期刊文献+
共找到4篇文章
< 1 >
每页显示 20 50 100
证券组合模型系数的二次规划求解 被引量:5
1
作者 何朝林 王旭 《安徽机电学院学报》 2001年第2期57-61,共5页
首先介绍了证券组合模型系数,认为是二次规划问题,讨论了 Kuhn- Tucker条件,接着在证券组合模型中证券之间的协方差矩阵为正定矩阵及约束为线性约束的条件下,利用 Kuhn- Tucker条件将二次规划问题转为简单的线性问题.由于该线性... 首先介绍了证券组合模型系数,认为是二次规划问题,讨论了 Kuhn- Tucker条件,接着在证券组合模型中证券之间的协方差矩阵为正定矩阵及约束为线性约束的条件下,利用 Kuhn- Tucker条件将二次规划问题转为简单的线性问题.由于该线性问题的互补性,给出 Lemke转轴算法的理论求解过程.最后给出一实例使得对全过程有更清楚的理解.为证券组合投资的最优化提供科学依据和计算方法. 展开更多
关键词 协方差矩阵 二次规划 线性互补问题 KUHN-TUCKER条件 Lemke转轴算法 证券组合模型系数
下载PDF
基于修正Park-Ang模型的圆钢管构件地震损伤评估 被引量:1
2
作者 刘翔 朱南海 陈禄军 《计算力学学报》 CAS CSCD 北大核心 2022年第6期737-745,共9页
为合理评估薄壁圆钢管构件的地震损伤程度,基于Park-Ang地震损伤模型,通过修正相关参数,建立了适用于圆钢管构件的地震损伤模型。利用圆钢管构件在低周反复荷载作用下的骨架曲线,给出了损伤模型中各待定参数的计算方法,在此基础上通过... 为合理评估薄壁圆钢管构件的地震损伤程度,基于Park-Ang地震损伤模型,通过修正相关参数,建立了适用于圆钢管构件的地震损伤模型。利用圆钢管构件在低周反复荷载作用下的骨架曲线,给出了损伤模型中各待定参数的计算方法,在此基础上通过反演构件破坏点损伤因子为1.0时的模型组合系数,并利用曲线拟合法得到模型组合系数与构件轴压比、长细比和径厚比等参数间的关系式,从而建立构件的地震损伤评估模型。结果表明,修正的Park-Ang损伤模型可较好地评估圆钢管构件的损伤程度,构件达到极限破坏时的损伤因子值收敛于1.0且离散性较小,构件的破坏程度可划分为基本完好、轻微与中等破坏、严重破坏和失效破坏,对应的损伤因子界限值分别为0.02,0.41和1.00。 展开更多
关键词 圆钢管 地震损伤模型 损伤评估 模型组合系数 性能水准
下载PDF
Parameter estimation methods in generalized weighted functional mean combining forecasting model
3
作者 万玉成 盛昭瀚 《Journal of Southeast University(English Edition)》 EI CAS 2004年第1期117-121,共5页
A kind of combining forecasting model based on the generalized weighted functional mean is proposed. Two kinds of parameter estimation methods with its weighting coefficients using the algorithm of quadratic programmi... A kind of combining forecasting model based on the generalized weighted functional mean is proposed. Two kinds of parameter estimation methods with its weighting coefficients using the algorithm of quadratic programming are given. The efficiencies of this combining forecasting model and the comparison of the two kinds of parameter estimation methods are demonstrated with an example. A conclusion is obtained, which is useful for the correct application of the above methods. 展开更多
关键词 Forecasting Quadratic programming
下载PDF
Edge detection in the potential field using the correlation coefficients of multidirectional standard deviations 被引量:5
4
作者 徐梦龙 杨长保 +2 位作者 吴燕冈 陈竞一 郇恒飞 《Applied Geophysics》 SCIE CSCD 2015年第1期23-34,120,121,共14页
Most edge-detection methods rely on calculating gradient derivatives of the potential field, a process that is easily affected by noise and is therefore of low stability. We propose a new edge-detection method named c... Most edge-detection methods rely on calculating gradient derivatives of the potential field, a process that is easily affected by noise and is therefore of low stability. We propose a new edge-detection method named correlation coefficient of multidirectional standard deviations(CCMS) that is solely based on statistics. First, we prove the reliability of the proposed method using a single model and then a combination of models. The proposed method is evaluated by comparing the results with those obtained by other edge-detection methods. The CCMS method offers outstanding recognition, retains the sharpness of details, and has low sensitivity to noise. We also applied the CCMS method to Bouguer anomaly data of a potash deposit in Laos. The applicability of the CCMS method is shown by comparing the inferred tectonic framework to that inferred from remote sensing(RS) data. 展开更多
关键词 Edge detection Correlation coefficient multidirectional standard deviation Bouguer anomaly
下载PDF
上一页 1 下一页 到第
使用帮助 返回顶部