一类非线性二层规划的Frank-Wolfe方法

利用下层问题的K-T最优性条件将下层为线性规划的一类非线性二层规划转化为相应的单层规划,同时取互补条件为罚项,得到该类问题的单层罚问题;然后利用Frank-Wolfe方法对单层罚问题进行求解.数值实验表明该方法是可行的.     

基于智能算法的多水源泵站在线优化控制技术

在供水系统实际运行过程中,调度人员往往根据实际需求,在当前水泵运行状态的基础上开启或关闭一台水泵,以调节管网中的压力和流量.人工经验的调度方式难以充分反映并结合管网中压力、流量的变化及实际需求,进而及时作出科学决策.针对此问题,提出了多水源泵站在线优化控制技术,建立了基于直接优化调度方法的在线优化控制模型,采用智能优化算法进行了求解,并确立了四项方案评价指标对在线优化控制方案进行评价.将所建立的模型,应用于南方城市供水系统在线优化控制中,验证了其实用性,并编制了相应的计算程序软件.     

飞行巡线机器人悬停控制系统仿真与设计

针对通讯线路和电力传输线快速发展的趋势,提出使用旋翼直升机作为飞行式巡线机器人的设想。在刚体、非完整假设和飞行原理基础上,建立了巡线机器人以翻滚、俯仰和偏航角为广义坐标的动力学方程。采用线性化方法得到以三个姿态量为输出,以俯仰、翻滚通道输入量、旋翼升力和尾桨配平力为控制输入的悬停状态空间和控制方程。同时,使用极点配置法得到所需的控制输入,并设计了以TMS320F2812DSP为主控芯片的控制系统。Matlab仿真和实验证实了本方法的可行性和易实现性。     

一种改善雷达收发隔离的新方法

针对连续波体制雷达的特点,提出了采用光子晶体高阻表面提高雷达收发隔离的新方法.该方法利用光子晶体频率带隙与周期结构尺寸之间的关系,可灵活设计出雷达工作频段的高阻表面.将光子晶体高阻表面加装到某型连续波雷达的天线上,提高雷达收发隔离度达15 dB,证明了该方法的有效性.     

不完全市场下有违约风险的欧式期权定价

为了研究不完全市场对有违约风险欧式期权定价的影响,结合Klein的有违约风险期权处理方法和Cochrane与Saa-Requejo的不完全市场处理方法给有违约风险的欧式期权定价,得到不完全市场下有违约风险欧式期权的一般化定价公式.进一步推导出一些特定欧式期权的定价公式,并指出这些公式均为一般化定价公式的特例.结果表明定价公式结合了上述两个模型的优点,因此特别适合于给基于不可交易资产有违约风险期权定价.     

基于SVD的通信信号背景下脉冲波形和初相估计

雷达侦察接收机往往侦察到的是通信和雷达脉冲的混合信号,如何从通信信号背景中有效提取出雷达脉冲波形,是现代雷达信号处理领域中的重要内容。针对这一问题,提出了一种基于奇异值分解的通信与雷达混合信号中脉冲波形估计算法。该算法通过对信号观测矩阵的奇异值分析和协方差矩阵的特征值分析,证明了观测矩阵的奇异值分解具有稳定性,并且奇异值分解能够最佳近似观测信号的线性特征,给出了一种利用左右奇异向量估计脉冲波形及其相对初相的方法。本文的算法适用于任意脉冲波形,并且能够在较低信噪比环境下估计脉冲信号波形和相对相位,仿真结果证明了算法的有效性。     

基于不完备检测的并联系统维修决策研究

为了提高系统的可靠度,并联技术在重要系统上被广泛地采用.针对并联系统中的两冗余部件在物理性能、工作环境等方面的相似性以及检测时存在不完备的特点,提出了不完备交叉检测策略.为此研究了并联系统在此策略下的不同更新情况和相应的更新概率,以检测间隔和检测次数为优化变量、可靠度为约束、期望维修费用率为目标函数,建立了并联系统的优化维修模型.最后,通过实例验证了模型的有效性和经济性.     

DECISION MAKING - THE ANALYTIC HIERARCHY AND NETWORK PROCESSES (AHP/ANP)

This is the first part of an introduction to multicriteria decision making using the Analytic Hierarchy Process (AHP) and its generalization, the Analytic Network Process (ANP). The discussion involves individual and group decisions both with the independence of the criteria from the alternatives as in the AHP and also with dependence and feedback in the entire decision structure as in the ANP. This part explains the Analytic Hierarchy Process, with examples, and presents in some detail the mathematical foundations. An exposition of the Analytic Network Process and its applications will appear in later issues of this journal.     

AUTOMATIC DECISION-MAKING： NEURAL FIRING AND RESPONSE

1. Introduction This is the fourth exposition on theAnalytic Hierarchy Process. It is true thatmany decisions we make subconsciously ariseout of our physical and biological needs andderive from the pressure to survive physically.We also make subconsciou…     

Fundamentals of the analytic network process — Dependence and feedback in decision-making with a single network

The Analytic Network Process (ANP) is a multicriteria theory of measurement used to derive relative priority scales of absolute numbers from individual judgments (or from actual measurements normalized to a relative form) that also belong to a fundamental scale of absolute numbers. These judgments represent the relative influence, of one of two elements over the other in a pairwise comparison process on a third element in the system, with respect to an underlying control criterion. Through its supermatrix, whose entries are themselves matrices of column priorities, the ANP synthesizes the outcome of dependence and feedback within and between clusters of elements. The Analytic Hierarchy Process (AHP) with its independence assumptions on upper levels from lower levels and the independence of the elements in a level is a special case of the ANP. The ANP is an essential tool for articulating our understanding of a decision problem. One had to overcome the limitation of linear hierarchic structures and their mathematical consequences. This part on the ANP summarizes and illustrates the basic concepts of the ANP and shows how informed intuitive judgments can lead to real life answers that are matched by actual measurements in the real world (for example, relative dollar values) as illustrated in market share examples that rely on judgments and not on numerical data. Thomas L. Saaty holds the Chair of University Professor, Katz Graduate School of Business, University of Pittsburgh, Pittsburgh, PA, and obtained his Ph.D. in mathematics from Yale University. Before that he was a professor at the Wharton School of the University of Pennsylvania for ten years. Prior to that he spent seven years at the Arms Control and Disarmament Agency in the State Department in Washington, DC, that carried out the arms reduction negotiations with the Soviets in Geneva. His current research interests include decision-making, planning, conflict resolution and synthesis in the brain. As a result of his search for an effective means to deal with weapons tradeoffs at the Disarmament Agency and, more generally, with decision-making and resource allocation, Professor Saaty developed The Analytic Hierarchy Process (AHP) and its generalization to dependence and feedback, the Analytic Network Process (ANP). He is co-developer of the software Expert Choice and of the software Super Decisions for decisions with dependence and feedback. He has authored or co-authored twelve books on the AHP/ANP. Professor Saaty has also written a number of other books that embrace a variety of topics, including Modern Nonlinear Equations, Nonlinear Mathematics, Graph Theory, The Four Color Problem, Behavioral Mathematics, Queuing Theory, Optimization in Integers, Embracing the Future and The Brain: Unraveling the Mystery of How It Works. His most recent book is Creative Thinking, Problem Solving & Decision Making. The book is a rich collection of ideas, incorporating research by a growing body of researchers and practitioners, profiles of creative people, projects and products, theory, philosophy, physics and metaphysics...all explained with a liberal dose of humor. He has published more than 300 refereed articles in a wide variety of professional journals. He has been on the editorial boards of Mathematical Reviews, Operations Research, Naval Research Logistics Quarterly, Mathematical and Computer Modeling, Socio-Economic Planning Sciences, Applied Mathematics Letters, and several others. He also served as consultant to many corporations and governments.