A decomposition procedure for convex quadratic programs

This article deals with the solution of convex quadratic programs by iteratively solving a master problem and a subproblem as proposed previously by Sacher. The approach has the advantage that the subproblems are linear programs so that advantage can be taken of existing schemes for solving large linear problems. At each step in solving the master problem, a closed-form solution can be specified so that the procedure is well suited for solving large quadratic programs and can take advantage of the constraint structure.     

Modeling the performance of a scanning radio communications sensor

A model which allows the prediction of long-term average report rates against an array of radio emitters by a scanning sensor is presented. The model is based on Markov renewal theory.     

Multiple criteria decision making in the USSR: A survey

A brief historical overview of the development of multiple criteria decision making (MCDM) in the USSR during the last fifteen years is presented. Soviet MCDM research is reviewed. Several applications of MCDM methodology in the USSR are described. Long-term trends in the research and application of MCDM in the Soviet Union are discussed.     

The value of observing the condition of a deteriorating machine

We examine a small lot production setting in which a machine may go out of control and begin producing defective units. Traditionally, managers have had to rely upon observations of the quality of the output to determine whether the machine is in or out of control. However, with advances in technology such as vibration analysis, it is increasingly possible to obtain much more accurate information about the state of the machine. In this paper, we model and analyze a deteriorating machine in order to gain insight into the conditions under which investments in such technology are most beneficial. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 790–808, 1999     

An economic selective assembly procedure for two mating components with equal variance

An economic procedure of selective assembly is proposed when a product is composed of two mating components. The major quality characteristic of the product is the clearance between the two components. The components are divided into several classes prior to assembly. The component characteristics are assumed to be independently and normally distributed with equal variance. The procedure is designed so that the proportions of both components in their corresponding classes are the same. A cost model is developed based on a quadratic loss function and methods of obtaining the optimal class limits as well as the optimal number of classes are provided. Formulas for obtaining the proportion of rejection and the unavailability of mating components are also provided. The proposed model is compared with the equal width and the equal area partitioning methods using a numerical example. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 809–821, 1999     

确定车削加工工艺系统刚度的一种实验方法

将工艺系统的弹性变形看成是由平移和弯曲两种变形构成,利用阶梯形工件,可以确定工艺系统的等效刚度。从而为合理地选择加工参数、保证加工质量提供必要的条件。     

由DSP技术实现卡尔曼滤波算法初探

分析了现有机动目标数学模型及其卡尔曼滤波算法,并用数字信号处理器（ＤＳＰ）对１个实际算法进行了实验。实验结果表明,目标机动性能的提高将使坦克火控系统由于采用现行目标运动模型而产生较大的误差。因此,在火控系统中采用其他模型,如自适应模型等,势在必行。同时,对于跟踪精度高,实时计算量大的卡尔曼滤波算法,应用ＤＳＰ技术实现具有良好的发展前景     

带交易费的市场模型和未定权益套期保值

给出了有交易费的且多种股票参与交易的市场模型,并且讨论在此市场模型下的未定权益套期保值问题,在这一模型中,假定仅债券与股票之间有交易,而不同股票之间不直接进行交易以及交易费率是常数。     

有交易费的套期保值未定权益的最小债券价值量

讨论带交易费的多种股票的市场模型中未定权益的套期保值定价问题,提出折算函数作为总资产的一种较为合理的衡量方式,并来刻画套期保值策略,从而,利用鞅方法和折算函数的性质,得到带交易费套期保值未定权益的最小债券价值量结果。     

δ函数在数学建模中的简单应用

讨论了占函数在数学建模中的简单应用,即利用凸函数和测度论,给出一种形式上的离散型随机变量的分布密度函数和点密度表达式,并给出其实际应用的一个例子。