Jointly constrained order quantities with all-units discounts

In this article we investigate situations where the buyer is offered discounted price schedules from alternative vendors. Given various discount schedules, the buyer must make the best buying decision under a variety of constraints, such as limited storage space and restricted inventory budgets. Solutions to this problem can be utilized by the buyer to improve profitability. EOQ models for multiple products with all-units discounts are readily solvable in the absence of constraints spanning the products. However, constrained discounted EOQ models lack convenient mathematical properties. Relaxing the product-spanning constraints produces a dual problem that is separable, but lack of convexity and smoothness opens the door for duality gaps. In this research we present a set of algorithms that collectively find the optimal order vector. Finally, we present numerical examples using actual data. to illustrate the application of the algorithms. © 1993 John Wiley & Sons, Inc.     

Duality for quasi-concave programs with application to economics

A duality theory is developed for mathematical programs with strictly quasi-concave objective functions to be maximized over a convex set. This work broadens the duality theory of Rockafellar and Peterson from concave (convex) functions to quasi-concave (quasi-convex) functions. The theory is closely related to the utility theory in economics. An example from economic planning is examined and the solution to the dual program is shown to have the properties normally associated with market prices.     

Quadratic bottleneck problems

We study the quadratic bottleneck problem (QBP) which generalizes several well‐studied optimization problems. A weak duality theorem is introduced along with a general purpose algorithm to solve QBP. An example is given which illustrates duality gap in the weak duality theorem. It is shown that the special case of QBP where feasible solutions are subsets of a finite set having the same cardinality is NP‐hard. Likewise the quadratic bottleneck spanning tree problem (QBST) is shown to be NP‐hard on a bipartite graph even if the cost function takes 0–1 values only. Two lower bounds for QBST are derived and compared. Efficient heuristic algorithms are presented for QBST along with computational results. When the cost function is decomposable, we show that QBP is solvable in polynomial time whenever an associated linear bottleneck problem can be solved in polynomial time. As a consequence, QBP with feasible solutions form spanning trees, s‐t paths, matchings, etc., of a graph are solvable in polynomial time with a decomposable cost function. We also show that QBP can be formulated as a quadratic minsum problem and establish some asymptotic results. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Solving the generalized knapsack problem with variable coefficients

In this article we present methods based on Lagrangian duality and decomposition techniques for the generalized knapsack problem with variable coefficients. The Lagrangian dual is solved with subgradient optimization or interval bisection. We also describe a heuristic that yields primal feasible solutions. Combining the Lagrangian relaxation with a primal (Benders) subproblem yields the subproblem phase in cross decomposition. By using averages in this procedure, we get the new mean-value cross-decomposition method. Finally, we describe how to insert this into a globally convergent generalized Benders decomposition framework, in the case that there is a duality gap. Encouraging computational results for the optimal generating unit commitment problem are presented. © 1996 John Wiley & Sons, Inc.     

一类带有交错扩散影响的拟线性抛物系统

利用对偶性技巧及一系列非线性分析的方法,研究一类带有交错扩散影响的拟线性抛物系统解的整体存在性.     

一类非线性反应扩散控制系统解的整体存在性

研究一类非线性反应扩散控制系统,采用对偶性技巧及Holder不等式方法,得到在Dirichlet边界条件下解的整体存在性.     

A class of continuous nonlinear programming problems with time-delayed constraints

A general class of continuous time nonlinear problems is considered. Necessary and sufficient conditions for the existence of solutions are established and optimal solutions are characterized in terms of a duality theorem. The theory is illustrated by means of an example.     

筛分技术中敏感性参数的筛选和排序

应用求导数的方法筛选敏感性参数,以及应用模糊数学中的二元对比平均法将敏感性参数按敏感度大小排序,为以筛分技术支持修理级别分析作决策时选择主导参数．最后举例验证     

A linear programming approach to geometric programs

A cutting plane method, based on a geometric inequality, is described as a means of solving geometric programs. While the method is applied to the primal geometric program, it is shown to retain the geometric programming duality relationships. Several methods of generating the cutting planes are discussed and illustrated on some example problems.     

球约束凸二次规划的一个算法

针对球约束凸二次规划问题,利用Lagrange对偶将其转化为无约束优化问题,然后运用单纯形法对其求解,获得原问题的最优解。最后,对文中给出的算法给出了论证。     

无源电流放大器的实现及应用

利用对偶原则,将带阻型ＲＣ双Ｔ桥滤波器变换成带通型ＲＣ双Ｔ桥滤波器,其等效电路的部分支路呈现负阻抗特性．利用这种特性实现了无源电流放大．最后给出了两个应用电路     

空气中正方形排列的大声阻抗柱体阵列的声波禁带

采用平面波展开法,分析了一类声阻抗较大的圆柱体正方形周期排列在空气中形成的二维声子晶体声波禁带。数值计算结果表明,在柱体声阻抗远大于基体的条件下,声波禁带与柱体材料及其是否空心无关,而与柱体半径和晶格常数有关。     

同参数估计对偶的自适应控制新算法

把线性系统和非线性系统统一处理,从自适应控制算法与参数估计算法的对偶性出发,提出了自适应控制算法的一种新的统一格式,它改进了已有文献中控制算法的跟踪性能,并在未增加任何条件的情况下,仍然使控制误差一致足够小．     

On fractional programming and equivalence

Under fairly general conditions, a nonlinear fractional program, where the function to be maximized has the form f(x)/g(x), is shown to be equivalent to a nonlinear program not involving fractions. The latter program is not generally a convex program, but there is often a convex program equivalent to it, to which the known algorithms for convex programming may be applied. An application to duality of a fractional program is discussed.     

Bounds for strength-stress interference via mathematical programming

Problems of bounding Pr {X > Y}, when the distribution of X is subject to certain moment conditions and the distribution of Y is known to be of convexconcave type, are treated in the framework of mathematical programming. Juxtaposed are two programming methods; one is based on the notion of weak duality and the other on the geometry of a certain moment space.     

An explicit general solution in linear fractional programming

A complete analysis and explicit solution is presented for the problem of linear fractional programming with interval programming constraints whose matrix is of full row rank. The analysis proceeds by simple transformation to canonical form, exploitation of the Farkas-Minkowki lemma and the duality relationships which emerge from the Charnes-Cooper linear programming equivalent for general linear fractional programming. The formulations as well as the proofs and the transformations provided by our general linear fractional programming theory are here employed to provide a substantial simplification for this class of cases. The augmentation developing the explicit solution is presented, for clarity, in an algorithmic format.     

金融危机视野中的西方马克思热及其启示

在金融危机的汹汹来势中,马克思批判资本主义的巨著《资本论》再次进入欧洲人的视野。既然欧洲政要和民众都在读《资本论》,我们也有必要重温这部巨著,在重新解读中真正认识资本主义的历史性,正确看待资本的两重性等问题,结合实际推动马克思主义中国化的历史进程。     

On the theory of semi-infinite programming and a generalization of the kuhn-tucker saddle point theorem for arbitrary convex functions

We first present a survey on the theory of semi-infinite programming as a generalization of linear programming and convex duality theory. By the pairing of a finite dimensional vector space over an arbitrarily ordered field with a generalized finite sequence space, the major theorems of linear programming are generalized. When applied to Euclidean spaces, semi-infinite programming theory yields a dual theorem associating as dual problems minimization of an arbitrary convex function over an arbitrary convex set in n-space with maximization of a linear function in non-negative variables of a generalized finite sequence space subject to a finite system of linear equations. We then present a new generalization of the Kuhn-Tucker saddle-point equivalence theorem for arbitrary convex functions in n-space where differentiability is no longer assumed.     

有初始间隙弹性摩擦接触问题的罚有限元法

针对三维有初始间隙带摩擦的弹性接触问题,提出了一种新的迭代求解方法——罚有限元法。根据接触问题局部非线性的特点,将接触区域的法向非嵌入条件及切向连续性条件作为罚因子引入系统的总势能泛函中,由最小势能原理,得出了求解有初始间隙带摩擦弹性接触问题的罚有限元公式系统。最后通过两个数值算例验证方法的正确性和有效性。     

一种具有遗忘特性的在线学习算法框架

基于凸优化中的对偶理论,提出了一种具有遗忘特性的在线学习算法框架。其中,Hinge函数的Fenchel对偶变换是将基本学习问题由批量学习转化为在线学习的关键。新的算法过程是通过以不同方式提升含有约束变量的对偶问题实现的:(1)梯度提升;(2)贪婪提升。回顾了以往的相关研究工作,并指出了与之的区别与联系。人造数据集和真实数据集上的实验结果证实了算法框架的有效性。算法可以很好地处理数据流中的分类面漂移问题,为设计和分析新的在线学习算法提供了一个新的思路。