线性划分问题的一个改进算法

给定一个由n个非负数构成的序列X={x1,x2,…,xn}及正整数k≤n,线性划分问题要求将该序列划分为不大于k段子序列,使得最小化各段子序列元素之和为最大值。目前已知该问题的最好算法是时间复杂度为O(kn2)和空间复杂度为O(kn)的动态规划算法。利用非负数序列的性质,给出一个快速改进算法,其时间复杂度为O(knlogn),空间复杂度为O(n)。

Local Partial Least Squares Based Online Soft Sensing Method for Multi-output Processes with Adaptive Process States Division

Local learning based soft sensing methods succeed in coping with time-varying characteristics of processes as well as nonlinearities in industrial plants. In this paper, a local partial least squares based soft sensing method for multi-output processes is proposed to accomplish process states division and local model adaptation,which are two key steps in development of local learning based soft sensors. An adaptive way of partitioning process states without redundancy is proposed based on F-test, where unique local time regions are extracted.Subsequently, a novel anti-over-fitting criterion is proposed for online local model adaptation which simultaneously considers the relationship between process variables and the information in labeled and unlabeled samples. Case study is carried out on two chemical processes and simulation results illustrate the superiorities of the proposed method from several aspects.

Stability analysis for natural slope by kinematical approach

The stability of natural slope was analyzed on the basis of limit analysis. The sliding model of a kind of natural slope was presented. A new kinematically admissible velocity field for the new sliding model was constructed. The stability factor formulation by the upper bound theorem leads to a classical nonlinear programming problem, when the external work rate and internal energy dissipation were solved, and the constraint condition of the programming problem was given. The upper bound optimization problem can be solved efficiently by applying a nonlinear SQP algorithm, and stability factor was obtained, which agrees well with previous achievements.

Optimization of Portfolio of Stocks at ZSE through the Analysis of Historical Data

Decision-making of investors at the stock exchange can be based on the fundamental indicators of stocks, on the technical indicators, or can exist as a combination of these two methods. The paper gives emphasis to the domain of technical analysis. In the broader sense the technical analysis enables the dynamics of the expected future values of the shares estimation. This can be performed on the basis of the data on historical trends of the revenues, profits and other indicators from the balance sheet, but also on the basis of historical data on changes in the values of the shares. Companies generally belong to the different sectors that have different presumptions of development resulting from the global market trends, technology and other characteristic. Processing of historical data values of the outstanding shares of the Zagreb Stock Exchange （ZSE） is origination of this research. Investors are interested to know the estimation of future returns for the stocks as well as the size of the risk associated with the expected returns. Research task in this paper is finding the optimal portfolio at the ZSE based on the concept of dominant portfolio by Markowitz approach. The portfolio is created by solving non-linear programming problem using the common software tools. The results of obtained optimal portfolios contain relevant conclusions about the specifics of the shares as well as the characteristics of the industrial sectors but also provide a further knowledge about diverse sectors treatment at the stock exchange in a multi-year period.

VIABILITY CRITERIA FOR DIFFERENTIAL INCLUSIONS

A method of verifying the viability criterion at a given point for a region with nonsmooth boundary, which is expressed by a quasidifferentiabl function, under a differential inclusion which is a convex hull of finitely many functions, is proposed. By this method, determining the viability is transformed into solving a number of systems of linear inequalities, or equivalently solving a number of linear programming problems. For the other differential inclusion, called the generalized convex process, it is shown that viability condition holds for a polytope if and only if it holds at all of its vertices. This result is an extension of corresponding one for a linear control system.