Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower＇s functions are separable with respect to the follower＇s variables, and the other is that the follower＇s f...Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower＇s functions are separable with respect to the follower＇s variables, and the other is that the follower＇s functions are convex if the follower＇s variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader＇s variable x, it is proved that the optimal solution y of the follower＇s mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower＇s programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter λ, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.展开更多
The exponentially-distributed random timestepping algorithm with boundary test is implemented to evaluate the prices of some variety of single one-sided barrier option contracts within the framework of Black-Scholes m...The exponentially-distributed random timestepping algorithm with boundary test is implemented to evaluate the prices of some variety of single one-sided barrier option contracts within the framework of Black-Scholes model, giving efficient estimation of their hitting times. It is numerically shown that this algorithm, as for the Brownian bridge technique, can improve the rate of weak convergence from order one-half for the standard Monte Carlo to order 1. The exponential timestepping algorithm, however, displays better results, for a given amount of CPU time, than the Brownian bridge technique as the step size becomes larger or the volatility grows up. This is due to the features of the exponential distribution which is more strongly peaked near the origin and has a higher kurtosis compared to the normal distribution, giving more stability of the exponential timestepping algorithm at large time steps and high levels of volatility.展开更多
A recursive rational algorithm for matrix exponentials was obtained by making use of the generalized inverse of a matrix in this paper. On the basis of the n th convergence of Thiele type continued fraction expa...A recursive rational algorithm for matrix exponentials was obtained by making use of the generalized inverse of a matrix in this paper. On the basis of the n th convergence of Thiele type continued fraction expansion, a new type of the generalized inverse matrix valued Padé approximant (GMPA) for matrix exponentials was defined and its remainder formula was proved. The results of this paper were illustrated by some examples.展开更多
With the passage of time, it has become important to investigate new methods for updating data to better fit the trends of the grey prediction model. The traditional GM（1,1） usually sets the grey action quantity as ...With the passage of time, it has become important to investigate new methods for updating data to better fit the trends of the grey prediction model. The traditional GM（1,1） usually sets the grey action quantity as a constant. Therefore, it cannot effectively fit the dynamic characteristics of the sequence, which results in the grey model having a low precision. The linear grey action quantity model cannot represent the index change law. This paper presents a grey action quantity model, the exponential optimization grey model（EOGM（1,1））, based on the exponential type of grey action quantity; it is constructed based on the exponential characteristics of the grey prediction model. The model can fully reflect the exponential characteristics of the simulation series with time. The exponential sequence has a higher fitting accuracy. The optimized result is verified using a numerical example for the fluctuating sequence and a case study for the index of the tertiary industry＇s GDP. The results show that the model improves the precision of the grey forecasting model and reduces the prediction error.展开更多
A new control mode is proposed for a networked control system whose network-induced delay is longer than a sampling period. A time-division algorithm is presented to implement the control and for the mathematical mode...A new control mode is proposed for a networked control system whose network-induced delay is longer than a sampling period. A time-division algorithm is presented to implement the control and for the mathematical modeling of such networked control system. The infinite horizon controller is designed, which renders the networked control system mean square exponentially stable.Simulation results show the validity of the proposed theory.展开更多
RSA(Rivest-Shamir-Adleman)public-key cryptosystem is widely used in the information security area such as encryption and digital signature. Based on the modified Montgomery modular multiplication algorithm, a new arch...RSA(Rivest-Shamir-Adleman)public-key cryptosystem is widely used in the information security area such as encryption and digital signature. Based on the modified Montgomery modular multiplication algorithm, a new architecture using CSA(carry save adder)was presented to implement modular multiplication. Compared with the popular modular multiplication algorithms using two CSA, the presented algorithm uses only one CSA, so it can improve the time efficiency of RSA cryptoprocessor and save about half of hardware resources for modular multiplication. With the increase of encryption data size n, the clock cycles for the encryption procedure reduce in (T(n^2),) compared with the modular multiplication algorithms using two CSA.展开更多
Exponentiated Generalized Weibull distribution is a probability distribution which generalizes the Weibull distribution introducing two more shapes parameters to best adjust the non-monotonic shape. The parameters of ...Exponentiated Generalized Weibull distribution is a probability distribution which generalizes the Weibull distribution introducing two more shapes parameters to best adjust the non-monotonic shape. The parameters of the new probability distribution function are estimated by the maximum likelihood method under progressive type II censored data via expectation maximization algorithm.展开更多
针对工业机器人在高度制造领域精度不高的问题,本文提出了一种基于POE模型的工业机器人运动学参数二次辨识方法。阐述了基于指数积(Product of exponential, POE)模型的运动学误差模型构建方法,并建立基于POE误差模型的适应度函数;为实...针对工业机器人在高度制造领域精度不高的问题,本文提出了一种基于POE模型的工业机器人运动学参数二次辨识方法。阐述了基于指数积(Product of exponential, POE)模型的运动学误差模型构建方法,并建立基于POE误差模型的适应度函数;为实现高精度的参数辨识,提出了一种二次辨识方法,先利用改进灰狼优化算法(Improved grey wolf optimizer, IGWO)实现运动学参数误差的粗辨识,初步将Staubli TX60型机器人的平均位置误差和平均姿态误差分别从(0.648 mm, 0.212°)降低为(0.457 mm, 0.166°);为进一步提高机器人的精度性能,再通过LM(Levenberg-Marquard)算法进行参数误差的精辨识,最终将Staubli TX60型机器人平均位置误差和平均姿态误差进一步降低为(0.237 mm, 0.063°),机器人平均位置误差和平均姿态误差分别降低63.4%和70.2%。为了验证上述二次辨识方法的稳定性,随机选取5组辨识数据集和验证数据集进行POE误差模型的参数误差辨识,结果表明提出的二次辨识方法能够稳定、精确地辨识工业机器人运动学参数误差。展开更多
基金supported by the National Natural Science Fundation of China (60374063)
文摘Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower＇s functions are separable with respect to the follower＇s variables, and the other is that the follower＇s functions are convex if the follower＇s variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader＇s variable x, it is proved that the optimal solution y of the follower＇s mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower＇s programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter λ, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.
文摘The exponentially-distributed random timestepping algorithm with boundary test is implemented to evaluate the prices of some variety of single one-sided barrier option contracts within the framework of Black-Scholes model, giving efficient estimation of their hitting times. It is numerically shown that this algorithm, as for the Brownian bridge technique, can improve the rate of weak convergence from order one-half for the standard Monte Carlo to order 1. The exponential timestepping algorithm, however, displays better results, for a given amount of CPU time, than the Brownian bridge technique as the step size becomes larger or the volatility grows up. This is due to the features of the exponential distribution which is more strongly peaked near the origin and has a higher kurtosis compared to the normal distribution, giving more stability of the exponential timestepping algorithm at large time steps and high levels of volatility.
文摘A recursive rational algorithm for matrix exponentials was obtained by making use of the generalized inverse of a matrix in this paper. On the basis of the n th convergence of Thiele type continued fraction expansion, a new type of the generalized inverse matrix valued Padé approximant (GMPA) for matrix exponentials was defined and its remainder formula was proved. The results of this paper were illustrated by some examples.
基金supported by the National Key Research and Development Program of China(2016YFC1402000)the National Science Foundation of China(41701593+2 种基金7137109871571157)the National Social Science Fund Major Project(14ZDB151)
文摘With the passage of time, it has become important to investigate new methods for updating data to better fit the trends of the grey prediction model. The traditional GM（1,1） usually sets the grey action quantity as a constant. Therefore, it cannot effectively fit the dynamic characteristics of the sequence, which results in the grey model having a low precision. The linear grey action quantity model cannot represent the index change law. This paper presents a grey action quantity model, the exponential optimization grey model（EOGM（1,1））, based on the exponential type of grey action quantity; it is constructed based on the exponential characteristics of the grey prediction model. The model can fully reflect the exponential characteristics of the simulation series with time. The exponential sequence has a higher fitting accuracy. The optimized result is verified using a numerical example for the fluctuating sequence and a case study for the index of the tertiary industry＇s GDP. The results show that the model improves the precision of the grey forecasting model and reduces the prediction error.
文摘A new control mode is proposed for a networked control system whose network-induced delay is longer than a sampling period. A time-division algorithm is presented to implement the control and for the mathematical modeling of such networked control system. The infinite horizon controller is designed, which renders the networked control system mean square exponentially stable.Simulation results show the validity of the proposed theory.
文摘RSA(Rivest-Shamir-Adleman)public-key cryptosystem is widely used in the information security area such as encryption and digital signature. Based on the modified Montgomery modular multiplication algorithm, a new architecture using CSA(carry save adder)was presented to implement modular multiplication. Compared with the popular modular multiplication algorithms using two CSA, the presented algorithm uses only one CSA, so it can improve the time efficiency of RSA cryptoprocessor and save about half of hardware resources for modular multiplication. With the increase of encryption data size n, the clock cycles for the encryption procedure reduce in (T(n^2),) compared with the modular multiplication algorithms using two CSA.
文摘Exponentiated Generalized Weibull distribution is a probability distribution which generalizes the Weibull distribution introducing two more shapes parameters to best adjust the non-monotonic shape. The parameters of the new probability distribution function are estimated by the maximum likelihood method under progressive type II censored data via expectation maximization algorithm.
文摘针对工业机器人在高度制造领域精度不高的问题,本文提出了一种基于POE模型的工业机器人运动学参数二次辨识方法。阐述了基于指数积(Product of exponential, POE)模型的运动学误差模型构建方法,并建立基于POE误差模型的适应度函数;为实现高精度的参数辨识,提出了一种二次辨识方法,先利用改进灰狼优化算法(Improved grey wolf optimizer, IGWO)实现运动学参数误差的粗辨识,初步将Staubli TX60型机器人的平均位置误差和平均姿态误差分别从(0.648 mm, 0.212°)降低为(0.457 mm, 0.166°);为进一步提高机器人的精度性能,再通过LM(Levenberg-Marquard)算法进行参数误差的精辨识,最终将Staubli TX60型机器人平均位置误差和平均姿态误差进一步降低为(0.237 mm, 0.063°),机器人平均位置误差和平均姿态误差分别降低63.4%和70.2%。为了验证上述二次辨识方法的稳定性,随机选取5组辨识数据集和验证数据集进行POE误差模型的参数误差辨识,结果表明提出的二次辨识方法能够稳定、精确地辨识工业机器人运动学参数误差。
