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81.
在将质量货币化从而实现激励目标测度统一的基础上,根据委托代理理论建立了委托人风险中性,代理人风险规避时的多目标激励数学模型,给出了激励系数的表达式,对激励系数与随机变量相关系数之间的关系进行了讨论。 相似文献
82.
Many important problems in Operations Research and Statistics require the computation of nondominated (or Pareto or efficient) sets. This task may be currently undertaken efficiently for discrete sets of alternatives or for continuous sets under special and fairly tight structural conditions. Under more general continuous settings, parametric characterisations of the nondominated set, for example through convex combinations of the objective functions or ε‐constrained problems, or discretizations‐based approaches, pose several problems. In this paper, the lack of a general approach to approximate the nondominated set in continuous multiobjective problems is addressed. Our simulation‐based procedure only requires to sample from the set of alternatives and check whether an alternative dominates another. Stopping rules, efficient sampling schemes, and procedures to check for dominance are proposed. A continuous approximation to the nondominated set is obtained by fitting a surface through the points of a discrete approximation, using a local (robust) regression method. Other actions like clustering and projecting points onto the frontier are required in nonconvex feasible regions and nonconnected Pareto sets. In a sense, our method may be seen as an evolutionary algorithm with a variable population size. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005. 相似文献
83.
一种发动机万有特性曲面拟合的新方法 总被引:2,自引:0,他引:2
通过分析发动机实测试验数据,提出了燃油消耗率同转速和扭矩之间存在类似幂指函数的关系,运用多元回归的方法对发动机的万有特性曲面进行了拟合,对拟合结果用数理统计的方法进行了检验,最后指出对发动机万有特性曲面的拟合采用分段函数进行数值计算,将得到更为精确的结果。 相似文献
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This paper discusses a novel application of mathematical programming techniques to a regression problem. While least squares regression techniques have been used for a long time, it is known that their robustness properties are not desirable. Specifically, the estimators are known to be too sensitive to data contamination. In this paper we examine regressions based on Least‐sum of Absolute Deviations (LAD) and show that the robustness of the estimator can be improved significantly through a judicious choice of weights. The problem of finding optimum weights is formulated as a nonlinear mixed integer program, which is too difficult to solve exactly in general. We demonstrate that our problem is equivalent to a mathematical program with a single functional constraint resembling the knapsack problem and then solve it for a special case. We then generalize this solution to general regression designs. Furthermore, we provide an efficient algorithm to solve the general nonlinear, mixed integer programming problem when the number of predictors is small. We show the efficacy of the weighted LAD estimator using numerical examples. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006 相似文献
89.
We study the problem of multimode scheduling tasks on dedicated processors, with the objective of minimizing the maximum completion time. Each task can be undertaken in one among a set of predefined alternative modes, where each mode specifies a required set of dedicated processors and a processing time. At any time each processor can be used by a single task at most. General precedence constraints exist among tasks, and task preemption is not allowed. The problem consists of assigning a mode and a starting time to each task, respecting processor and precedence constraints, to minimize the time required to complete all tasks. The problem is NP-hard in several particular cases. In previous works, we studied algorithms in which a solution was obtained by means of an iterative procedure that combines mode assignment and sequencing phases separately. In this paper, we present some new heuristics where the decision on the mode assignment is taken on the basis of a partial schedule. Then, for each task, the mode selection and the starting time are chosen simultaneously considering the current processor usage. Different lower bounds are derived from a mathematical formulation of the problem and from a graph representation of a particular relaxed version of the problem. Heuristic solutions and lower bounds are evaluated on randomly generated test problems. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 893–911, 1999 相似文献
90.
基于多目标决策理论武器装备效能综合评估方法 总被引:2,自引:0,他引:2
探讨一种适用范围较大的武器装备效能评估方法。基于多目标决策理论的方法,将武器系统效能评估的量化标尺评价法、模糊评价法、矩阵相乘法(ADC法)和专家评价法等方法结合起来,利用解析的形式,对武器装备的效能评估进行研究,给出了一个综合评价值,能够有效地评估武器装备的效能。这种研究是对量化标尺度量法的扩充。 相似文献