查询词典 integer linear optimization
- 与 integer linear optimization 相关的网络例句 [注:此内容来源于网络,仅供参考]
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A good longer period spans 55 cycles or rather 767 synodic months, which is not only very close to an integer number of synodic and anomalistic months, but also when reckoned in synodic months is close to an integer number of days and an integer number of years
一个更好,将近55个周期,或是767个朔望月,它不仅非常接近朔望月和近点月的整数,并且也接近日的整数和年的整数
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We introduce convex,and in particular semidefinite,optimization methods,duality and complexity theory to shed new light to this relation for the single stock problem, given moments of the prices of the underlying assets,we show that we can find best possible bounds on option prices with general payoff funcations efficiently,either algorithmically(solving a semidefinite optimization problem)or in closed form, conversely,given observable option prices,we provide best possible bounds on moments of the prices of the underlying assets,as well as on the prices of the other options on the same asset by sovling linear optimization problems for options that are affected by multiple stocks either directly(the payoff of the option depends on multiple stocks)or indirectly(we have information on correlations between stock prices),we find on-optimal bounds using convex optimization methods,however,we show that it is NP-hard to find best possible bounds in multiple dimensions,we extend our results to incorporate transactions costs,this paper,in theory and practice can provide a reference to researchers and designers about Chinese financial derivative products,the full text is divided into six chapters as follows: ChapterⅠ:Papers on the background and significance of the subjects on a number of option pricing models as well as their advantages and shortcomings of the model and describes the status of research and writing papers and the main contents of the basic idea.
相应地,给定期权价格,也能够出标的资产瞬时价格的最有可能的最好的界。还有通过解决一个线性最优化问题,根据同一标的资产的其他期权的价格来找到这个期权的界值,对于期权受到多种股票价格直接影响(期权的收益依赖于多种股票)或者间接影响(我们有股票之间联系的有用信息),如果使用凸规划方法我们就会发现没有最优的界,也能够证明对于多维情形确实是很难找到最优的最有可能的界值,最后将这一结论推广到考虑交易成本的情况。本文在理论和实践上给我国金融衍生产品研究者和设计者提供一定的参考。全文共分为六章,具体安排如下:第一章:阐述论文的选题背景和意义,介绍期权定价的一些模型以及这些模型的优点与缺点,并介绍国内外研究的现状以及论文的写作基本思路与主要内容。
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By taking optimization for culture media of diamondback moth as example,theoretical research of SVR model in media optimization was carried out.Based on initial composition,Secondary Leave-one-out was carried out after kernel optimization and descriptors screening,the precision is higher than linear regression model,it is showed that SVR is proper for media optimization.
本文首先以文献报道的小菜蛾饲料配方优化数据为例,建立基于SVR优化配方、分析因子效应的方法学:从原始配方样本集出发,以SVR进行核函数寻优和自变量筛选后实施双重留一法预测,预测精度优于多元线性回归模型,表明非线性的SVR更适合用于优化配方。
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Optimization; parametric quadratic convex programming; set-valued map; directional derivative; linear stability; solution-set map; parametric linear programming; error bound; subdifferential map; lower locally directionally Lipschitzian; upper locally di-rectionally Lipschitzian; locally directionally Lipschitzian; convex function; quasidiferential; kernelled quasidiferential; quasi-kernel; star-kernel; star-diferential; Penot diferential; subderivative; superderivative; epiderivative; set-valued optimization; set-valued analysis; subdifferential; optimization condition;ε-dual; scalization; generalized subconvexlike-cone;ε-Lagrange multiplier
基础科学,数学,运筹学最优化;集值映射;方向导数;线性稳定;最优解集映射;参数线性规划;参数凸二次规划;误差界;次微分映射;下局部方向Lipschitzian;上局部方向Lipschitzian;局部方向Lipschitzian;凸函数;拟微分;核拟微分;拟核;星核;星微分; Penot-微分;上导数;下导数; Epi-导数;集值优化;集值分析;集值映射的次微分;最优性条件;广义锥次类凸;ε-对偶;数乘;ε-Lagrange乘子
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The topics covered in this course include: unconstrained optimization methods, constrained optimization methods, convex analysis, Lagrangian relaxation, nondifferentiable optimization, and applications in integer programming.
这门课程的主题包括:无约束最优化方法,约束最优化方法,凸分析,拉格朗日松弛法,不可微函数最优化,以及在整数规划上的应用。
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The topics covered in this course include: unconstrained optimization methods, constrained optimization methods, convex analysis, Lagrangian relaxation, nondifferentiable optimization, and applications in integer programming.
这门课程的主题包括:无限制最适化方法,限制最适化方法,凸分析,拉格朗日松弛法,不可微分函数最适化,以及在整数规划上的应用。
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An optimization method is proposed to solve steady-state optimization problems by linear approximation of the object function and the Linear Matrix Inequalities Problem and Eigenvalue Problem of Linear Matrix Inequalities theory.
提出了将稳态优化问题的目标函数进行线性逼近及用可行性问题求解算法和特征值问题求解算法进行求解的优化方法。
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In the more mature areas such as linear programming and unconstrained optimization, and in those of intermediate maturity such as integer and constrained convex optimization, emphasis will be placed on rapid, large-scale computation.
在那些更为成熟的如线性规划和无约束优化等领域和一些不太成熟的如整数和约束优化等领域,研究的重点将被放到快速的,大规模的计算上。
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In this paper a production process flow chart of discrete manufacturing is presented by means of petri net, the optimization model of workload-stock is established. An approach of the optimal workloads is provided using analysis integer programming and integer matrices.
本文以Petri网作出一个离散制造中的生产过程流程网,建立起工作量与库存的优化模型,以整数规划与整数矩阵等分析算法给出一个在生产中制定最优工作量规划的方法。
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The ultimate goal in integer optimization study is to develop efficient implementable algorithms for solving problems with integer variables.
研究整数规划的主要任务就是要设计一些有效算法来解决各种涉及整数变量的实际问题。
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- 推荐网络例句
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Fostering the concept of multi-culture firmly and mastering the development of advanced culture correctly are conductive to resisting terrorism, separatism of nationalities and ultraism of religion, which is of great academic theoretical, immediate and profound historical si...
牢固树立多元文化的理念和正确把握先进文化的发展方向,有助于在世界范围内自觉地抵制恐怖主义,民族分裂主义和宗教极端主义。不仅具有重大的学术理论意义,而且也具有重大的现实意义和深远的历史意义。
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But if anyone walks in the night, he stumbles, because the light is not in him.
11:10 若在黑夜行走,就必碰跌,因为那光不在他里面。
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You are asking for the moon.
你的要求太过分了。