The bottleneck analysis of the minimum cost problem for the generalized network (MCPGN) is discussed. The analysis is based on the network simplex algorithm, which gains negative cost graphs by constructing augmented ...The bottleneck analysis of the minimum cost problem for the generalized network (MCPGN) is discussed. The analysis is based on the network simplex algorithm, which gains negative cost graphs by constructing augmented forest structure, then augments flows on the negative cost graphs until the optimal revolution is gained. Bottleneck structure is presented after analyzing the augmented forest structure. The negative cost augmented graphs are constructed with the bottleneck structure. The arcs that block the negative cost augmented graph are the elements of the bottleneck. The bottleneck analysis for the generalized circulation problem, the minimum circulation problem and the circulation problem are discussed respectively as the basal problems, then that for MCPGN is achieved. An example is presented at the end.展开更多
The paper uses the proportion of zero-return days model to analyze stock market synchronous behaviors for 11 sample counties. It is found that the zero-return measure of stock synchronicity is higher for some emerging...The paper uses the proportion of zero-return days model to analyze stock market synchronous behaviors for 11 sample counties. It is found that the zero-return measure of stock synchronicity is higher for some emerging economies than the developed economies though the result is not statistically significant. In addition, panel data analysis indicates somewhat positive and negative correlation between the zero-return measures with the explanatory variables. The findings raise question about the reliability of the proportion of zero-return days measure and its capability to capture stock market synchronous behavior.展开更多
The main aim of this paper is to study the convergence of biquadratic finite element tor the second order problem on anisotropic meshes. By using some novel approaches and techniques, the optimal error estimates are o...The main aim of this paper is to study the convergence of biquadratic finite element tor the second order problem on anisotropic meshes. By using some novel approaches and techniques, the optimal error estimates are obtuined. At the same time, the anisotropic superclose results are also achieved. Furthermore, the numerical results are given to demonstrate our theoretical analysis.展开更多
In this paper,we propose a derivative-free trust region algorithm for constrained minimization problems with separable structure,where derivatives of the objective function are not available and cannot be directly app...In this paper,we propose a derivative-free trust region algorithm for constrained minimization problems with separable structure,where derivatives of the objective function are not available and cannot be directly approximated.At each iteration,we construct a quadratic interpolation model of the objective function around the current iterate.The new iterates are generated by minimizing the augmented Lagrangian function of this model over the trust region.The filter technique is used to ensure the feasibility and optimality of the iterative sequence.Global convergence of the proposed algorithm is proved under some suitable assumptions.展开更多
A problem of a hierarchy structure optimization is considered.Hierarchical structures arewidely used in the Analytic Hierarchy Process,conjoint analysis,and various other methods of multiplecriteria decision making.Th...A problem of a hierarchy structure optimization is considered.Hierarchical structures arewidely used in the Analytic Hierarchy Process,conjoint analysis,and various other methods of multiplecriteria decision making.The problem consists in finding a structure that needs a minimum number ofpair comparisons for a given total number of the alternatives.For an optimal hierarchy,the minimumefforts are needed for eliciting data and synthesizing the local preferences across the hierarchy to getthe global priorities or utilities.Special estimation techniques are developed and numerical simulationsperformed.Analytical and numerical results suggest optimal ways of priority evaluations for practicalmanagerial decisions in a complex environment.展开更多
基金Supported by the National Natural Science Foundation of China (No. 60174046).
文摘The bottleneck analysis of the minimum cost problem for the generalized network (MCPGN) is discussed. The analysis is based on the network simplex algorithm, which gains negative cost graphs by constructing augmented forest structure, then augments flows on the negative cost graphs until the optimal revolution is gained. Bottleneck structure is presented after analyzing the augmented forest structure. The negative cost augmented graphs are constructed with the bottleneck structure. The arcs that block the negative cost augmented graph are the elements of the bottleneck. The bottleneck analysis for the generalized circulation problem, the minimum circulation problem and the circulation problem are discussed respectively as the basal problems, then that for MCPGN is achieved. An example is presented at the end.
文摘The paper uses the proportion of zero-return days model to analyze stock market synchronous behaviors for 11 sample counties. It is found that the zero-return measure of stock synchronicity is higher for some emerging economies than the developed economies though the result is not statistically significant. In addition, panel data analysis indicates somewhat positive and negative correlation between the zero-return measures with the explanatory variables. The findings raise question about the reliability of the proportion of zero-return days measure and its capability to capture stock market synchronous behavior.
基金The research is supported by National Science Foundation of China under Grant No.10371113Foundation of Overseas Scholar of China under Grant No.(2002)119the Project of the Creative Engineering of Henan Province of China.
文摘The main aim of this paper is to study the convergence of biquadratic finite element tor the second order problem on anisotropic meshes. By using some novel approaches and techniques, the optimal error estimates are obtuined. At the same time, the anisotropic superclose results are also achieved. Furthermore, the numerical results are given to demonstrate our theoretical analysis.
基金supported by National Natural Science Foundation of China (Grant Nos. 11071122 and 11171159)the Specialized Research Fund of Doctoral Program of Higher Education of China (Grant No. 20103207110002)
文摘In this paper,we propose a derivative-free trust region algorithm for constrained minimization problems with separable structure,where derivatives of the objective function are not available and cannot be directly approximated.At each iteration,we construct a quadratic interpolation model of the objective function around the current iterate.The new iterates are generated by minimizing the augmented Lagrangian function of this model over the trust region.The filter technique is used to ensure the feasibility and optimality of the iterative sequence.Global convergence of the proposed algorithm is proved under some suitable assumptions.
文摘A problem of a hierarchy structure optimization is considered.Hierarchical structures arewidely used in the Analytic Hierarchy Process,conjoint analysis,and various other methods of multiplecriteria decision making.The problem consists in finding a structure that needs a minimum number ofpair comparisons for a given total number of the alternatives.For an optimal hierarchy,the minimumefforts are needed for eliciting data and synthesizing the local preferences across the hierarchy to getthe global priorities or utilities.Special estimation techniques are developed and numerical simulationsperformed.Analytical and numerical results suggest optimal ways of priority evaluations for practicalmanagerial decisions in a complex environment.