共查询到20条相似文献,搜索用时 171 毫秒
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最小交互熵在投入—产出表理论预测的应用 总被引:1,自引:0,他引:1
本文利用最小交互熵的概念和有关结论,直接地给出具有固定边际的投入—产出表预测模型的RAS方法的结构形式;同时利用信息论中的不等式,直接地证明最小交互熵解就是对偶几何规划解1从而简单、明了地赋于投入—产出表RAS方法的信息意义。我们还给出一种迭代计算方案。最后指出,该方法可以用统计方法检验新的理论预测与原投入—产出表的差异性。 相似文献
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史应光 《数学物理学报(B辑英文版)》1994,(4)
SINGULARITYANDQUADRATUREREGULARITYOF(0,1,...,m-2,m)─INTERPOLATIONONTHEZEROSOF(1-x)P_(n-1)~(αβ)(x)ShiYingguang(史应光)(ComputingCe... 相似文献
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Lanczos方法解大型矩阵逆谱问题的稳定性朱本仁,王桂松(山东大学)STABILITYOFTHELANCZOSALGORITHMINSOLVINGLARGEINVERSESPECTRALPROBLEMS¥ZhuBen-ren;WangGui-son... 相似文献
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PARTIALFERRERSMATRICES¥RICHARDA;BRUALDI&LIQIAO(DepartmentofMathematics,UniversityofWisconsin,Madison,Wisconsin53706,U.S.A.)(D... 相似文献
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STRONGCODINGTHEOREMANDASYMPTOTICERROREXPONENTOFARBITRARILYVARYINGSOURCE符方伟,沈世镒)¥FiFangwei;ShenSiyi(Dept.ofMath.,NankaiUniv.,T... 相似文献
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本文引入区间三角多分裂来包含集合S={A-1b|A∈E[A],b∈[b]},给出解区间线性方程组的并行多分裂GAOR方法,讨论方法的收敛性、收敛速度以及其极限包含集合S的性质. 相似文献
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OPTIMALQUADRATUREOFTHESOBOLEVCLASSW_1~r(R)DEFINEDONWHOLEREALAXIS(房艮孙,刘永平)¥FangGensun;LiuYongping(Dept.ofMath.,BeijingNormalUni... 相似文献
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分支问题中转接解支的开折方法朱正佑,丛玉豪(兰州大学数学系)THEUNFOLDINGTECHNIQUEFORSWITCHINGSOLUTIONBRANCHESINBIFURCATIONPROBLEMS¥ZhuZheng-you;CongYu-hao(... 相似文献
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EXISTENCEANDUNIQUENESSOFTHEENTROPYSOLUTIONTOANONLINEARHYPERBOLICEQUATION¥R.EYMARD;T.GALLOUET;R.HERBIN(LaboratoireCentraldesPo... 相似文献
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Guillermo A. Mendoza 《Natural Resource Modeling》1988,2(4):653-667
This paper describes a nonlinear programming model combined with a binary search technique that systematically searches for the minimum value of a given objective within the nondominated solution set. The procedure provides a way of determining the range of efficient target levels for any multiobjective planning problem using information contained in the pay-off table. The method is illustrated using a numerical example. 相似文献
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Monica E. Bad Dumitrescu 《Annals of the Institute of Statistical Mathematics》1986,38(1):451-457
Summary Systematic and simple characterizations are presented for several familiar distributions in exponential family by means of
the principle of minimum cross-entropy (minimum discrimination information). The suitable prior distributions and the appropriate
constraints on expected values are given for the underlying distributions. 相似文献
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The Cross-Entropy Method for Combinatorial and Continuous Optimization 总被引:17,自引:0,他引:17
We present a new and fast method, called the cross-entropy method, for finding the optimal solution of combinatorial and continuous nonconvex optimization problems with convex bounded domains. To find the optimal solution we solve a sequence of simple auxiliary smooth optimization problems based on Kullback-Leibler cross-entropy, importance sampling, Markov chain and Boltzmann distribution. We use importance sampling as an important ingredient for adaptive adjustment of the temperature in the Boltzmann distribution and use Kullback-Leibler cross-entropy to find the optimal solution. In fact, we use the mode of a unimodal importance sampling distribution, like the mode of beta distribution, as an estimate of the optimal solution for continuous optimization and Markov chains approach for combinatorial optimization. In the later case we show almost surely convergence of our algorithm to the optimal solution. Supporting numerical results for both continuous and combinatorial optimization problems are given as well. Our empirical studies suggest that the cross-entropy method has polynomial in the size of the problem running time complexity. 相似文献
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郑权在1978年提出的一种积分水平集算法概念性算法.由于水平集一般情况下难以求出,此算法通过Monte-Carlo随机取点来实现.本文提出了数学期望型水平值逼近全局最小值的概念性算法,它利用了相对熵主要思想,通过改变重要样本密度函数,克服了郑权算法水平集不易求得而难以求出水平值的困难.本文还给出了求全局最小值的收敛准则并证明了它的渐进收敛性. 相似文献
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On the Convergence of the Cross-Entropy Method 总被引:5,自引:0,他引:5
The cross-entropy method is a relatively new method for combinatorial optimization. The idea of this method came from the
simulation field and then was successfully applied to different combinatorial optimization problems. The method consists of
an iterative stochastic procedure that makes use of the importance sampling technique. In this paper we prove the asymptotical
convergence of some modifications of the cross-entropy method. 相似文献
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文章提出求二次规划的最优解的一种算法——旋转迭代算法。该方法仅用到最小比原则及行初等变换,无须引入人工变量,在同一张表格下可求出最优解。比文[1]中的若干算法有可能较简单,推广了文[2]中的算法。该方法易于操作。在风险管理的应用中,较容易确定投资组合的比例系数。 相似文献