Теорія оптимальних рішень

Збірник наукових праць · Заснований в 1967 р. · Виходить 1 раз на рік · 2011

Abstracts of articles in English

A.A.Belousov

DIFFERENTIAL GAMES UNDER INTEGRAL CONSTRAINS ON CONTROLS IN NORM L1

Linear systems under integral constraints on controls in L1-space norm are discussed in this paper. Analog of Pontryagin’s Condition is formulated. On its basis sufficient conditions of the game termination in a certain guaranteed time are obtained.

V.A. Pepelyaev, N.A. Golodnikova

On the regulation of food prices to ensure food security of ukraine

We consider the problem of economic access to food. We suggested a mathematical model of demand and an algorithm for management of food prices to ensure food security of Ukraine.

G.A. Donets, O.V. Mironenko

ABOUT NESSISERY CONDITIONS FOR T-FACTORIZATION OF FULL GRAPHS

It is considered an actual problem in graphs theory – decomposition of full graphs into isomorphic trees. A new approach is proposed, which permits to obtain new results in considered field of research.

O.A. Berezovskyi

the sufficient condition for the accuracy of dual Lagrange bounds in QUADRATIC EXTREMal problemS

The general problem of minimizing a quadratic function with quadratic constraints is considered. One proved the sufficient condition for the accuracy of dual Lagrange bound, which proposed by N.Z Shor, for this problem.

G.Ts. Chikrii

onE GAME problem of SOFT meeting Of TWO DIFFERENT-TYPE OBJECTS

Paper concerns the game dynamic problem of soft meeting of two linear second-order different-type differential systems.The extension time-function is built and with its help sufficient conditions for terminating the game in a finite time are developed. Moreover formula for constructing control of the pursuer is given.

V.O. Rudyk

PROTEIN STRUCTURE NOTATION METHODS ON 3D DISCRETE LATTICES

The approach to formalize concepts of absolute and relative encodings used while solving protein tertiary structure prediction problem is proposed and studied. General case of discrete lattice is examined. Main characteristics of these encodings are formulated and proved, algorithms for their construction are proposed.

Y.J. Bigun, I.Yu. Krivonos, K.A. Chikrii, A.V. Tkachik

ON GAME PROBLEM FOR QUASILINEAR IMPULSE SYSTEM

The paper investigates the dynamic game described by a system subject to impulse effect at certain instants of time. Conditions, providing for its trajectory in guaranteed time to approach a cylindrical set are obtained. In so doing, the technique of the method of resolving functions based on special set-valued mappings is employed.

K.G. Dziubenko

Diagonalization of Compact Symmetric operator

Statements are proved on diagonalization of compact symmetric operator in canonical space, on convergence of eigen-values and eigen-vectors of approximating finite-dimensional operator.

I.I. Matychyn

REPRESENTATION OF SOLUTIONS TO SYSTEMS OF FRACTIONAL ORDER LINEAR DIFFERENTIAL EQUATIONS

Non-homogeneous linear systems of differential equations with classical Riemann–Liouville fractional derivatives as well as regularized Caputo’s fractional derivatives are considered. Using Laplace transform the solutions to such systems are represented in the form of analogues of Cauchy formula for arbitrary measurable and bounded functions of time in the right-hand side. These relations play a key role by solving related problems of mathematical control theory and theory of dynamic games.

Z.V. Nekrylova, G.A. Shulinok

about specification tests of the panel date models

The Hausman test and its alternative method are described. An introduction to Chamberlain’s approach are reported. It is to view panel data estimation as estimation of a set of equations.

V.M. Kuzmenko, E.I.Nenakhov

an algorythm for solving quadratic problem in PNK-method

Computationally effective algorithm for solving quadratic subproblem on iteration of PNK-method is built. Diagonal property of quadratic matrix, bounds on variables, small change of subproblem are took into account. Results of computational experiments are given.

P.I. Stetsyuk, A.V.Bondarenko

ON spectral properties of Leontief model

A numerical research of static Leontief models for 15-sectoral balance of Ukraine for 2003-2009 is considered. It is shown that the Leontief matrices are productive. Frobenius numbers and Frobenius vectors for Leontief matrices and Leontief inverse matrices are given. Correlation between the structures of demand and value added for Leontief inverse matrices is investigated.

O.P. Lykhovyd

on one realization of R-ALGORITHM

A realization of well-known r-algorithm with interface to AMPL modeling system is considered. The results of comparative numerical experiments on known test problems with optimization software implemented to the system are given.

T.O. Bardadym, V.V. Golikova

Investigation of dependencies between financial indices

The problems of finding dependencies between non-stationary time series are discussed as matrix optimization problems. Cointegration models for Swiss, Russian and Ukrainian stock indices are built.

G.A. Donets, S.T. Kuznetsov

about one combinatorical logical type problem

It is considered a problem to find subset with certain properties of n-elements set using minimal number of steps. Some results of solved problems are proposed.

V.V. Gorin

IMAGE-BASED FACE RECOGNITION ALGORITHMS AND THEIR COMPARISON

This paper describes few of the most popular and effective image-based face recognition algorithms. It is shown that algorithms performance depends scientifically on the task statement and algorithm architecture as well. It is shown that ICA is the most universal and effective algorithm for both facial identity recognition tasks (ICA architecture II) and facial action (mimics/emotion) recognition (ICA architecture I)

V.M. Gorbachuk, V.V. Boyko, I.A. Rusanov

CONTRACT DESIGN UNDER RISK

The analysis of bilevel management problem has been conducted, and the corresponding optimization programs have been constructed. The solution existence and constraint binding conditions for such problems are developed.

Yu.P.Laptin

SOME QUESTIONS of Nonsmooth Penalty functions

We consider an approach to construct an automatic procedure for determining the values of penalty coefficients in the process of optimization algorithm. The possibilities of the proposed approach for the development of decomposition schemes for quasi-block optimization problems with binding variables are analysed.

S.P. Shpyga

the upper estimation for the stochastical integral of MULTICOMPONENT FRACTIONAL Brownian MOTION

This paper deals with the Wiener integrals via the fractional Brownian field with Hurst indexes . The upper estimation for the moments of the supremum of the stochastical integrals are obtained for deterministic set with the help of Gaussian property These estimations essentially depend on the properties of integrand.

A.N. Khimich, V.V. Polyanko

OPTIMIZATION OF parallel iterative process for the linear systems with sparse matrices

Considered is one of approaches for construction a preconditioner for method of conjunctive gradients for solution SLAE with sparse matrices of irregular structure. Preconditioners, which are based on method of parallel section, is proposed and investigated.

A.G. Donets, I.E. Shulіnok

Coordinate method FOR LOCALIZATION values of linear functions defined on Permutations

The problem of localization of a linear function on permutations is considered. We propose the coordinate method of its solution, which is new and best known.

V. B. Pavlenko

METHOD theoretical aspects of constructing a Hamiltonian cycle

Сonsider several approaches to solving the problem of constructing a Hamiltonian cycle in a planar graph, which often arises in computer modeling of the various tasks of planning, routing data, and others.

E.P.Karpets, Yu.Yu. Dyulicheva

Semi-dynamic model of input-output tables as an instrument for macroeconomic proportions coordinated forecasting

The possibilities of semi-dynamic Input-Output tables interconnected usage with accounting and forecasting natural-realmoney and cost parameters are reviewed.