运用广义网络流模型和线性规划对偶理论,提出了一种金融产品的套利定价方法。
An arbitrage pricing method for financial products in terms of generalized network model and duality theory of linear program is presented.
通过论证用一般线性规划的对偶算法求解本模型的可行性,使得该模型的求解问题迎刃而解。
After demonstrating the feasibility of using the dual algorithm for general linear programming to solve this model, we get an effective algorithm.
本文给出了重力式桥墩与明挖基础整体优化设计的数学模型,选择序列线性规划法,并利用线性规划的对偶理论求最优解。
In this paper, a mathematical model for integral optimization design of pier shaft and its foundation is given, and the SLP method and duality theory are applied here to have a optimal solution.
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