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Optimal Portfolio Selection with Delay under the Framework of Uncertainty Theory
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作者 Jun Long Sanyun Zeng 《Journal of Applied Mathematics and Physics》 2023年第10期2848-2870,共23页
This study focuses on investigating the optimal investment strategy for an optimization problem with delay using the uncertainty theory. The financial market is composed of a risk-free asset and a risk asset with an u... This study focuses on investigating the optimal investment strategy for an optimization problem with delay using the uncertainty theory. The financial market is composed of a risk-free asset and a risk asset with an uncertain price process described by an uncertain differential equation. An optimization problem is assumed that its objective is a nonlinear function of decision variable. By deriving the equation of optimality, an analytical solution is obtained for the optimal delay investment strategy, and the optimal delay value function. Finally, an economic analysis and numerical sensitivity analysis are conducted to evaluate the research results. 展开更多
关键词 DELAY Uncertainty Theory Equation of optimality optimal Value Function optimal Investment Strategy
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Interface Design and Functional Optimization of Chinese Learning Apps Based on User Experience
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作者 Qihui Hong Jialing Hu Nianxiu Fang 《教育技术与创新》 2024年第2期59-78,共20页
This research paper investigates the interface design and functional optimization of Chinese learning apps through the lens of user experience.With the increasing popularity of Chinese language learning apps in the er... This research paper investigates the interface design and functional optimization of Chinese learning apps through the lens of user experience.With the increasing popularity of Chinese language learning apps in the era of rapid mobile internet development,users'demands for enhanced interface design and interaction experience have grown significantly.The study aims to explore the influence of user feedback on the design and functionality of Chinese learning apps,proposing optimization strategies to improve user experience and learning outcomes.By conducting a comprehensive literature review,utilizing methods such as surveys and user interviews for data collection,and analyzing user feedback,this research identifies existing issues in the interface design and interaction experience of Chinese learning apps.The results present user opinions,feedback analysis,identified problems,improvement directions,and specific optimization strategies.The study discusses the potential impact of these optimization strategies on enhancing user experience and learning outcomes,compares findings with previous research,addresses limitations,and suggests future research directions.In conclusion,this research contributes to enriching the design theory of Chinese learning apps,offering practical optimization recommendations for developers,and supporting the continuous advancement of Chinese language learning apps. 展开更多
关键词 Chinese Learning Apps User Experience Interface Design Functional Optimization
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An Improved Harris Hawk Optimization Algorithm
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作者 GuangYa Chong Yongliang YUAN 《Mechanical Engineering Science》 2024年第1期21-25,共5页
Aiming at the problems that the original Harris Hawk optimization algorithm is easy to fall into local optimum and slow in finding the optimum,this paper proposes an improved Harris Hawk optimization algorithm(GHHO).F... Aiming at the problems that the original Harris Hawk optimization algorithm is easy to fall into local optimum and slow in finding the optimum,this paper proposes an improved Harris Hawk optimization algorithm(GHHO).Firstly,we used a Gaussian chaotic mapping strategy to initialize the positions of individuals in the population,which enriches the initial individual species characteristics.Secondly,by optimizing the energy parameter and introducing the cosine strategy,the algorithm's ability to jump out of the local optimum is enhanced,which improves the performance of the algorithm.Finally,comparison experiments with other intelligent algorithms were conducted on 13 classical test function sets.The results show that GHHO has better performance in all aspects compared to other optimization algorithms.The improved algorithm is more suitable for generalization to real optimization problems. 展开更多
关键词 Harris Hawk optimization algorithm chaotic mapping cosine strategy function optimization
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Detailed string stability analysis for bi-directional optimal velocity model 被引量:1
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作者 郑亮 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第4期1563-1573,共11页
The class of bi-directional optimal velocity models can describe the bi-directional looking effect that usually exists in the reality and is even enhanced with the development of the connected vehicle technologies. It... The class of bi-directional optimal velocity models can describe the bi-directional looking effect that usually exists in the reality and is even enhanced with the development of the connected vehicle technologies. Its combined string stability condition can be obtained through the method of the ring-road based string stability analysis. However, the partial string stability about traffic fluctuation propagated backward or forward was neglected, which will be analyzed in detail in this work by the method of transfer function and its H∞ norm from the viewpoint of control theory. Then, through comparing the conditions of combined and partial string stabilities, their relationships can make traffic flow be divided into three distinguishable regions, displaying various combined and partial string stability performance. Finally, the numerical experiments verify the theoretical results and find that the final displaying string stability or instability performance results from the accumulated and offset effects of traffic fluctuations propagated from different directions. 展开更多
关键词 traffic flow string stability optimal velocity model linearized stability theory transfer function
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Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
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作者 CHEN Zhi-ping HAN You-pan Department of Scientific Computing and Applied Software, Faculty of Science, Xi’an Jiaotong University, Xi’an 710049, China 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2010年第4期391-399,共9页
To properly describe and solve complex decision problems, research on theoretical properties and solution of mixed-integer quadratic programs is becoming very important. We establish in this paper different Lipschitz-... To properly describe and solve complex decision problems, research on theoretical properties and solution of mixed-integer quadratic programs is becoming very important. We establish in this paper different Lipschitz-type continuity results about the optimal value function and optimal solutions of mixed-integer parametric quadratic programs with parameters in the linear part of the objective function and in the right-hand sides of the linear constraints. The obtained results extend some existing results for continuous quadratic programs, and, more importantly, lay the foundation for further theoretical study and corresponding algorithm analysis on mixed-integer quadratic programs. 展开更多
关键词 MIXED-INTEGER quadratic program optimal value function optimal solution.
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Derivation of Optimal Global Equalization Function with Variable Size Block Based Local Contrast Enhancement
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作者 Ralph Oyini Mbouna Young-joon HAN 《Journal of Measurement Science and Instrumentation》 CAS 2010年第4期334-337,共4页
A conventional global contrast enhancement is difficult to apply in various images because image quality and contrast enhancement are dependent on image characteristics largely. And a local contrast enhancement not on... A conventional global contrast enhancement is difficult to apply in various images because image quality and contrast enhancement are dependent on image characteristics largely. And a local contrast enhancement not only causes a washed-out effect, but also blocks. To solve these drawbacks, this paper derives an optimal global equalization function with variable size block based local contrast enhancement. The optimal equalization function makes it possible to get a good quality image through the global contrast enhancement. The variable size block segmentation is firstly exeoated using intensity differences as a measure of similarity. In the second step, the optimal global equalization function is obtained from the enhanced contrast image having variable size blocks. Conformed experiments have showed that the proposed algorithm produces a visually comfortable result image. 展开更多
关键词 global oontrast enhancement local contrast enhancement optimal equalization function block segmentation variable size block
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THEOREMS OF PEANO'S TYPE FOR BIVARIATE FUNCTIONS AND OPTIMAL RECOVERY OF LINEAR FUNCTIONALS
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作者 N.K. Dicheva (University of Architecture, Bulgaria) 《Analysis in Theory and Applications》 2001年第3期43-53,共11页
The best recovery of a linear functional Lf, f=f(x,y), on the basis of given linear functionals L jf,j=1,2,...,N in a sense of Sard has been investigated, using analogy of Peano's theorem. The best recovery of a ... The best recovery of a linear functional Lf, f=f(x,y), on the basis of given linear functionals L jf,j=1,2,...,N in a sense of Sard has been investigated, using analogy of Peano's theorem. The best recovery of a bivariate function by given scattered data has been obtained in a simple analytical form as a special case. 展开更多
关键词 Ky THEOREMS OF PEANO’S TYPE FOR BIVARIATE FUNCTIONS AND optimal RECOVERY OF LINEAR FUNCTIONALS
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OPTIMAL ERROR BOUNDS FOR THE CUBIC SPLINE INTERPOLATION OF LOWER SMOOTH FUNCTIONS(1)
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作者 Ye Maodong Zhejiang University,China 《Analysis in Theory and Applications》 1993年第4期46-54,共9页
In this paper,the kernel of the cubic spline interpolation is given.An optimal error bound for the cu- bic spline interpolation of lower smooth functions is obtained.
关键词 AS optimal ERROR BOUNDS FOR THE CUBIC SPLINE INTERPOLATION OF LOWER SMOOTH FUNCTIONS 十义 义人
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Hybrid Power Bank Deployment Model for Energy Supply Coverage Optimization in Industrial Wireless Sensor Network
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作者 Hang Yang Xunbo Li Witold Pedrycz 《Intelligent Automation & Soft Computing》 SCIE 2023年第8期1531-1551,共21页
Energy supply is one of the most critical challenges of wireless sensor networks(WSNs)and industrial wireless sensor networks(IWSNs).While research on coverage optimization problem(COP)centers on the network’s monito... Energy supply is one of the most critical challenges of wireless sensor networks(WSNs)and industrial wireless sensor networks(IWSNs).While research on coverage optimization problem(COP)centers on the network’s monitoring coverage,this research focuses on the power banks’energy supply coverage.The study of 2-D and 3-D spaces is typical in IWSN,with the realistic environment being more complex with obstacles(i.e.,machines).A 3-D surface is the field of interest(FOI)in this work with the established hybrid power bank deployment model for the energy supply COP optimization of IWSN.The hybrid power bank deployment model is highly adaptive and flexible for new or existing plants already using the IWSN system.The model improves the power supply to a more considerable extent with the least number of power bank deployments.The main innovation in this work is the utilization of a more practical surface model with obstacles and training while improving the convergence speed and quality of the heuristic algorithm.An overall probabilistic coverage rate analysis of every point on the FOI is provided,not limiting the scope to target points or areas.Bresenham’s algorithm is extended from 2-D to 3-D surface to enhance the probabilistic covering model for coverage measurement.A dynamic search strategy(DSS)is proposed to modify the artificial bee colony(ABC)and balance the exploration and exploitation ability for better convergence toward eliminating NP-hard deployment problems.Further,the cellular automata(CA)is utilized to enhance the convergence speed.The case study based on two typical FOI in the IWSN shows that the CA scheme effectively speeds up the optimization process.Comparative experiments are conducted on four benchmark functions to validate the effectiveness of the proposed method.The experimental results show that the proposed algorithm outperforms the ABC and gbest-guided ABC(GABC)algorithms.The results show that the proposed energy coverage optimization method based on the hybrid power bank deployment model generates more accurate results than the results obtained by similar algorithms(i.e.,ABC,GABC).The proposed model is,therefore,effective and efficient for optimization in the IWSN. 展开更多
关键词 Industrial wireless sensor network hybrid power bank deployment model:energy supply coverage optimization artificial bee colony algorithm radio frequency numerical function optimization
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A New Evolutionary Algorithm for Function Optimization 被引量:37
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作者 GUO Tao, KANG Li shan State Key Laboratory of Software Engineering, Wuhan University,Wuhan 430072, China 《Wuhan University Journal of Natural Sciences》 CAS 1999年第4期409-414,共6页
A new algorithm based on genetic algorithm(GA) is developed for solving function optimization problems with inequality constraints. This algorithm has been used to a series of standard test problems and exhibited good... A new algorithm based on genetic algorithm(GA) is developed for solving function optimization problems with inequality constraints. This algorithm has been used to a series of standard test problems and exhibited good performance. The computation results show that its generality, precision, robustness, simplicity and performance are all satisfactory. 展开更多
关键词 Key words evolutionary algorithm function optimization problem inequality constraints
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Ant colony optimization algorithm and its application to Neuro-Fuzzy controller design 被引量:11
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作者 Zhao Baojiang Li Shiyong 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2007年第3期603-610,共8页
An adaptive ant colony algorithm is proposed based on dynamically adjusting the strategy of updating trail information. The algorithm can keep good balance between accelerating convergence and averting precocity and s... An adaptive ant colony algorithm is proposed based on dynamically adjusting the strategy of updating trail information. The algorithm can keep good balance between accelerating convergence and averting precocity and stagnation. The results of function optimization show that the algorithm has good searching ability and high convergence speed. The algorithm is employed to design a neuro-fuzzy controller for real-time control of an inverted pendulum. In order to avoid the combinatorial explosion of fuzzy rules due tσ multivariable inputs, a state variable synthesis scheme is employed to reduce the number of fuzzy rules greatly. The simulation results show that the designed controller can control the inverted pendulum successfully. 展开更多
关键词 neuro-fuzzy controller ant colony algorithm function optimization genetic algorithm inverted pen-dulum system.
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Adaptive immune-genetic algorithm for global optimization to multivariable function 被引量:9
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作者 Dai Yongshou Li Yuanyuan +2 位作者 Wei Lei Wang Junling Zheng Deling 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2007年第3期655-660,共6页
An adaptive immune-genetic algorithm (AIGA) is proposed to avoid premature convergence and guarantee the diversity of the population. Rapid immune response (secondary response), adaptive mutation and density opera... An adaptive immune-genetic algorithm (AIGA) is proposed to avoid premature convergence and guarantee the diversity of the population. Rapid immune response (secondary response), adaptive mutation and density operators in the AIGA are emphatically designed to improve the searching ability, greatly increase the converging speed, and decrease locating the local maxima due to the premature convergence. The simulation results obtained from the global optimization to four multivariable and multi-extreme functions show that AIGA converges rapidly, guarantees the diversity, stability and good searching ability. 展开更多
关键词 immune-genetic algorithm function optimization hyper-mutation density operator.
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A novel particle swarm optimizer without velocity:Simplex-PSO 被引量:5
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作者 肖宏峰 谭冠政 《Journal of Central South University》 SCIE EI CAS 2010年第2期349-356,共8页
A simplex particle swarm optimization(simplex-PSO) derived from the Nelder-Mead simplex method was proposed to optimize the high dimensionality functions.In simplex-PSO,the velocity term was abandoned and its referenc... A simplex particle swarm optimization(simplex-PSO) derived from the Nelder-Mead simplex method was proposed to optimize the high dimensionality functions.In simplex-PSO,the velocity term was abandoned and its reference objectives were the best particle and the centroid of all particles except the best particle.The convergence theorems of linear time-varying discrete system proved that simplex-PSO is of consistent asymptotic convergence.In order to reduce the probability of trapping into a local optimal value,an extremum mutation was introduced into simplex-PSO and simplex-PSO-t(simplex-PSO with turbulence) was devised.Several experiments were carried out to verify the validity of simplex-PSO and simplex-PSO-t,and the experimental results confirmed the conclusions:(1) simplex-PSO-t can optimize high-dimension functions with 200-dimensionality;(2) compared PSO with chaos PSO(CPSO),the best optimum index increases by a factor of 1×102-1×104. 展开更多
关键词 Nelder-Mead simplex method particle swarm optimizer high-dimension function optimization convergence analysis
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Two-Phase Genetic Algorithm Applied in the Optimization of Multi-Modal Function 被引量:5
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作者 Huang Yu-zhen, Kang Li-shan,Zhou Ai-minState Key Laboratory of Software Engineering, Wuhan University, Wuhan 430072, Hubei,China 《Wuhan University Journal of Natural Sciences》 CAS 2003年第S1期259-264,共6页
This paper presents a two-phase genetic algorithm (TPGA) based on the multi- parent genetic algorithm (MPGA). Through analysis we find MPGA will lead the population' s evol vement to diversity or convergence accor... This paper presents a two-phase genetic algorithm (TPGA) based on the multi- parent genetic algorithm (MPGA). Through analysis we find MPGA will lead the population' s evol vement to diversity or convergence according to the population size and the crossover size, so we make it run in different forms during the global and local optimization phases and then forms TPGA. The experiment results show that TPGA is very efficient for the optimization of low-dimension multi-modal functions, usually we can obtain all the global optimal solutions. 展开更多
关键词 optimization of multi-modal function genetic algorithm global optimization local optimization
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A Parallel Global-Local Mixed Evolutionary Algorithm for Multimodal Function Optimization Based on Domain Decomposition 被引量:4
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作者 Wu Zhi-jian, Tang Zhi-long,Kang Li-shanState Key Laboratory of Software Engineering, Wuhan University, Wuhan 430072, Hubei, China 《Wuhan University Journal of Natural Sciences》 CAS 2003年第S1期253-258,共6页
This paper presents a parallel two-level evolutionary algorithm based on domain decomposition for solving function optimization problem containing multiple solutions. By combining the characteristics of the global sea... This paper presents a parallel two-level evolutionary algorithm based on domain decomposition for solving function optimization problem containing multiple solutions. By combining the characteristics of the global search and local search in each sub-domain, the former enables individual to draw closer to each optima and keeps the diversity of individuals, while the latter selects local optimal solutions known as latent solutions in sub-domain. In the end, by selecting the global optimal solutions from latent solutions in each sub-domain, we can discover all the optimal solutions easily and quickly. 展开更多
关键词 function optimization GT algorithm GLME algorithm evolutionary algorithm domain decomposition
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Variations of Snow Temperature and their Influence on Snow Cover Physical Parameters in the Western Tianshan Mountains,China 被引量:3
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作者 CHEN Xia WEI WenShou +1 位作者 LIU MingZhe GU GuangQin 《Journal of Mountain Science》 SCIE CSCD 2011年第6期827-837,共11页
This article discussed about snow temperature variations and their impact on snow cover parameters. Automatic temperature recorders were used to sample at lo-minute intervals at the Tianshan Station for Snow-cover and... This article discussed about snow temperature variations and their impact on snow cover parameters. Automatic temperature recorders were used to sample at lo-minute intervals at the Tianshan Station for Snow-cover and Avalanche Research, Chinese snow temperature Academy of Sciences. lo-layer and the snow cover parameters were measured by the snow property analyzer (Snow Fork) in its Stable period, Interim period and Snow melting period. Results indicate that the amplitude of the diurnal fluctuation in the temperature during Snow melting period is 1.62 times greater than that during Stable period. Time up to the peak temperature at the snow surface lags behind the peak solar radiation by more than 2.5 hours, and lags behind the peak atmospheric temperature by more than 0.2 hours during all three periods. The optimal fitted function of snow temperature profile becomes more complicated from Stable period to Snow melting period. 22 h temperature profiles in Stable period are the optimal fitted by cubic polynomial equation. In Interim period and Snow melting period, temperature profiles are optimal fitted by exponential equation between sunset and sunrise, and by Fourier function when solar radiation is strong. The vertical gradient in the snow temperature reaches its maximum value at the snow surface for three periods. The peak of this maximum value occurs during Stableperiod, and is 4.46 times greater than during Interim period. The absolute value of temperature gradient is lower than 0.1℃ cm-1 for 30 cm beneath snow surface. Snow temperature and temperature gradient in Stable period-Interim period indirectly cause increase (decrease) of snow density mainly by increasing (decreasing) permittivity. While it dramatically increases its water content to change its permittivity and snow density in Snow melting period. 展开更多
关键词 Snow temperature Vertical temperaturegradient optimal fitting function Snow density Western Tianshan Mountains China
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Artificial bee colony algorithm with comprehensive search mechanism for numerical optimization 被引量:5
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作者 Mudong Li Hui Zhao +1 位作者 Xingwei Weng Hanqiao Huang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2015年第3期603-617,共15页
The artificial bee colony (ABC) algorithm is a sim- ple and effective global optimization algorithm which has been successfully applied in practical optimization problems of various fields. However, the algorithm is... The artificial bee colony (ABC) algorithm is a sim- ple and effective global optimization algorithm which has been successfully applied in practical optimization problems of various fields. However, the algorithm is still insufficient in balancing ex- ploration and exploitation. To solve this problem, we put forward an improved algorithm with a comprehensive search mechanism. The search mechanism contains three main strategies. Firstly, the heuristic Gaussian search strategy composed of three different search equations is proposed for the employed bees, which fully utilizes and balances the exploration and exploitation of the three different search equations by introducing the selectivity probability P,. Secondly, in order to improve the search accuracy, we propose the Gbest-guided neighborhood search strategy for onlooker bees to improve the exploitation performance of ABC. Thirdly, the self- adaptive population perturbation strategy for the current colony is used by random perturbation or Gaussian perturbation to en- hance the diversity of the population. In addition, to improve the quality of the initial population, we introduce the chaotic opposition- based learning method for initialization. The experimental results and Wilcoxon signed ranks test based on 27 benchmark func- tions show that the proposed algorithm, especially for solving high dimensional and complex function optimization problems, has a higher convergence speed and search precision than ABC and three other current ABC-based algorithms. 展开更多
关键词 artificial bee colony (ABC) function optimization search strategy population initialization Wilcoxon signed ranks test.
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Dipper Throated Optimization Algorithm for Unconstrained Function and Feature Selection 被引量:4
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作者 Ali E.Takieldeen El-Sayed M.El-kenawy +1 位作者 Mohammed Hadwan Rokaia M.Zaki 《Computers, Materials & Continua》 SCIE EI 2022年第7期1465-1481,共17页
Dipper throated optimization(DTO)algorithm is a novel with a very efficient metaheuristic inspired by the dipper throated bird.DTO has its unique hunting technique by performing rapid bowing movements.To show the effi... Dipper throated optimization(DTO)algorithm is a novel with a very efficient metaheuristic inspired by the dipper throated bird.DTO has its unique hunting technique by performing rapid bowing movements.To show the efficiency of the proposed algorithm,DTO is tested and compared to the algorithms of Particle Swarm Optimization(PSO),Whale Optimization Algorithm(WOA),Grey Wolf Optimizer(GWO),and Genetic Algorithm(GA)based on the seven unimodal benchmark functions.Then,ANOVA and Wilcoxon rank-sum tests are performed to confirm the effectiveness of the DTO compared to other optimization techniques.Additionally,to demonstrate the proposed algorithm’s suitability for solving complex realworld issues,DTO is used to solve the feature selection problem.The strategy of using DTOs as feature selection is evaluated using commonly used data sets from the University of California at Irvine(UCI)repository.The findings indicate that the DTO outperforms all other algorithms in addressing feature selection issues,demonstrating the proposed algorithm’s capabilities to solve complex real-world situations. 展开更多
关键词 Metaheuristic optimization swarmoptimization feature selection function optimization
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Two-parameters quasi-filled function algorithm for nonlinear integer programming 被引量:3
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作者 WANG Wei-xiang SHANG You-lin ZHANG Lian-sheng 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2006年第12期2083-2087,共5页
A quasi-filled function for nonlinear integer programming problem is given in this paper. This function contains two parameters which are easily to be chosen. Theoretical properties of the proposed quasi-filled functi... A quasi-filled function for nonlinear integer programming problem is given in this paper. This function contains two parameters which are easily to be chosen. Theoretical properties of the proposed quasi-filled function are investigated. Moreover, we also propose a new solution algorithm using this quasi-filled function to solve nonlinear integer programming problem in this paper. The examples with 2 to 6 variables are tested and computational results indicated the efficiency and reliability of the pro- posed quasi-filled function algorithm. 展开更多
关键词 Integer programming Local minimizer Global minimizer Filled function Global optimization
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A control method applied to mixed traffic flow for the coupled-map car-following model 被引量:2
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作者 程荣军 韩祥临 +1 位作者 卢兆明 葛红霞 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第3期193-200,共8页
In light of previous work [Phys. Rev. E 60 4000 (1999)], a modified coupled-map car-following model is proposed by considering the headways of two successive vehicles in front of a considered vehicle described by th... In light of previous work [Phys. Rev. E 60 4000 (1999)], a modified coupled-map car-following model is proposed by considering the headways of two successive vehicles in front of a considered vehicle described by the optimal velocity function. The non-jam conditions are given on the basis of control theory. Through simulation, we find that our model can exhibit a better effect as p = 0.65, which is a parameter in the optimal velocity function. The control scheme, which was proposed by Zhao and Gao, is introduced into the modified model and the feedback gain range is determined. In addition, a modified control method is applied to a mixed traffic system that consists of two types of vehicle. The range of gains is also obtained by theoretical analysis. Comparisons between our method and that of Zhao and Gao are carried out, and the corresponding numerical simulation results demonstrate that the temporal behavior of traffic flow obtained using our method is better than that proposed by Zhao and Gao in mixed traffic systems. 展开更多
关键词 traffic flow coupled-map car-following model optimal velocity function feedback control schemesystem
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