学科分类
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12 个结果
  • 简介:Assetallocationisanimportantissueinfinance,andbothriskandreturnareitsfundamentalingredients.Ratherthanthereturn,themeasureoftheriskiscomplicatedandofcontroversy.Inthispaper,weproposeanappropriateriskmeasurewhichispreciselyaconvexcombinationofmeansemi-deviationandconditionalvalue-at-risk.Basedonthisriskmeasure,investorscantrade-offflexiblybetweenthevolatilityandthelosstotackletheincurringriskbychoosingdifferentconvexcoefficients.Asthepresentedriskmeasurecontainsnonsmoothterm,theassetallocationmodelbasedonitisnonsmooth.Toemploytraditionalgradientalgorithms,wedevelopauniformsmoothapproximationoftheplusfunctionandconvertthemodelintoasmoothone.Finally,anillustrativeempiricalstudyisgiven.Theresultsindicatethatinvestorscancontrolriskefficientlybyadjustingtheconvexcoefficientandtheconfidencelevelsimultaneouslyaccordingtotheirperceptions.Moreover,theeffectivenessofthesmoothingfunctionproposedinthepaperisverified.

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  • 简介:Thearticleisaboutsolvingthelastmiledeliveryprobleminruraltownorvillage.Wewanttotestthedrone’spotentialinparceldelivery.Theobjectivesare1)tointroducetheclusterandtruck-droneintandemdeliverymethod,2)tocomparethenewmethodwiththetraditionalTSPmethodinaspectoftruckrunningdistance,energyusingandtimeoccupation.Theparceldeliverydemandissparse,soitisnotdenseenoughforatrucktocarryondelivery.Wetrytoidentifythebestrouteforthedronetodeliverthegoods.Weusek-meanmethodtocarryonclustering,thenweuseenumerationmethodtofulfillthecentroidsdelivery,whichcomesfromthedepot.Wedesignamodelandcalculatetheenergy,timeanddistancesavingbetweendroneusingmethod(DTSP)andtraditionalTSPmethod.Thedroneattendeddeliverysavestruckdeliverydistance,energyconsumptionandtime.ThetruckrunningdistanceofDTSPmethodsaves91.87%,thetruckrunningdistanceisshortenedfrom189.69kmto15.4252km.TheDTSPmethodsaves90.45%ofenergy.TheDTSPmethodbringsa29.75%cutoffintimeaspectwhentherearetwodroneinrunning.TheresearchintroducestheclusterandTSPcombinationmethod,whichisagoodwaytocarryonlastmiledelivery.Theresultshowsabrightfuturefordronetoattendparceldelivery.Thee-commercecorporationcanapplythismethodinpractice.

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  • 简介:这份报纸处理包含批处理机器的安排问题,它是在文学的也已知的同样平行的batching。介绍混合整数编程明确的表达首先在学习下面为这个问题提供一个高雅的模型。而且,它在到目前为止开发的准确方法的能力以外启用答案到问题例子。以便减轻计算负担,作者建议平衡答案质量和计算时间的基于MIP的启发式的途径。

  • 标签: 并行求解 保险计划 启发式算法 配料 配方 混合整数规划
  • 简介:ThispaperanalyzesthequeuingproblemthatwasexperiencedduringtheShanghaiWorldExpoof2010.Thequeuingproblemwillbediscussedatthreelevels.Thethreelevelsincludethephysical,psychological,andsocialaspectsofthequeuingproblem.Thecollectivebehaviorofvisitorsisstudiedthroughanalyzingtheinformationfromthedifferentsources,suchas,thenetworkofelectroniceyes,theevaluationplatformbasedonmobilephonesystemandtheInternet.Ahybridinformationnetworktechnologyisimplemented.BasedontheWuli-Shili-Renli(WSR)systemmethodology,anewtheoreticalanalysisframeworkforthequeuingproblemisproposed.

  • 标签: 2010年上海世博会 排队服务系统 信息网络技术 排队问题 移动电话系统 系统方法论
  • 简介:Aparallelalgorithmforsolvingblock-diagonalstructuredlargelinearsystemispresented.Thisalgorithmisbasedonthe"gradient-simplex"method.Itpartitionsalargelinearsystemintoseveralsmalllinearsubsystemssothattheycanbesolvedinparallel.Thealgorithmhasthemeritofhighspeedandissuitableforthelargelinearsystemswithlesscouplingconstrains.Theefficiencyandapplicabilityofthemethodisalsoanalyzed.

  • 标签: LINEAR systems PARALLEL algorithm
  • 简介:这篇论文论述一个统一框架非单调凸的联合算法(例如Frank-Wolfe算法)为解决交通任务问题。Globalconvergence结果在温和条件下面被建立。在我们的算法使用的线搜索过程包括非,单调Armijo统治,非单调Goldstein规则和nonmonotoneWolfe统治同样特殊的情况。那么,新算法能被看作常规凸的联合算法的归纳。

  • 标签: 凸组合算法 非单调线性搜索 收敛性 交通分配
  • 简介:perspective-three-point(P3P)的一个完全的答案分类问题被使用Gr给?bner基础方法。P3P问题推出的多项式系统的解决方案空格的结构能被计算全面Gr获得?bner系统。与概括判别式的性质结合定序,作者给明确的条件决定P3P问题的不同真实积极答案的数字。几个例子被提供说明建议条件的有效性。

  • 标签: 全面 Gr ? bner 系统 参量的多项式 perspective-three-point 问题 真实答案
  • 简介:Thispaperproposesasufficientcondition,ifthepropertiesofthebilevelprogrammingsatisfiedthecondition,wecansolvethebilevelprogrammingbysolvingsinglelevelprogramming.Itbecomeseasyandsimpletosolvethebilevelprogramming.

  • 标签: 二值编程 堆栈判定 充分条件 单级线性编程
  • 简介:ThispaperaddressestheintegratedEarthobservationsatelliteschedulingproblem.Itisacomplicatedproblembecauseobservinganddownloadingoperationsarebothinvolved.Weuseanacyclicdirectedgraphmodeltodescribetheobservinganddownloadingintegratedschedulingproblem.Basedonthemodelwhichconsideringenergyconstraintsandstoragecapacityconstraints,wedevelopanefficientsolvingmethodusinganovelquantumgeneticalgorithm.Wedesignanewencodinganddecodingschemethatcangeneratefeasiblesolutionandincreasethediversityofthepopulation.TheresultsofthesimulationexperimentsshowthattheproposedmethodsolvestheintegratedEarthobservationsatelliteschedulingproblemwithgoodperformanceandoutperformsthegeneticalgorithmandgreedyalgorithmonallinstances.

  • 标签: Earth OBSERVATION SATELLITE INTEGRATED SCHEDULING quantum
  • 简介:Forill-posedbilevelprogrammingproblem,theoptimisticsolutionisalwaysthebestdecisionfortheupperlevelbutitisnotalwaysthebestchoiceforbothlevelsiftheauthorsconsiderthemodel'ssatisfactorydegreeinapplication.Toacquireamoresatisfyingsolutionthantheoptimisticonetorealizethetwolevels'mostprofits,thispaperconsidersbothlevels'satisfactorydegreeandconstructsaminimizationproblemofthetwoobjectivefunctionsbyweightedsummation.Then,usingthedualitygapofthelowerlevelasthepenaltyfunction,theauthorstransferthesetwolevelsproblemtoasingleoneandproposeacorrespondingalgorithm.Finally,theauthorsgiveanexampletoshowamoresatisfyingsolutionthantheoptimisticsolutioncanbeachievedbythisalgorithm.

  • 标签: 二层规划问题 加权求和 罚函数方法 不适定 威盛 求解