A line search filter secant method for nonlinear equality constrained optimization

<正> This paper formulates and analyzes a line search method for general nonlinear equalityconstrained optimization based on filter methods for step acceptance and secant methods for searchdirection.The feature of the new algorithm is that the secant algorithm is used to produce a searchdirection,a backtracking line search procedure is used to generate step size,some filtered rules areused to determine step acceptance,second order correction technique is used to reduce infeasibility andovercome the Maratos effect.Global convergence properties of this method are analyzed:under mildassumptions it is showed that every limit point of the sequence of iterates generated by the algorithmis feasible,and that there exists at least one limit point that is a stationary point for the problem.Moreover,it is also established that the Maratos effect can be overcome in our new approach by addingsecond order correction steps so that fast local superlinear convergence to a second order sufficient localsolution is achieved.Finally,the results of numerical experiments are reported to show the effectivenessof the line search filter secant method.     

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping

<正> This work is concerned with rates of convergence of numerical methods using Markov chainapproximation for controlled diffusions with stopping (the first exit time from a bounded region).In lieuof considering the associated finite difference schemes for Hamilton-Jacobi-Bellman (HJB) equations,a purely probabilistic approach is used.There is an added difficulty due to the boundary condition,which requires the continuity of the first exit time with respect to the discrete parameter.To prove theconvergence of the algorithm by Markov chain approximation method,a tangency problem might arise.A common approach uses certain conditions to avoid the tangency problem.Here,by modifying thevalue function,it is demonstrated that the tangency problem will not arise in the sense of convergencein probability and in L~1.In addition,controlled diffusions with a discount factor is also treated.     

DISTRIBUTED FINITE-TIME χ-CONSENSUS ALGORITHMS FOR MULTI-AGENT SYSTEMS WITH VARIABLE COUPLING TOPOLOGY

<正> This paper considers finite-time χ-consensus problem for a multi-agent system with firstorderindividual dynamics and switching interaction topologies.Several distributed finite-time consensusrules are constructed for multi-agent dynamics in a unified way with the help of Lyapunovfunction and graph theory as well as homogeneity.Time-invariant non-smooth forms of finite-timeneighbor-based controllers are proposed and a numerical example is shown for illustration.     

Systematic design of single carrier overlap frequency domain equalization

<正> This paper proposes a systematic design method of overlap frequency domain equalization(FDE) for single carrier (SC) transmission without a guard interval (GI).Based on the analysis of signal-to-interference-plus-noise ratio (SINR) of the equalizer output for each symbol,the authors adaptivelydetermine the block of the overlap FDE,where the block is defined as a set of symbols at the equalizeroutput with sufficiently low error rate,for a certain fixed sliding window size,which corresponds toa fast Fourier transform (FFT) window size.The proposed method takes advantage of the fact thatthe utility part of the equalized signal is localized around the center of the FFT window.In addition,the authors also propose to adjust the block size in order to control the computational complexity ofthe equalization per processed sample associating with the average bit error rate (BER) of the system.Simulation results show that the proposed scheme can achieve comparable BER performance to theconventional SC-FDE scheme with sufficient GI insertion for both the coded and uncoded cases withvarious modulation levels,while requiring lower computational complexity compared to the SC overlapFDE transmission with the fixed block.     

Coordinating pricing and inventory decisions in a bounded production system with uncertain yield

Most inventory researches assume that production level can fluctuate arbitrarily. However, large fluctuation of the production level in many firms may be much costly. This paper addresses the coordinating pricing and inventory control problem in a bounded production system with uncertain yield, in which the production level is constrained between a maximum and minimum level in each period and the price can be adjusted dynamically. We show that the optimal policy is the interval base-stock-list-price policy. Also, we study the impact of the production bounds and uncertainty of the yield on the production system. Numerical experiments are also performed to study the impact of parameters on the system.     

The M/PH/1 queue with working vacations and vacation interruption

We study an M/PH/1 queue with phase type working vacation and vacation interruption where the vacation time follows a phase type distribution. The server serves the customers at a lower rate in a vacation period. The server comes back to the regular busy period at a service completion without completing the vacation. Such policy is called vacation interruption. In terms of quasi birth and death process and matrix-geometric solution method, we obtain the stationary queue length distribution. Moreover we obtain the conditional stochastic decomposition structures of queue length and waiting time when the service time distribution in the regular busy period is exponential.     

Clustering patents using non-exhaustive overlaps

Patent documents are unique external sources of information that reveal the core technology underlying new inventions.Patents also serve as a strategic data source that can be mined to discover state-of-the-art technical development and subsequently help guide R&D investments.This research incorporates an ontology schema to extract and represent patent concepts.A clustering algorithm with non-exhaustive overlaps is proposed to overcome deficiencies with exhaustive clustering methods used in patent mining and technology discovery.The non-exhaustive clustering approach allows for the clustering of patent documents with overlapping technical findings and claims,a feature that enables the grouping of patents that define related key innovations.Legal advisors can use this approach to study potential cases of patent infringement or devise strategies to avoid litigation.The case study demonstrates the use of non-exhaustive overlaps algorithm by clustering US and Japan radio frequency identification (RFID) patents and by analyzing the legal implications of automated discovery of patent infringement.     

Assessment of the uncertainties in temperature change in China during the last century

We have used the China Homogenized Historic Temperature dataset and some long-term station series of the neighbor countries from CRUTEM3, a 5°×5° gridded dataset of monthly mean temperature since 1900, to provide a 107-year record of surface tem-perature trends and variability. We derived a comprehensive set of uncertainty estimates to accompany the data: measurement and sampling errors, uncertainties in temperature bias estimates, and uncertainties arising from limited observational coverage on large-scale averages have all been estimated. We reanalysed the temperature changes during the period of record. The best estimates of trends for 1900–2006 with uncertainties at 95% confidence range are about 0.09±0.017°C/decade for the year as a whole, and 0.14±0.021°C/decade, 0.11±0.021°C/decade, 0.04±0.017°C/decade, and 0.07±0.017°C/decade for winter, spring, summer and autumn respectively. For 1954–2006, the trends for annual, winter, spring, summer and autumn are: 0.26±0.032°C/decade, 0.35±0.046°C/decade, 0.25±0.051°C/decade, 0.16±0.037°C/decade and 0.22±0.055°C/decade. Winter saw the most significant warming trend in both 1900–2006 and 1954–2006, while during the most recent period (the satellite era, 1979–2006), all the seasons show similar warming trends: 0.45±0.13°C/decade, 0.51±0.11°C/decade, 0.52±0.16°C/decade, 0.37±0.10°C/decade and 0.50±0.16°C/decade for annual, winter, spring, summer and autumn. Trends arising from urbanization have been evaluated as less than 5% of the total warming trend for 1951–2001, so this bias was not removed.     

Mapping of genetic modifiers of <Emphasis Type="Italic">Plcd1</Emphasis> in scant hair mice (<Emphasis Type="Italic">snthr</Emphasis><Superscript><Emphasis Type="Italic">1Bao</Emphasis></Superscript>)

The scant hair mutant mouse (locus symbol: snthr ^1Bao ) is a recessive mutation that originated in an ethylnitrosourea chemical carcinogenesis study using the DBA/2J inbred strain. The gene responsible for the mutation was previously determined to be phospholipase C, delta 1 (Plcd1; mutant allele symbol Plcd1 ^snthr1Bao ). To map the modifiers of Plcd1, an intercross (DBA/2J-snthr ^1Bao /snthr ^1Bao × C57BL/6J+/+) was conducted. The F2 mutant progeny exhibited a variety of alopecia phenotypes; all F2 mutants (n=507) were classified into 3 groups (mild, moderate, and severe alopecia) and genotyped based on 96 microsatellites. A major QTL was identified on mouse chromosome (mChr) 15 at 12 cM with an LOD score greater than 7 (P < 0.0001). Three minor QTLs were detected on mChr 2, 5, and 7 at 40, 84 and 48 cM, respectively. The QTLs on mChr 7 and 15 were associated with minor alopecia while the QTLs on mChr 2 and 5 were associated with moderate to severe alopecia. No antagonistic or synergistic effects among or between the 4 QTLs were found. Integrating the functions of the 4 potential regulatory QTLs and mutant Plcd1 ^snthr1Bao , we found that these QTLs might contribute to variations of scant hair severity by altering the Ca²⁺ signal pathways in mouse skin.     

Solvothermal synthesis and ferromagnetic property of bamboo-shoot-like oriented carbon micromaterials

Bamboo-shoot-like oriented carbon micromaterials (BOCMs) were synthesized by a solvothermal method at 450°C for 4 h using deoiled asphalt (DOA) as carbon source, toluene as solvent, ferrocene as catalyst precursor and amphiphilic triblock copolymer P123 as surfactant. The morphology and structure of the products were characterized by X-ray diffraction, field emission scanning electron microscopy, high resolution transmission electron microscopy and Fourier transform infrared spectroscopy. The results reveal that the obtained products have good distribution with uniform diameters of about 0.5 μm and the lengths of 1–1.5μm, and hydrogen-carbon bonds are observed on the surface of BOCMs. The growth mechanism of BOCMs is discussed, in which that the catalysis of ferrocene and the dispersion and assembly of the aromatic molecules of DOA directed by P123 are critical to the formation of the BOCMs. The coercivity value (231.91 Oe) from the measurement of a vibrating sample magnetometer shows that the BOCMs have an obvious ferromagnetic behavior.