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国家自然科学基金(70671064)

作品数:3 被引量:4H指数:1
相关作者:张世涛更多>>
相关机构:安徽工业大学更多>>
发文基金:国家自然科学基金更多>>
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Necessary Optimality Conditions for a Class of Nonsmooth Vector Optimization被引量:1
2009年
The Kuhn-Tucker type necessary conditions of weak efficiency are given for the problem of mini- mizing a vector function whose each component is the sum of a differentiable function and a convex function, subjcct to a set of differentiable nonlinear inequalities on a convex subset C of R^n, under the conditions similar to the Abadie constraint qualification, or the Kuhn-Tucker constraint qualification, or the Arrow-Hurwicz-Uzawa constraint qualification.
Hui-xian WuHe-zhi Luo
Discrete optimization models and methods for management systems of pavement maintenance and rehabilitation被引量:1
2010年
With the rapid development of highway construction and formation of the highway network in China,the man- agement of pavement maintenance and rehabilitation (MR) activities has become important.In this paper,four discrete optimization models are proposed for different parties involved in the management system: government,highway agent,con- tractor and the common users.These four optimal decision models are formulated as linear integer programming problems with binary decision variables.The objective function and constraints are based on the pavement performance and prediction model using the pavement condition index (PCI).Numerical experiments are carried out with the data from a highway system in Sichuan Province which show the feasibility and effectiveness of the proposed models.
何志强孙小玲
手数约束和凹交易费下的离散投资组合模型及算法被引量:2
2013年
本文建立带手数约束和凹交易费的离散投资组合模型,给出求解该模型的一种精确算法。该算法是一个基于拉格朗日松弛和次梯度对偶搜索的分枝定界算法。为测试算法的有效性,用随机产生的数据对模型进行数值实验。作为其应用,用沪深300指数的真实数据实证检验该模型,并与不含交易费用的离散投资组合模型进行数值比较分析。数值分析表明算法能在合理的时间内给出模型的投资组合策略,对解决中小规模的离散投资组合问题是有效的。
张世涛
关键词:运筹学投资组合策略分枝定界算法拉格朗日对偶
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