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最优化问题

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As an unconstrained optimization problem, it has a lot of methods to solve for its special structure.

作为一个无约束最优化问题,由于其结构的特殊性,存在很多利用其结构特征的有效算法。

In this paper,the Alopex optimization algorithm was successfully used for the global optimization problem of motor design.

文中采用Alopex优化算法,很好地解决了电机设计中的全局最优化问题

Finally,the study on the core of hedge research-i.e,the optimum hedge strategy can provide theoretic support in improvement of hedge efficiency and its application in investment practice.

最后,套期保值策略的最优化问题,也是套期保值研究中最核心的内容,这一课题的研究可以对提高套期保值效果,为套期保值在投资实务中的应用提供理论上的支撑。

In this paper,a new method for estimating the global optimum value in a global optimization problem is proposed .

给出了一种全局最优化问题的全局最优值估计的新方法;该方法通过求一个非线性方程的根使目标函数值逐步减小,因此该方法具有下降算法特征。

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。

In Chapter 5, the authors study the convergence properties of the gradient projection method for the constrained optimization problem. In this chapter, a new step-size rule, which avoids fulfiling the classical line search and includes choosing a constant as the step size as a special case, is presented and analyzed.

第五章研究了求解约束最优化问题的梯度投影方法,在步长的选取时采用了一种新的策略,这种策略不需要进行传统的线搜索且包含步长取常数这种特例,在较弱的条件下,证明了梯度投影方法的全局收敛性。

In the radome design procedures, which are utilized to the engineering applications, the optimal design seems more and more necessary and desirable.

随着射线方法应用范围的不断扩展,天线罩的设计中的最优化问题成为必然的发展趋势。

In this paper,a concept of strictly efficient solution of the optimization problem for a set-valued mapping is introduced.

本文对集值映射最优化问题引入严有效解的概念。

And based on this result, we also prove the connectedness of G-properly efficient solution set when the vector objected function is both like-convex and quasi-convex.

在此基础上,还得到向量目标函数既似凸又拟凸的多目标最优化问题G-恰当有效解集是连通的结论。

Model extraction algorithm, which the neural network as a learning process, the stochastic optimization problem parallel algorithm.

模式提取算法,它把神经网络的学习过程看作,最优化问题的随机并行算法。

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However, as the name(read-only memory)implies, CD disks cannot be written onorchanged in any way.

然而,正如其名字所指出的那样,CD盘不能写,也不能用任何方式改变其内容。

Galvanizes steel pallet is mainly export which suits standard packing of European Union, the North America. galvanizes steel pallet is suitable to heavy rack. Pallet surface can design plate type, corrugated and the gap form, satisfies the different requirements.

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A single payment file can be uploaded from an ERP system to effect all pan-China RMB payments and overseas payments in all currencies.

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