Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs

In this paper, the discrete mean-variance model is considered for portfolio selection under concave transaction costs. By using the Cholesky decomposition technique, the convariance matrix to obtain a separable mixed integer nonlinear optimization problem is decomposed. A brand-and-bound algorithm based on Lagrangian relaxation is then proposed. Com-putational results are reported for test problems with the data randomly generated and those from the US stock market.     

Behavior of slender steel concrete composite columns in eccentric loading

Ten slender steel reinforced cencrete (SRC) composite columns are tested under eccentric loading conditions.Effects of concrete strength, slenderness of columns and eccentricity of the axial load are studied. The load-carrying capacity is reduced with increased slenderness ratio and eccentricity. Concrete strength has no obvious influence on eccentrically loaded columns. Then, a nonlinear numerical method of pin-ended slender columns is also presented. This method is applicable for determining the material failure load or buckling failure load of a slender steel reinforced concrete composite column. In this method both material and geometric nonlinearities are taken into account. The results of numerical analysis accord well with the test results. The test results are also compared with the results predicted by ACI318-05 and the China Specifications.     

Singular perturbation of a second-order three-point boundary value problem for nonlinear systems

This paper deals with the existence of solutions to a singularly perturbed second-order three-point boundary value problem for nonlinear differential systems. The authors construct an appropriate generalized lower- and upper-solution pair, a concept defined in this paper, and employ the Nagumo conditions and algebraic boundary layer functions to ensure the existence of solutions of the problem. The uniformly valid asymptotic estimate of the solutions is given as well. The differential systems have nonlinear dependence on all order derivatives of the unknown.     

培养“波动图象”的四种能力

1会平移图象 根据已有波动图象,描绘此前或此后某时刻的波动图象,是描绘波动图象的初级要求．解题策略是：根据波的时间周期性和空间周期性,即每当波源完成一个周期的振动T,波的振动形式和能量就向波的传播方向传播一个波长λ．     

船舶参—强横摇动力学系统的调和解分岔与次调和解分岔

应用平面周期系统的Poincaré映射、Poincaré定理以及m阶次调和解和Melnikov函数,系统地论证了船舶参-强激励非线性横摇动力学系统存在调和解和次调和解。     

不需会百招，只要两招鲜

本文介绍两个有效方法（思路）,可以轻松破解振动和波的图象问题． 1．图形移动-重合法 将其中一条图线沿横坐标轴移到另一条图线,从图线沿横轴移动的距离的物理意义入手破解题目．     

走进奇妙的声音世界

声音无所不在,我们生活在声音的世界里.在城市里,会听见街上的汽车声、行人的谈话声、走路声、广播的声音.在乡村,会听见鸡鸣犬吠、拖拉机的声音.即使住在山里,也会听到松涛的声音、鸟鸣的声音、知了和蟋蟀的叫声等.     

神奇的超声波

同学们,人能听见蜜蜂飞行时翅膀振动发出的嗡嗡声,却听不见蝴蝶飞行时翅膀振动所发出的声音,你们知道这是为什么吗?原来人耳听觉频率范围是有限的,通常人耳听觉的频率范围是20～20000Hz.各人的听觉限度也不完全一样,尤其以年龄不同而差异显著.例如,小孩最高可以听     

基于扩散几何坐标的高光谱影像的增强表示(英文)

利用扩散映射所诱导出的扩散几何坐标对高光谱影像低维可视化表示,这种非线性维度约简的表示方法能够得到高光谱影像紧凑而富含信息量的可视化表示结果.通过对海量高光谱影像中每个高光谱观测向量进行局部搜索,仅考虑局部的邻接性和局部的相似度,构造出该高光谱影像对应的近邻图;对近邻图进行合适的规范化,得到该高光谱影像对应的扩散算子,相当于利用该扩散算子对高光谱特征空间模拟出马尔可夫随机游走.因此这样的构造较好地把握了高光谱影像内蕴的几何信息,与传统的基于主成分分析的线性降维表示方法相比,由扩散算子的特征分解所诱导出的扩散几何坐标能够给出更好的表示效果,富含更多的信息.对于大尺度的全景高光谱影像,利用构造"骨干"扩散几何坐标系的方法,其计算的时间复杂性和空间需求都是可接受的.实验也表明,选择合适的对称化方法规范扩散算子对于最终的高光谱影像表示有重要的影响.     

一类高次非线性奇摄动问题的匹配解法

在适当的条件下,利用奇摄动理论中的收缩变换以及匹配技巧,讨论了一类高次非线性奇摄动两点边值问题.相应于边界条件.构造了原同题的外部解和内部解.按ε的增幂展开非线性项、比较同次幂的系数.再利用特异极限,由匹配原问题的内、外部解得出了相应于参数k=0、k=1、k<0、k>1和0相似文献