IMPROVED GENETIC ALGORITHM TO OPTIMAL PORTFOLIO WITH RISK CONTROL

1IntroductionAlog-optimalinvestimentportfoliowithoutriskconstraintshasbeenintroducedandsystem-aticallystudiedinChapter15ofCoverandl'homas[11.Themodelcanbediscribedasfol-.lows:Astockmarketisrepresentedasavectorofstocksx=(X,,X,,..',X.)',X,>o,i=1,2,.-',m,wheremisthenumberofstocksandthepricerelativeXirepresentstheratiooftheclos-ingpriceofthecurrentbusinessdaytotheprevi-ousday.LetF(x),x=(x,,x2,..',x-)'eR"bethejointdistributionofvectorX.Aportfoliob=(b,,bs,..',b,)',b,>o,i=l,2,..',m,Zb,=1istheall…     

A DYNAMICAL SYSTEM ALGORITHM FOR SOLVING A LEAST SQUARES PROBLEM WITH ORTHOGONALITY CONSTRAINTS

Introduction　　 During the past decade,many people havebeen interested in solving problems in optimiza-tion,matrix algebra,signal processing and manyotherfields by dynamical system(neural networks)algorithms[1～ 3 ] .The significance benefit is thatthis kind of algorithms can be realized by someproperly designed hardware (electronic implemen-tation) and thus desired solutions can often be ob-tained in a fast speed,real time algorithms forproblems considered are therefore provided.In thispaper…     

RSOFCPN: CONTROL SYSTEM STRUCTURE AND ALGORITHM DESIGN

IntroductionThe learning approaches of neural network canusually be distinguished into three classes:su-pervised learning,unsupervised learning and re-inforcement learning.The supervised learningscheme has the highest efficiency but requiresthe learning systems to provide with desired out-puts.Obviously,it is very difficultin many cas-es.Unsupervised learning methods constructin-ternal models at capture regularities in their in-puts without receiving any additional informa-tion.Therefore,its …     

DYNAMIC HUNTING EXTREMUM CONTROL METHOD BASED ON MEASURE AND ESTIMATION

Anextremumcontrolsystembasedoncommonhuntingmethods[1 ] cannotworkwellforindustrialprocesses:becauseofthesysteminertialandtimedelayinfluences,thesystemwillbecomeoscillat ing ,workinwrongstepsorwillbehuntingforalongtimefortheworking process.Thepreviousmethod[2 ] canonlyapplytothesystemthathasafastdynamicprocessoritsdynamicresponsecanbeignored .Thispaper proposedadynamichuntingmethod differencepre estimationandcomparisonmethod .Thismethodcanbeusedinsecond orderorhighordersystemswithlargetimecons…     

拟线性Dirichlet问题的奇摄动

利用几个简单例子,阐述了拟线性D irichlet问题的边界层现象.     

BIFURCATIONS AND CHAOS CONTROL IN TCP-RED SYSTEM

Internet is heterogeneous in nature,and ex-tremely wide variations in parametric perturbationlead to a very rich world of dynamical behaviorsranging from s mooth,stable operation to rathercomplicated irregular patterns.In[1],the occur-rence of chaotic behavior in TCP has been reportedfor the first ti me.Since the seminal work of Mathisand Floyd[2-3],there have been increasing interestsin the dynamical characteristics of Internet.In theprevious work,TCP congestion control algorithmplus RED…     

ROBUST CONTROL WITH COVARIANCE CONSTRAINT FOR UNCERTAIN SAMPLED DATA FEEDBACK CONTROL SYSTEMS

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基于模拟退火算法的汽车悬架最优控制研究

设计了一种基于模拟退火算法优化常规线性二次最优控制器权值矩阵的方法。利用该算法的随机搜索特点,以主动悬架性能指标为目标函数对权值矩阵进行优化设计,提高了LQR控制器的设计效率和控制性能,解决了常规线性二次最优控制器的权值矩阵确定问题。应用该方法进行了汽车悬架主动控制仿真。研究结果表明:基于模拟退火算法优化的LQR控制器的汽车主动悬架相对于应用常规LQR控制器的主动悬架和被动悬架,能够大大改善主动悬架的性能;同时在充分利用常规LQR控制器优势的基础上,改善了其权值矩阵确定存在的问题。     

THE PARALLEL RECURSIVE AP ADAPTIVE ALGORITHM BASED ON VOLTERRA SERIES

Aiming at the nonlinear system identification problem, a parallel recursive affine projection （AP） adaptive algorithm for the nonlinear system based on Volterra series is presented in this paper. The algorithm identifies in parallel the Volterra kernel of each order, recursively estimate the inverse of the autocorrelation matrix for the Volterra input of each order, and remarkably improve the convergence speed of the identification process compared with the NLMS and conventional AP adaptive algorithm based on Volterra ,series. Simulation results indicate that the proposed method in this paper is efficient.     

基于GIS的损管辅助决策支持系统

利用地理信息系统对空间数据的高效管理和灵活的综合分析能力,采用决策支持系统解决问题的方法,提高船舶的损害管制效率.提出了系统设计方案,阐述了系统数据库、功能模块、逻辑结构等设计方法.     

系统最优的动态交通网络流

智能交通系统是一个复杂的综合系统,动态交通流分配是它的一个关键问题,是运输科学的一个前沿和热点.对于已经建立的系统最优的动态交通流分配模型,根据非线性规划问题的Kuhn-Tucker条件求解出问题的解.由于交通网络是一个大系统,结合分批调度理论将交通网络进行分批处理后简化了配流过程中的寻径,最后设计出分批并行调度算法.     

MITOCHONDRIAL DNA POLYMORPHISM IN CONTROL REGION FROM CHINESE YUGU POPULATION

Objective To investigate the mitochondrial DNA sequence polymorphism sites in Chinese YUGU ethnic group and to provide basic data used in forensic purpose. Methods Genomic DNA was extracted from the hole blood of 100 unrelated individuals of Chinese YUGU ethnic group by standard chelex-100 method. The sequence polymorphism sites was determined by PCR amplification and direct sequencing. Results 54 polymorphic sites were noted in mtDNA np16091-16418 region, and 46 haplotypes were identified. The genetic diversity was calculated to be 0. 9691, and the genetic identity was calculated to be 0. 0406. Conclusion There are some particular polymorphism sites in Chinese YUGU ethnic group. The results suggest that sequence polymorphism from np]6091 -- 16418 in human mitochondrial DNA can be used as a biological marker for forensic identity.     

DYNAMIC RESOURCE CONTROL OF THE VIRTUAL PATH IN ATM NETWORKS

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A NOVEL 2-D GENETIC ALGORITHM FOR STANDARD PE PLACEMENT IN OPTOELECTRONIC MCM

IntroductionThere are considerable interests in the develop-ment of optical interconnections for multichipmodules ( MCM's) ,since optical interconnec-tions have advantages in size,power,and speedover electronic interconnections for“long”dis-tance communication[1] .Free space optical inter-connection( FSOI) is one of the forms of opticalinterconnections.Differing from electricity'straveling which uses wires for communication,FSOI uses laser light traveling in a transparentmedia.Moreover,…     

KEY TECHNOLOGY IN INTELLIGENT CONTROL FOR SHEET METAL DEEP DRAWING

Introduction　　 With development of economics and furtheropening,competitions in market are intensive.The margin between the material cost and price ofproducts becomes small,which compels companiesto pursue higher rate of productivity and quality.The rate of productivity has been improvedthrough high pressing automation,but in order toget satisfactory quality of products under distur-bances,on- line measurement,identification,pre-diction and on- line control must be realized. Intel-ligentcont…     

小舜江绍兴县输水工程配水网决策研究

研究了小舜江绍兴县输水工程的配水网方案选择等问题,并运用Kruskal算法给出输水网 的推荐方案,为工程决策提供了科学依据.     

Joint Optimization Model of Road-use Pricing and Capacity Using the Optimal Control Theory

This paper presents a joint optimization model of congested road-use pricing and capacity using the optimal control theory in disequilibrium traffic networks with elastic demand. The model aims at maximizing the total network benefit from travel within the study horizon. Referring to the discrete version of the model, the first-order optimality conditions are derived using the maximum principle and are employed to design an iterative solution method for the model. Numerical results obtained from an example network are presented to demonstrate the effectiveness of the model and the solution method.     

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在可变需求网络中考虑交通流分配的非均衡演化过程，建立一个时变拥挤收费和道路通行能力的联合最优控制理论模型，旨在使系统的全期总收益最大。利用极大值原理分析了模型的最优性条件，并设计了结合梯度算法的近似迭代算法。数值计算结果满意地解释和支持了提出的模型和算法。     

工程结构主动控制中Riccati方程求解的改进

由于建筑结构刚度和质量通常较大,对于Riccati方程的传统求解方法,常会发生计算溢出失效.为了避免该问题,本文对Riccati方程的求解进行了改进,并做了误差控制,表明本文的求解,是一种比较实用的改进方法.     

基于Synchro的厦门市白鹭洲路信号协调控制的优化设计

在现有道路交通设施条件下,实现干道上信号协调控制能有效提高主干道的通行能力。以厦门市白鹭洲路为研究案例,根据该道路的几何结构特征和实际交通流特点,提出“分时段分方向、设置半周期时长”的干道信号协调控制方法,应用Synchro仿真软件建立基于原控制参数的干道信号协调控制系统;同时,在应用Synchro优化各个独立交叉口信号控制参数的基础上,建立了基于优化控制参数的信号协调控制系统。通过比较优化前后的干道信号协调控制系统的控制效果,仿真结果显示：在早高峰和晚高峰时段,交叉口延误分别降低11.3%和21.6%;干线延误分别降低8.2%和55.9%;路网总延误分别减少13.3%和22.0%。