争的需要,零售商也会给予顾客相应的信用支付优惠策略.基于线性时变需求构建了两层次信用支付策略下的供应链库存模型,讨论了模型最优解的存在性及唯一性, 并提供了寻求模型整体最优解的简单方法. 最后给出了具体数值例子,对模型进行了灵敏度分析.     

Feedforward and feedback optimal control for linear time-varying systems with persistent disturbances

1 .INTRODUCTIONIn nature ,there are various external disturbancesaffecting the performances of systems . Many con-trol problemsinvolve designing a controller capableof stabilizing a given linear system while mini mi-zing the worst-case response to some additive dis-turbances . This problemis relevant to disturbancerejection and cancellation. One application area ofinterest is flight control through wind shear ,where disturbances arise from a modal for windshear based on harmonic oscillati…     

Optimal tracking for bilinear stochastic system driven by fractional Brownian motions

This paper discusses a problem of optimal tracking for a linear control system driven by fractional Brownian motion.An equation is obtained for the linear Markov feedback control.The existence and uniqueness of the solution to the equation are also studied.     

伪凸二次规划的最优解集

寻找数学规划问题的多个最优解乃至最优解集是一项有理论价值和实践意义的工作,因为决策者可以从多个最优解中挑选其满意的最佳方案。然而,目前有关寻求非线性规划问题多个最优解的研究还比较少见且存在局限性。研究了伪凸目标函数的二次规划问题,首先提出和证明了最优解集的特征,然后借助于求解带有人工变量的辅助线性规划全部最优解的方法,提出了伪凸二次规划有唯一最优解的条件,并在不满足该条件的情况下,通过寻找辅助线性规划的最优解集以获得伪凸二次规划的最优解集。最后给出了两个算例以说明方法的有效性。     

Inventory Replenishment Policy with Time-Varying Demand and Shortages Considering Time-Varying Costs

1. IMTanDUCTIONIn the past few years, many valuable research efforts have been devoted to the invelltory lotsizing problem with the time-varying demand pattern. Naddor [1] first solved the no--shortageinvelltory problem with a demand function that increases in linear proportion with time andthe assumption of equal replenishment illtervals. Donaldson [2] developed an analytical EOQmodel with a more general linearly time-varying demand over a finite time horizon. In orderto propose simple a…     

Impulse Controllability and Impulse Observability of Stochastic Singular Systems

This paper discusses the impulse controllability and impulse observability of stochastic singular systems. Firstly, the condition for the existence and uniqueness of the impulse solution to stochastic singular systems is given by Laplace transform. Secondly, the necessary and sufficient conditions for the impulse controllability and impulse observability of systems considered are derived in terms of matrix theory. Finally, an example is given to illustrate the effectiveness of the obtained theoretical results.     

A NONLINEAR POPULATION EVOLUTION SYSTEM

A nonlinear age-dependent population model,which allows for consideration of theeffects of crowding and resource limitation,is presented.The basic properties of solution,such asexistence,positivity,uniqueness,and ultimate behavior,are discussed.Also,the condition of stabilityand controll-ability of the nonlinear population system is obtained.     

Further research of a new kind of series repairable system

This paper is devoted to studying the uniqueness and existence of the system dynamic solution by using Co-semigroup theory and discussing its exponential stability by analyzing the spectral distribution of system operator and its quasi-compactness.Some primary reliability indices are discussed with the eigenfunction of system operator and the optimal vacation time to get the maximum system profit is analyzed at the end of paper.     

Preface

Different from traditional tax audit, supervision with self-audit is a combination of audit by the taxpayer himself and audit by the tax authority. This paper mainly studies a taxpayer’s optimal policy of tax evasion under supervision with self-audit and its related properties, in order to deduce some effective suggestions and theoretical bases to restrain tax evasion. Assuming that only a certain proportion of evaded tax can be discovered when the audit is executed, the authors first formulate a static model with self-audit. This model is divided into two stages. At the first stage, taxpayers declare their taxes, then the tax authority chooses audit objects, based on a known probability, and announces the result; if the taxpayer is chosen, he will enter the second stage, during which he has a chance to pay the evaded tax and the corresponding late fees and then is audited by the tax authority. The authors show the existence and uniqueness of the optimal amount of tax evasion at the first stage and the optimal proportion to self-expose at the second stage. The authors also discuss the related properties of the interior solution, and do elasticity analyses on some parameters. Besides, the authors extend the static model into the corresponding two-period model, and study the existence and uniqueness of the solution of the extended model. Finally, under the assumption that tax evasion can only be discovered with a certain probability when the audit is executed, the authors formulate another static model with self-audit and investigate its properties. This research is partially supported by the National Natural Science Foundation of China under Grant Nos. 60674082, 70221001, and 70731003.     

Tax Evasion: Models with Self-Audit

Different from traditional tax audit, supervision with self-audit is a combination of audit by the taxpayer himself and audit by the tax authority. This paper mainly studies a taxpayer＇s optimal policy of tax evasion under supervision with self-audit and its related properties, in order to deduce some effective suggestions and theoretical bases to restrain tax evasion. Assuming that only a certain proportion of evaded tax can be discovered when the audit is executed, the authors first formulate a static model with self-audit. This model is divided into two stages. At the first stage, taxpayers declare their taxes, then the tax authority chooses audit objects, based on a known probability, and announces the result; if the taxpayer is chosen, he will enter the second stage, during which he has a chance to pay the evaded tax and the corresponding late fees and then is audited by the tax authority. The authors show the existence and uniqueness of the optimal amount of tax evasion at the first stage and the optimal proportion to self-expose at the second stage. The authors also discuss the related properties of the interior solution, and do elasticity analyses on some parameters. Besides, the authors extend the static model into the corresponding two-period model, and study the existence and uniqueness of the solution of the extended model. Finally, under the assumption that tax evasion can only be discovered with a certain probability when the audit is executed, the authors formulate another static model with self-audit and investigate its properties.     

An Optimal Control for an Evolution System

An optimal control棗the minimum energy control is proposed and discusses in this paper. The existence and uniqueness of the optimal control are shown, and an approximation theorem is proved in terms of semigroup methods of operators and geometric method. Finally, as an application of main theorem obtained, an example of the nuclear reactor is introduced.     

Adjustable entropy function method for support vector machine

Based on KKT complementary condition in optimization theory, an unconstrained non-differential optimization model for support vector machine is proposed. An adjustable entropy function method is given to deal with the proposed optimization problem and the Newton algorithm is used to figure out the optimal solution. The proposed method can find an optimal solution with a relatively small parameter p, which avoids the numerical overflow in the traditional entropy function methods. It is a new approach to solve support vector machine. The theoretical analysis and experimental results illustrate the feasibility and efficiency of the proposed algorithm.     

线性分式—二次双层规划的一个充要条件

利用已有的强对偶定理 ,给出线性分式—二次双层规划的一个充要条件.