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张文明 《国防科技大学学报》1989,11(4):105-113
文中介绍了多目标联立最佳逼近CAD方法,对各种设计方法的性能作了分析比较,提出了改善途径。程序在IBM-PC/XT微机上运行通过,文中给出了应用线性相位IIR数字滤波器线性规划逼近法设计的低通实例。 相似文献
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一类多目标模糊系数线性规划问题 总被引:2,自引:1,他引:1
讨论了一类所有系数均为模糊数的多目标线性规划问题 .通过对模糊数的比较 ,将模糊多目标线性规划模型转化为清晰的多目标模型 ,并应用一种基于线性隶属函数的模糊规划算法求其协调解 .最后给出了一个数值例子 . 相似文献
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A mathematical formulation of an optimization model designed to select projects for inclusion in an R&D portfolio, subject to a wide variety of constraints (e.g., capital, headcount, strategic intent, etc.), is presented. The model is similar to others that have previously appeared in the literature and is in the form of a mixed integer programming (MIP) problem known as the multidimensional knapsack problem. Exact solution of such problems is generally difficult, but can be accomplished in reasonable time using specialized algorithms. The main contribution of this paper is an examination of two important issues related to formulation of project selection models such as the one presented here. If partial funding and implementation of projects is allowed, the resulting formulation is a linear programming (LP) problem which can be solved quite easily. Several plausible assumptions about how partial funding impacts project value are presented. In general, our examples suggest that the problem might best be formulated as a nonlinear programming (NLP) problem, but that there is a need for further research to determine an appropriate expression for the value of a partially funded project. In light of that gap in the current body of knowledge and for practical reasons, the LP relaxation of this model is preferred. The LP relaxation can be implemented in a spreadsheet (even for relatively large problems) and gives reasonable results when applied to a test problem based on GM's R&D project selection process. There has been much discussion in the literature on the topic of assigning a quantitative measure of value to each project. Although many alternatives are suggested, no one way is universally accepted as the preferred way. There does seem to be general agreement that all of the proposed methods are subject to considerable uncertainty. A systematic way to examine the sensitivity of project selection decisions to variations in the measure of value is developed. It is shown that the solution for the illustrative problem is reasonably robust to rather large variations in the measure of value. We cannot, however, conclude that this would be the case in general. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 18–40, 2001 相似文献
376.
We apply the techniques of response surface methodology (RSM) to approximate the objective function of a two‐stage stochastic linear program with recourse. In particular, the objective function is estimated, in the region of optimality, by a quadratic function of the first‐stage decision variables. The resulting response surface can provide valuable modeling insight, such as directions of minimum and maximum sensitivity to changes in the first‐stage variables. Latin hypercube (LH) sampling is applied to reduce the variance of the recourse function point estimates that are used to construct the response surface. Empirical results show the value of the LH method by comparing it with strategies based on independent random numbers, common random numbers, and the Schruben‐Margolin assignment rule. In addition, variance reduction with LH sampling can be guaranteed for an important class of two‐stage problems which includes the classical capacity expansion model. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 753–776, 1999 相似文献
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We consider a design problem for wastewater treatment systems that considers uncertainty in pollutant concentration levels at water sources. The goal is to optimize the selection of treatment technologies and pipeline connections, so that treated wastewater can achieve specified effluents discharge limits as well as possible. We propose a new two-stage model to optimize a set of guarantee levels, that is, the maximum concentration level of source pollutants for which treated wastewater can be compliant with discharge limits. In the first stage, treatment technologies and pipeline connections are selected. In the second stage, when pollutant concentration levels are revealed, wastewater distribution and mixing are determined. A key attractiveness of the proposed guarantee rate optimization model is that it can be simplified into a single-stage mixed-integer linear program. In our numerical experiments based on real-world pollutants data, the guarantee rate model demonstrates its advantages in terms of computational efficiency, scalability and solution quality, compared with the standard probability maximization model. Finally, the methodology proposed in this paper can also be applied to other two-stage problems under uncertainty with similar uncertainty characteristics. 相似文献
378.
针对几何结构复杂的载体感应磁场计算问题,提出采用面单元和体单元分别对铁磁物体薄壳体结构、非薄壳体结构剖分,并实现了感应磁场的积分方程法计算。球-球体模型解析算例表明,所提方法数值精度可靠,其平均相对误差不超过0.27%;船舶模型仿真算例表明,该方法在单元量规模较小时计算精度较好,体现了方法在载体感应磁场建模方面的优势。将该方法分别应用于潜艇主舱段-设备模型和潜艇主舱段模型磁场计算时,数值结果与实验结果平均相对误差均小于2%,数值和实验结果比较表明,铁磁设备对模型磁场影响显著。仿真和实验算例均表明所提方法可有效应用于载体的感应磁场计算,具有一定的工程实用价值。 相似文献
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支持向量顺序回归机是标准支持向量分类机的一个推广,它是一个凸的二次规划问题。本文根据l1范数与l2范数等价关系和优化问题的对偶原理,把凸的二次规划转化成线性规划。由此提了支持向量顺序回归机的线性规划算法,进一步用数值实验验证了此算法的可行性和有效性。并与支持向量顺序回归机相比,它的运行时间缩短了,而且误差i不超过支持向量顺序回归机; 相似文献