Credit rating with a monotonicity-constrained support vector machine model

Deciding whether borrowers can fulfill their obligations is a major issue for financial institutions, and while various credit rating models have been developed to help achieve this, they cannot reflect the domain knowledge of human experts. This paper proposes a new rating model based on a support vector machine with monotonicity constraints derived from the prior knowledge of financial experts. Experiments conducted on real-world data sets show that the proposed method, not only data driven but also domain knowledge oriented, can help correct the loss of monotonicity in data occurring during the collecting process, and performs better than the conventional counterpart.     

On the performance of economic model predictive control with self-tuning terminal cost

In this paper, we analyze the closed-loop performance of a recently introduced economic model predictive control (MPC) scheme with self-tuning terminal cost. To this end, we propose to use a generalized terminal region constraint instead of a generalized terminal equality constraint within the repeatedly solved optimization problem, which allows us to obtain improved closed-loop asymptotic average performance bounds. In particular, these bounds can be obtained a priori. We discuss how the necessary parameters for the generalized terminal region setting can be calculated, and we illustrate our findings with two numerical examples.     

图的点可区别边染色算法研究

针对一般图设计了一种新型的点可区别边染色算法。该算法把概率思想和图染色相结合, 根据点可区别边染色的约束规则确立目标函数, 利用交换规则逐步寻优, 当目标函数的值满足要求时染色成功。给出详细算法步骤并进行了测试和分析, 实验结果表明该算法可以求出满足猜想的点可区别边色数。     

钛酸钾品须填充UHMWPE复合材料的摩擦磨损性能研究

用钛酸钾晶须(PTW)对超高摩尔质量聚乙烯(UHMWPE)进行填充改性,考察了复合材料的摩擦磨损性能,研究了其结晶情况,观察了磨损表面形貌并分析了其机理.结果表明随着PTW用量的增加,复合材料的硬度、结晶度以及维卡软化点都有所增大.PTW提高了复合材料的耐磨性,但摩擦系数有所上升.PTW的加入使得UHMWPE的磨损机理从黏着磨损和塑性变形改变成疲劳磨损和轻微的塑性变形,提高了其抗磨粒磨损的性能.     

Optimal reaction conditions for the minimization of energy consumption and by‐product formation in a poly(ethylene terephthalate) process

We determined the optimal reaction conditions to minimize the energy cost and the quantities of by‐products for a poly(ethylene terephthalate) process by using the iterative dynamic programming (IDP) algorithm. Here, we employed a sequence of three reactor models: the semibatch transesterification reactor model, the semibatch prepolymerization reactor model, and the rotating‐disc‐type polycondensation reactor model. We selectively chose or developed the reactor models by incorporating experimentally verified kinetic models reported in the literature. We established the model for the entire reactor system by connecting the three reactor models in series and by resolving some joint problems arising when different types of reactor models were interconnected. On the basis of the simulation results of the reactor system, we scrutinized the cause and effect between the reaction conditions and the final quality of the polymer product. Here, we set up the optimization strategy by using IDP on the basis of the integrated reactor model, and the process variables with significant influence on the properties of polymer were selected as control variables with the help of a simulation study. With this method, we could refine the reaction conditions at the end of each iteration step by contracting the spectra of control regions, and the iteration process finally stopped when the profile of the optimal trajectory converged. We also took the constraints on the control variables into account to guarantee polymer quality and to suppress side reactions. Constituting six different strategies by setting weighting vectors differently, we examined the differences in optimal trajectories, the trend of optimality, and the quality of the final polymer product. For each of the strategies, we conducted the optimization to examine whether the number‐average degree of polymerization approached the desired value. © 2002 Wiley Periodicals, Inc. J Appl Polym Sci 86: 993–1008, 2002     

二维参数化图形技术研究进展

近几年来，参数化图形技术得到了不断的发展。目前已有多种参数化图形方法及系统。这些参数化图形方法可分为３种，即变分几何法、几何推理法和过程法。主要介绍这３种方法的研究进展。     

基于梯度投影法与随机优化算法的约束优化方法

针对带有线性等式和不等式约束的无确定函数形式的约束优化问题,提出一种利用梯度投影法与遗传算法、同时扰动随机逼近等随机算法相结合的优化方法。该方法利用遗传算法进行全局搜索,利用同时扰动随机逼近算法进行局部搜索,算法在每次进化时根据线性约束计算父个体处的梯度投影方向,以产生新个体,从而能够严格保证新个体满足全部约束条件。将上述约束优化算法应用于典型约束优化问题,其仿真结果表明了所提出算法的可行性和收敛性。     

基于约束关系的变强度组合测试用例集生成算法

针对传统的变强度组合测试方法对系统中各因素之间的约束关系考虑不足,从而可能导致测试用例冗余的问题,论文提出了一种基于one-Test-at-a-time策略的变强度组合测试用例集生成算法,该算法充分考虑了因素间的约束关系,从而在一定程度上减少了测试用例集的规模。最后通过实验验证了算法的可行性和有效性。     

多目标资源受限项目调度的多种群蚁群算法

为实现资源受限项目调度的多目标优化,通过改进传统蚁群算法,提出适用于多目标优化的多种群蚁群算法.该算法基于串行进度生成机制,每个蚁群具有各自的目标函数、与目标函数相匹配的不同搜索策略以及各自的信息素更新机制.各蚁群独立进行搜索决策,但各蚁群之间存在信息素的相互作用,从而实现加速搜索.针对多目标资源受限项目调度问题设计新的精英策略.在目标规划基础上构造一系列多目标项目调度算例,经系统测试表明,所提出的多种群蚁群算法能够有效优化资源受限项目的资源配置,实现多目标优化.     

刚体动力学初值问题的拟变分原理及其应用

随着科学技术的发展,对刚体动力学提出新的要求.应用变积方法,建立了刚体动力学初值问题的拟变分原理.推导出刚体动力学初值问题的拟变分原理的拟驻值条件.建立了刚体动力学初值问题的广义拟变分原理,说明了应用广义拟变分原理求得问题的解析解和数值解的途径.借助算例说明了应用变分方法来研究刚体动力学初值问题的优越性.