凹资源配置问题的混合动态规划方法

Concave resource allocation problem is an integer programming problem of minimizing a nonincreasing concave function subject to a convex nondecreasing constraint and bounded integer variables. This class of problems are encountered in optimization models involving economies of scale. In this paper, a new hybrid dynamic programming method was proposed for solving concave resource allocation problems. A convex underestimating function was used to approximate the objective function and the resulting convex subproblem was solved with dynamic programming technique after transforming it into a 0-1 linear knapsack problem. To ensure the convergence, monotonicity and domain cut technique was employed to remove certain integer boxes and partition the revised domain into a union of integer boxes. Computational results were given to show the efficiency of the algorithm.     

基于混合整数线性规划的救护车（组）定点前置模型研究

在假定居民所在位置不变的前提下,增加救护车（组）前置点能减少救护车到急救需求点的运行时间,但是整个急救医疗机构的管理费用和成本也会相应增加。我国城市急救医疗体系虽已初步建成,然而在一定时期内急救医疗资源仍严重不足,故大幅度增加救护车（组）前置点,增加救护车数量的难度较大。因此合理选择救护车（组）前置定点位置,优化现有资源配置是短时期内提高急救服务水平的最有效途径。文章旨在通过数据汇集法提高居民急救需求预测的准确率,借助混合整数线性规划建立救护车（组）前置点多源选址模型,并根据急救资源数量在备选地点中确定最优前置点。     

线性分式规划的Frank—wolfe优化算法

线性分式规划在经济管理领域有着广泛的应用,但分式规划是非线性优化模型,相对复杂。利用Frank-wolfe优化方法,将带有线性约束条件的一类线性分式规划转化为线性规划,求得此类线性分式规划的局部最优解;同时给出了算法的步骤,讨论了收敛性定理;通过数值实验,发现该算法具有迭代次数少等优点。     

一维型材合理下料的数学模型

一维型材合理下料问题的解决是多维下料问题优化的基础。从模型建立的角度出发,以材料利用率高达97.84%为目标,用非线性规划模型Ⅱ改进整数规划模型Ⅰ,解决整数规划模型Ⅰ中人工枚举下料方案而导致的决策变量偏多的问题,减少生产过程的复杂性,降低生产成本和管理成本,提高切割方案的生成速度。非线性规划模型Ⅱ解决了多种型材下料问题的最优化,使企业效益达到最大化。     

求解整数规划的一种网格算法

借鉴求解0-1型整数规划的思路,构造以整数规划对应线性规划的最优解为中心的整数解集,并通过增加过滤条件,使得求解既简单又容易.     

基才循环经济的逆向物流回收模型——以生活垃圾为例的实证分析

在不断探索作为“第三利润源泉”的物流所起巨大作用的进程中,我们往往忽视了逆向物流的“节流”效果。同时循环经济的理念被世界各国所极力提倡,已成为当今世界的主题。基于这样的背景下,提出了基于循环经济理论,构建居民生活垃圾逆向物流网络并建立混合整数规划模型,借助LINGO9．0软件进行编程求解,最后以泉州市区居民生活垃圾为例验证模型的有效性,并以具体数据分析石狮市垃圾综合处理厂的运营状况进行实证。     

利用小样本数据预处理技术提高效能指标精度

提出了运用熵值判别法和线性均方估计法来处理小样本数据的方法.熵值判别法是根据熵的上界对应最大的不确定度,利用所得数据的熵信息量判别数据是否含有粗大误差;线性均方估计消除粗大误差是一种采用软化的方法处理粗大误差.经过多次试验,结果表明这两种方法在处理小样本采样数据时能够有效地提高数据精度.     

改进的割平面法求解整数规划

从线性规划问题着手,在利用单纯型法的时候,当约束矩阵中出现分数,利用初等的方法推导出定理1,给出一种"化分为整"的方法。然后在割平面方法来解决整数线性规划的理论基础上,利用初等数论中[x]和{x}的特性,推导出定理2,把"化分为整"的方法进行到底。     

中国各省市水资源供需平衡预测

在中国2003年到2011年供需水量的基础上,建立GM（1,1）模型预测2025年中国各省市（除台湾,香港,澳门之外）的供水量和需水量,得出西北和沿海部分区域缺水的结论。为了解决缺水区的用水问题,需将丰水区的水向缺水区转移与调运,通过建立线性规划模型实现总费用最小化。该策略将有利于实现我国水资源的可持续利用。     

Optimal Linking Design for Response Model Parameters

Linking functions adjust for differences between identifiability restrictions used in different instances of the estimation of item response model parameters. These adjustments are necessary when results from those instances are to be compared. As linking functions are derived from estimated item response model parameters, parameter estimation error automatically propagates into linking error. This article explores an optimal linking design approach in which mixed‐integer programming is used to select linking items to minimize linking error. Results indicate that the method holds promise for selection of linking items.     

整数线性规划问题解法探究

整数线性规划是线性规划问题的重要组成部分，由于整数线性规划问题还没有找到一种有效的解法，目前只能求解中小规模的整数线性规划问题，而建立在线性规划理论基础上的整数解集筛选法是求解整数线性规划问题的一种比较简洁而有效的方法。     

Portfolio Selection Model with Derivative Securities

Traditional portfolio theory assumes that the return rate of portfolio follows normality ,However,this assumption is not true when derivative assets are incorporated,In this paper a portfolio selection model is devel-oped based on utility function which can captue asymmetries in random variable distributions.Other realistic conditions are also considered ,such as liabilities and integer decision variables,Since the resulting model is a complex mixed-integer nonlinear programming problem ,simulated annealing algorithm is applied for its solution.A numerical example is given and sensitivity analysis is conducted for the model.     

肠衣搭配方案的整数规划模型

对肠衣搭配问题进行分析,研究设计了肠衣搭配的优化方案.针对题中给出的成品捆数最大化要求,引入了0-1分配变量作为整数规划模型的决策变量,将目标函数确定为分配变量之和,建立了一个简单有效的0-1整数线性规划模型,通过LINGO软件求解得到每捆的搭配方案.     

基于整数规划的业余技能培训问题

通过对业余技能培训问题的具体分析建立0-1线性整数规划模型,采用基于Lagrange松弛的分解算法进行求解,得出最优培训方案．     

基于OSIC检测的线性疏散码传输方案

最早提出的线性疏散码是基于最大似然检测设计的, 当使用排序的串行干扰抵消(OSIC)检测时并没有好的性能. 本文提出了一种改进的线性疏散码传输方案, 来克服原先的线性疏散码在OSIC检测时的性能损失. 在线性疏散码编码器后, 在每个数据支路引入了一个交织器. 此外, 提出了新的线性疏散码传输矩阵计算机搜索准则. 新的搜索准则是最小化OSIC检测时的误符号率. 计算机仿真表明, 所提出的线性疏散码传输方案优于原来的线性疏散码.     

The surprising viability of a simple alternate estimation procedure for construction of large‐scale structural equation measurement models

As part of developing a comprehensive strategy for structural equation model building and assessment, a large‐scale Monte Carlo study of 7,200 covariance matrices sampled from 36 population models was conducted. This study compared maximum likelihood with the much simpler centroid method for the confirmatory factor analysis of multiple‐indicator measurement models. Surprisingly, the contribution of maximum likelihood to model analysis is limited to formal evaluation of the model. No statistically discernible differences were obtained for the bias, standard errors, or mean squared error (MSE) of the estimated factor correlations, and empirically obtained maximum likelihood standard errors for the pattern coefficients were only slightly smaller than their centroid counterparts. Further supporting the recommendations of Anderson and Gerbing (1982), the considerably faster centroid method may have a useful role in the analysis of these models, particularly for the analysis of large models with 50 or more input variables. These results encourage the further development of a comprehensive research paradigm that exploits the relative strengths of both centroid and maximum likelihood as complementary estimation procedures along an integrated exploratory‐confirmatory continuum of model specification, revision, and formal evaluation.     

广告媒体组合中的整数规划模型及其应用研究

企业的广告费用与广告发布数量成线性关系。在广告单价和广告预算一定的情况下,应用整数规划模型及其求解方法确定各广告媒体的购买次数,可使广告媒体组合最优化,进而实现广告效果的最大化。     

Two-parameters quasi-filled function algorithm for nonlinear integer programming

INTRODUCTION Considering the following nonlinear integer programming problem: (PI) min f(x), s.t. x∈XI, (1) where XI?In is a bounded and closed box set con- taining more than one point, In is the set of integer points in n . If we suppose that f(x) satisfies the following conditions: if x∈XI, then f(x)=f(x), otherwise f(x)= ∞, then Problem PI is equal to the following nonlinear integer programming problem (UPI) min f(x), s.t. x∈In. (2) The formulation in PI allows the set XI t…     

求非线性整数规划的逐次下降方法

In this paper, a new method named as the gradually descent method was proposed to solve the discrete global optimization problem. With the aid of an auxiliary function, this method enables to convert the problem of finding one discrete minimizer of the objective function f to that of finding another at each cycle. The auxiliary function can ensure that a point, except a prescribed point, is not its integer stationary point if the value of objective function at the point is greater than the scalar which is chosen properly. This property leads to a better minimizer of f found more easily by some classical local search methods. The computational results show that this algorithm is quite efficient and reliable for solving nonlinear integer programming problems.     

广义线性模型极大似然估计弱相合性的数值模拟

广义线性模型是经典线性模型的自然推广,它是一类应用广泛的统计模型.选择Probit模型,利用matlab编程,通过数值模拟的方法验证了广义线性模型的极大似然估计的弱相合性.