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Ricci curvature, entropy and optimal transport
Ricci curvature entropy optimal transport curvature-dimension condition
2010/12/8
This is the lecture notes on the interplay between optimal transport and Riemannian geometry. On a Riemannian manifold, the convexity of entropy along optimal transport in the space of probability mea...
Optimal stirring strategies for passive scalar mixing
Optimal stirring strategies passive scalar mixing
2010/12/15
We address the challenge of optimal incompressible stirring to mix an initially inhomogeneous
distribution of passive tracers. As a quantitative measure of mixing we adopt the H1 norm of th...
Goodput Maximization in Cooperative Networks with ARQ
Goodput Maximization Cooperative Networks ARQ
2010/12/15
In this paper, the average successful throughput,i.e., goodput, of a coded 3-node cooperative network is studied in a Rayleigh fading environment. It is assumed that a simple automatic repeat request ...
On optimal asymptotic bounds for spherical designs
spherical designs fixed point theorems Marcinkiewicz–Zygmund inequality area-regular partitions
2010/12/10
For each N ≥ cdtd we prove the existence of a spherical t-design on the sphere Sd consisting of N points, where cd is a constant depending only on d. This result proves the well-known conjecture of Ko...
Joint Uplink and Downlink Relay Selection in Cooperative Cellular Networks
relay selection cooperative networks energyefficient asymmetric traffic weighted energy consumption
2010/11/26
We consider relay selection technique in a cooperative cellular network where user terminals act as mobile relays to help the communications between base station (BS) and mobile station (MS).
Lecture Notes on Gradient Flows and Optimal Transport
Lecture Notes Gradient Flows Optimal Transport
2010/12/9
We present a short overview on the strongest variational formulation for gradient flows of geodesically -convex functionals in metric spaces, with applications to diffusion equations in Wasserstein s...
A note on evolutionary stochastic portfolio optimization and probabilistic constraints
portfolio optimization probabilistic constraints
2010/4/27
In this note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evol...
经济增长要素配置分析
生产函数 能源强度 多情景目标 要素配置
2009/11/24
分析了多种生产函数模型,通过比较得到二级嵌套型CES生产函数最为适合中国的经济发展,研究了投入要素在经济增长中的作用,重点讨论了能源投入及能源强度的变化对经济增长的影响。据此对中国不同经济增长及能源强度的多情景目标分别给出了合理的要素配置方案,从优化产业结构的角度确定出最优经济增长及要素配置。
一个组合优化问题的Threshold算法
Threshold算法 组合优化
2009/10/23
一个组合优化问题的Ｔｈｒｅｓｈｏｌｄ算法罗宗俊（贵州民族学院）ＡＴＨＲＥＳＨＯＬＤＡＬＧＯＲＩＴＨＭＦＯＲＡＳＰＥＣＩＡＬＣＯＭＢＩＮＡＴＯＲＩＡＬＯＰＴＩＭＩＺＡＴＩＯＮＰＲＯＢＬＥＭ￥ＬｕｏＺｏｎｇｊｕｎ（ＧｕｉｚｈｏｕＮａｔｉｏｎａｌＭｉｎｏｒ...
一种求解线性方程组的算法
算法 线性方程组 求解
2009/10/23
把求解线性方程组的问题转化为一个二次函数的优化问题后,给出了一个降低该优化问题求解空间维数的方法.使用这种方法把求解空间的维数降低到一维后,二次函数的最小值将很容易求得,从而得到线性方程组的解.
带交易费的最优投资组合选择的极大极小方法
投资组合选择 交易费 极大极小模型
2009/9/21
研究不允许卖空时不相关资产的最优投资选择问题.在风险资产收益率不能确切知道的情况下,
建立了投资组合选择问题的极大极小模型. 将交易费引入到极大极小模型中, 交易费假定为新旧投资组合之差的V型函数. 推导出有效投资组合与有效前沿的解析表达式.
基于简单二次函数模型的非单调信赖域算法
无约束最优化 非单调信赖域算法 超线性收敛 数值实验
2009/9/21
基于简单二次函数模型, 结合非单调技术, 建立了一个新的求解无约束最优化问题的非单调信赖域算法, 并证明了算法的全局收敛性及超线性收敛性. 数值例子表明算法是有效性的, 适合求解大规模问题.
基于制造商资金有约束的替代产品的最优生产决策
替代产品 最优生产决策 资金有约束
2009/9/21
考虑一个单周期的生产决策模型,在该模型中有一个制造商生产两种可替代的产品.面对随机的市场需求,制造商要在需求到来之前制定出两种产品的生产决策来最大化自己的期望利润.在制造商的资金有、无约束两种情形下,证明了制造商的收益函数的期望是关于两种产品生产数量的凹函数,探讨了资金的约束以及产品的替代给制造商的生产决策所带来的影响,给出了最优生产数量的若干性质.另外,针对需求分布为均匀分布的特殊情形给出了制...
极大极小投资组合选择模型和均衡价格系统
投资组合选择 有效前沿 均衡
2009/9/21
讨论了市场上不存在无风险资产条件下投资组合选择的极大极小模型,推导出市场上不存在无风险资产时极大极小模型的最优投资策略和有效前沿,得到了资本市场均衡时存在唯一的非负均衡价格系统的充分必要条件和各资产均衡价格的解析表达式.