The finite time thermodynamic performance of a generalized Carnot cycle, in which the heat transfer between the working fluid and the heat reservoirs obeys the generalized law Q∝( Δ T) m , is studied. The optimal ...The finite time thermodynamic performance of a generalized Carnot cycle, in which the heat transfer between the working fluid and the heat reservoirs obeys the generalized law Q∝( Δ T) m , is studied. The optimal configuration and the fundamental optimal relation between power and efficiency of the cycle are derived. Some special examples are discussed. The results can provide some theoretical guidance for the design a practical engine.展开更多
In this note,new classes of generalized type-I functions are introduced for functions between Banach spaces.These generalized type-I functions are then utilized to establish sufficient optimality conditions and dualit...In this note,new classes of generalized type-I functions are introduced for functions between Banach spaces.These generalized type-I functions are then utilized to establish sufficient optimality conditions and duality results for a vector optimization problem with functions defined on a Banach space.展开更多
In this paper, nonsmooth univex, nonsmooth quasiunivex, and nonsmooth pseudounivex functions are introduced. By utilizing these new concepts, sufficient optimality conditions for a weakly efficient solution of the non...In this paper, nonsmooth univex, nonsmooth quasiunivex, and nonsmooth pseudounivex functions are introduced. By utilizing these new concepts, sufficient optimality conditions for a weakly efficient solution of the nonsmooth multiobjective programming problem are established. Weak and strong duality theorems axe also derived for Mond-Weir type multiobjective dual programs.展开更多
This paper obtains sufficient optimality conditions for a nonlinear nondifferentiable multiobjective semi-infinite programming problem involving generalized(C,α,ρ,d)-convex functions.The authors formulate Mond-Weir-...This paper obtains sufficient optimality conditions for a nonlinear nondifferentiable multiobjective semi-infinite programming problem involving generalized(C,α,ρ,d)-convex functions.The authors formulate Mond-Weir-type dual model for the nonlinear nondifferentiable multiobjective semiinfinite programming problem and establish weak,strong and strict converse duality theorems relating the primal and the dual problems.展开更多
In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares ...In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively.展开更多
This paper introduces some new generalizations of the concept of （~, p）-invexity for non- differentiable locally Lipschitz functions using the tools of Clarke subdifferential. These functions are used to derive the ...This paper introduces some new generalizations of the concept of （~, p）-invexity for non- differentiable locally Lipschitz functions using the tools of Clarke subdifferential. These functions are used to derive the necessary and sufficient optimality conditions for a class of nonsmooth semi-infinite minmax programming problems, where set of restrictions are indexed in a compact set. Utilizing the sufficient optimality conditions, the authors formulate three types of dual models and establish weak and strong duality results. The results of the paper extend and unify naturally some earlier results from the literature.展开更多
There are two methods on option pricing, no-arbitrage and equilibrium analysis. We construct a simple economy with continuous consumption, in which we “endogenize” the stochastic process of prices in the option pric...There are two methods on option pricing, no-arbitrage and equilibrium analysis. We construct a simple economy with continuous consumption, in which we “endogenize” the stochastic process of prices in the option pricing model based on no-arbitrage analysis. With constant relative risk aversion type utility function assumption, we present Merton （1973） option pricing model and find the consistency of the model with a general equilibrium framework. We extend the model to the market with m securities and it turns out similar results.展开更多
文摘The finite time thermodynamic performance of a generalized Carnot cycle, in which the heat transfer between the working fluid and the heat reservoirs obeys the generalized law Q∝( Δ T) m , is studied. The optimal configuration and the fundamental optimal relation between power and efficiency of the cycle are derived. Some special examples are discussed. The results can provide some theoretical guidance for the design a practical engine.
基金Foundation item： Supported by the National Natural Science Foundation of China（60574075） University, engaged in optimization theory and application.
文摘In this note,new classes of generalized type-I functions are introduced for functions between Banach spaces.These generalized type-I functions are then utilized to establish sufficient optimality conditions and duality results for a vector optimization problem with functions defined on a Banach space.
基金supported by the National Natural Science Foundation of China under Grant No.11001287the Natural Science Foundation Project of Chongqing(CSTC 2010BB9254)the Education Committee Project Research Foundation of Chongqing under Grant No.KJ100711
文摘In this paper, nonsmooth univex, nonsmooth quasiunivex, and nonsmooth pseudounivex functions are introduced. By utilizing these new concepts, sufficient optimality conditions for a weakly efficient solution of the nonsmooth multiobjective programming problem are established. Weak and strong duality theorems axe also derived for Mond-Weir type multiobjective dual programs.
文摘This paper obtains sufficient optimality conditions for a nonlinear nondifferentiable multiobjective semi-infinite programming problem involving generalized(C,α,ρ,d)-convex functions.The authors formulate Mond-Weir-type dual model for the nonlinear nondifferentiable multiobjective semiinfinite programming problem and establish weak,strong and strict converse duality theorems relating the primal and the dual problems.
基金Foundation item： the National Natural Science Foundation of China （Nos. 60736047 10671007+2 种基金 60772036） the Foundation of Beijing Jiaotong University （Nos. 2006XM037 2007XM046）.
文摘In this paper,we propose a new biased estimator of the regression parameters,the generalized ridge and principal correlation estimator.We present its some properties and prove that it is superior to LSE(least squares estimator),principal correlation estimator,ridge and principal correlation estimator under MSE(mean squares error) and PMC(Pitman closeness) criterion,respectively.
基金supported by the National Board of Higher Mathematics(NBHM)Department of Atomic Energy,India,under Grant No.2/40(12)/2014/R&D-II/10054
文摘This paper introduces some new generalizations of the concept of （~, p）-invexity for non- differentiable locally Lipschitz functions using the tools of Clarke subdifferential. These functions are used to derive the necessary and sufficient optimality conditions for a class of nonsmooth semi-infinite minmax programming problems, where set of restrictions are indexed in a compact set. Utilizing the sufficient optimality conditions, the authors formulate three types of dual models and establish weak and strong duality results. The results of the paper extend and unify naturally some earlier results from the literature.
文摘There are two methods on option pricing, no-arbitrage and equilibrium analysis. We construct a simple economy with continuous consumption, in which we “endogenize” the stochastic process of prices in the option pricing model based on no-arbitrage analysis. With constant relative risk aversion type utility function assumption, we present Merton （1973） option pricing model and find the consistency of the model with a general equilibrium framework. We extend the model to the market with m securities and it turns out similar results.
