Search results for: stochastic lead time

Authors: M. Mokhtar, A. Shuib, D. Mohamad

Abstract:

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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Authors: Martha Liliana Reina Usuga, Wilson Adarme Jaimes, Oscar Eduardo Suarez

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Coordinated supply chain represents major challenges for the different actors involved in it, because each agent responds to individual interests. The paper presents a framework with the reviewed literature regarding the system's decision structure and nature of demand. Later, it characterizes an agri food supply chain in the Central Region of Colombia, it responds to a decentralized distribution system and a stochastic demand. Finally, the paper recommends coordinating the chain based on shared information, and mechanisms for each agent, as VMI (vendor-managed inventory) strategy for farmer-buyer relationship, information system for farmers and contracts for transportation service providers.

Keywords: Agri-food supply chain, Coordination mechanisms, Decentralized distribution system, Supply chain coordination.

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Authors: Jalal Karam

Abstract:

Years of extensive research in the field of speech processing for compression and recognition in the last five decades, resulted in a severe competition among the various methods and paradigms introduced. In this paper we include the different representations of speech in the time-frequency and time-scale domains for the purpose of compression and recognition. The examination of these representations in a variety of related work is accomplished. In particular, we emphasize methods related to Fourier analysis paradigms and wavelet based ones along with the advantages and disadvantages of both approaches.

Keywords: Time-Scale, Wavelets, Time-Frequency, Compression, Recognition.

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Authors: T. O. Olwal, K. Djouani, B. J. van Wyk, Y. Hamam, P. Siarry

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Multi-Radio Multi-Channel Wireless Mesh Networks (MRMC-WMNs) operate at the backbone to access and route high volumes of traffic simultaneously. Such roles demand high network capacity, and long “online" time at the expense of accelerated transmission energy depletion and poor connectivity. This is the problem of transmission power control. Numerous power control methods for wireless networks are in literature. However, contributions towards MRMC configurations still face many challenges worth considering. In this paper, an energy-efficient power selection protocol called PMMUP is suggested at the Link-Layer. This protocol first divides the MRMC-WMN into a set of unified channel graphs (UCGs). A UCG consists of multiple radios interconnected to each other via a common wireless channel. In each UCG, a stochastic linear quadratic cost function is formulated. Each user minimizes this cost function consisting of trade-off between the size of unification states and the control action. Unification state variables come from independent UCGs and higher layers of the protocol stack. The PMMUP coordinates power optimizations at the network interface cards (NICs) of wireless mesh routers. The proposed PMMUP based algorithm converges fast analytically with a linear rate. Performance evaluations through simulations confirm the efficacy of the proposed dynamic power control.

Keywords: Effective band inference based power control algorithm (EBIA), Power Selection MRMC Unification Protocol (PMMUP), MRMC State unification Variable Prediction (MRSUP), Wireless Mesh Networks (WMNs).

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Authors: S. Homrossukon, W. Parinyasart

Abstract:

This is an applied research to propose the method for price quotation for a contract electronics manufacturer. It has had a precise price quoting method but such method could not quickly provide a result as the customer required. This reduces the ability of company to compete in this kind of business. In this case, the cause of long time quotation process was analyzed. A lot of product features have been demanded by customer. By checking routine processes, it was found that high fraction of quoting time was used for production time estimating which has effected to the manufacturing or production cost. Then the historical data of products including types, number of components, assembling method, and their assembling time were used to analyze the key components affecting to production time. The price quoting model then was proposed. The implementation of proposed model was able to remarkably reduce quoting time with an acceptable required precision.

Keywords: Price quoting, Contract manufacturer, Stepwise technique, Best subset technique.

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Authors: M. A. Tayfun

Abstract:

Occurrences of spurious crests on the troughs of large, relatively steep second-order Stokes waves are anomalous and not an inherent characteristic of real waves. Here, the effects of such occurrences on the statistics described by the standard second-order stochastic model are examined theoretically and by way of simulations. Theoretical results and simulations indicate that when spurious occurrences are sufficiently large, the standard model leads to physically unrealistic surface features and inaccuracies in the statistics of various surface features, in particular, the troughs and thus zero-crossing heights of large waves. Whereas inaccuracies can be fairly noticeable for long-crested waves in both deep and shallower depths, they tend to become relatively insignificant in directional waves.

Keywords: Large waves, non-linear effects, simulation, spectra, spurious crests, Stokes waves, wave breaking, wave statistics.

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Authors: Mncedisi Trinity Dewa, Andre F. Van Der Merwe, Stephen Matope

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Tool, Die and Mould-making (TDM) firms have been known to play a pivotal role in the growth and development of the manufacturing sectors in most economies. Their output contributes significantly to the quality, cost and delivery speed of final manufactured parts. Unfortunately, the South African Tool, Die and Mould-making manufacturers have not been competing on the local or global market in a significant way. This reality has hampered the productivity and growth of the sector thus attracting intervention. The paper explores the shortcomings South African toolmakers have to overcome to restore their competitive position globally. Results from a global benchmarking survey on the tooling sector are used to establish a roadmap of what South African toolmakers can do to become a productive, World Class force on the global market.

Keywords: Competitive performance objectives, lead time, toolmakers, world-class manufacturing.

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Authors: Vitaliy Tayanov

Abstract:

In this paper we present the algorithm which allows us to have an object tracking close to real time in Full HD videos. The frame rate (FR) of a video stream is considered to be between 5 and 30 frames per second. The real time track building will be achieved if the algorithm can follow 5 or more frames per second. The principle idea is to use fast algorithms when doing preprocessing to obtain the key points and track them after. The procedure of matching points during assignment is hardly dependent on the number of points. Because of this we have to limit pointed number of points using the most informative of them.

Keywords: video tracking, real-time, Hungarian algorithm, Full HD video.

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Authors: Chih-Hsiang Chang, Fang-Jyun Su

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This paper explores whether stock characteristics influence the herding formation among investors in the US equity market. To extend the research scope of the existing literature, this paper further examines the role that stock risk characteristics play in the US equity market, and the way they influence investors’ decision-making. First, empirical results show that whether general stocks or high-risk stocks, there are no herding behaviors among the investors in the US equity market during the whole research period or during four great events. Moreover, stock characteristics have great influence on investors’ trading decisions. Finally, there is a bidirectional lead-lag relationship of the herding formation between high-risk stocks and low-risk stocks, but the influence of high-risk stocks on the low-risk stocks is stronger than that of low-risk stocks on the high-risk stocks.

Keywords: Stock characteristics, herding formation, investment decision, US equity market, lead-lag relationship.

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Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

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This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.

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Authors: Ha T. Pham, Shuichi Miyagawa

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Ongoing landscape transformation is one of the major causes behind disappearance of traditional landscapes, and lead to species and resource loss. Tree in paddy fields in the northeast of Thailand is one of those traditional landscapes. Using three different historical time layers, we acknowledged the severe deforestation and rapid urbanization happened in the region. Despite the general thinking of decline in tree density as consequences, the heterogeneous trend of changes in total tree density in three studied landscapes denied the hypothesis that number of trees in paddy field depend on the length of land use practice. On the other hand, due to selection of planting new trees on levees, existence of trees in paddy field now relies on their values for human use. Besides, changes in land use and landscape structure had a significant impact on decision of which tree density level is considered as suitable for the landscape.

Keywords: Aerial photographs, land use change, traditional landscape, tree in paddy fields.

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Authors: Myriam Noureddine, Rachid Noureddine

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Following the current economic challenges and competition, all systems, whatever their field, must be efficient and operational during their activity. In this context, it is imperative to anticipate, identify, eliminate and estimate the failures of systems, which may lead to an interruption of their function. This need requires the management of possible risks, through an assessment of the failures criticality following a dependability approach. On the other hand, at the time of new information technologies and considering the networks field evolution, the data transmission has evolved towards a multipoint communication, which can simultaneously transmit information from a sender to multiple receivers. This article proposes the failures criticality assessment of a multipoint communication network, integrates a database of network failures and their quantifications. The proposed approach is validated on a case study and the final result allows having the criticality matrix associated with failures on the considered network, giving the identification of acceptable risks.

Keywords: Dependability, failure, multipoint network, criticality matrix.

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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The Greek Energy Market is structured as a mandatory pool where the producers make their bid offers in day-ahead basis. The System Operator solves an optimization routine aiming at the minimization of the cost of produced electricity. The solution of the optimization problem leads to the calculation of the System Marginal Price (SMP). Accurate forecasts of the SMP can lead to increased profits and more efficient portfolio management from the producer`s perspective. Aim of this study is to provide a comparative analysis of various machine learning models such as artificial neural networks and neuro-fuzzy models for the prediction of the SMP of the Greek market. Machine learning algorithms are favored in predictions problems since they can capture and simulate the volatilities of complex time series.

Keywords: Deregulated energy market, forecasting, machine learning, system marginal price, energy efficiency and quality.

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Authors: Sašo Pečnik, Borut Žalik

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This paper presents a real-time visualization technique and filtering of classified LiDAR point clouds. The visualization is capable of displaying filtered information organized in layers by the classification attribute saved within LiDAR datasets. We explain the used data structure and data management, which enables real-time presentation of layered LiDAR data. Real-time visualization is achieved with LOD optimization based on the distance from the observer without loss of quality. The filtering process is done in two steps and is entirely executed on the GPU and implemented using programmable shaders.

Keywords: Filtering, graphics, level-of-details, LiDAR, realtime visualization.

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Authors: Mohamad K. Hasan, Hameed Al-Qaheri

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Optimization plays an important role in most real world applications that support decision makers to take the right decision regarding the strategic directions and operations of the system they manage. Solutions for traffic management and traffic congestion problems are considered major problems that most decision making authorities for cities around the world are looking for. This review paper gives a full description of the traffic problem as part of the transportation planning process and present a view as a framework of urban transportation system analysis where the core of the system is a transportation network equilibrium model that is based on optimization techniques and that can also be used for evaluating an alternative solution or a combination of alternative solutions for the traffic congestion. Different transportation network equilibrium models are reviewed from the sequential approach to the multiclass combining trip generation, trip distribution, modal split, trip assignment and departure time model. A GIS-Based intelligent decision support system framework for urban transportation system analysis is suggested for implementation where the selection of optimized alternative solutions, single or packages, will be based on an intelligent agent rather than human being which would lead to reduction in time, cost and the elimination of the difficulty, by human being, for finding the best solution to the traffic congestion problem.

Keywords: Multiclass simultaneous transportation equilibrium models, transportation planning, urban transportation systems analysis, intelligent decision support system.

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Authors: C. B. Vishwakarma

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The author presented a method for model order reduction of large-scale time-invariant systems in time domain. In this approach, two modified Hankel matrices are suggested for getting reduced order models. The proposed method is simple, efficient and retains stability feature of the original high order system. The viability of the method is illustrated through the examples taken from literature.

Keywords: Model Order Reduction, Stability, Hankel Matrix, Time-Domain, Integral Square Error.

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Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader

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Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world.  In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB   Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime.  The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.

Keywords: Empirical model, modeling, OCC, rainfall-runoff relationship.

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Authors: Xiangbin Zhu

Abstract:

EDF (Early Deadline First) algorithm is a very important scheduling algorithm for real- time systems . The EDF algorithm assigns priorities to each job according to their absolute deadlines and has good performance when the real-time system is not overloaded. When the real-time system is overloaded, many misdeadlines will be produced. But these misdeadlines are not uniformly distributed, which usually focus on some tasks. In this paper, we present an adaptive fuzzy control scheduling based on EDF algorithm. The improved algorithm can have a rectangular distribution of misdeadline ratios among all real-time tasks when the system is overloaded. To evaluate the effectiveness of the improved algorithm, we have done extensive simulation studies. The simulation results show that the new algorithm is superior to the old algorithm.

Keywords: Fuzzy control, real-time systems, EDF, misdeadline ratio.

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Authors: Ebeed A. Saleh, Kadry M. Sadek, Safaa H. Ghorbal

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Due to the determination of the pollution status of fresh resources in the Egyptian territorial waters is very important for public health; this study was carried out to reveal the levels of heavy metals in the shellfish and their environment and its relation to the highly developed industrial activities in those areas. A total of 100 shellfish samples from the Rosetta, Edku, El-Maadiya, Abo-Kir and El-Max coasts [10 crustaceans (shrimp) and 10 mollusks (oysters)] were randomly collected from each coast. Additionally, 10 samples from both the water and the sediment were collected from each coast. Each collected sample was analyzed for cadmium, chromium, copper, lead and zinc residues using a Perkin Elmer atomic absorption spectrophotometer (AAS). The results showed that the levels of heavy metals were higher in the water and sediment from Abo-Kir. The heavy metal levels decreased successively for the Rosetta, Edku, El-Maadiya, and El-Max coasts, and the concentrations of heavy metals, except copper and zinc, in shellfish exhibited the same pattern. For the concentration of heavy metals in shellfish tissue, the highest was zinc and the concentrations decreased successively for copper, lead, chromium and cadmium for all coasts, except the Abo-Kir coast, where the chromium level was highest and the other metals decreased successively for zinc, copper, lead and cadmium. In Rosetta, chromium was higher only in the mollusks, while the level of this metal was lower in the crustaceans; this trend was observed at the Edku, El-Maadiya and El-Max coasts as well. Herein, we discuss the importance of such contamination for public health and the sources of shellfish contamination with heavy metals. We suggest measures to minimize and prevent these pollutants in the aquatic environment and, furthermore, how to protect humans from excessive intake.

Keywords: Atomic absorption, heavy metals, sediment, shellfish, water.

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Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.

Keywords: Estimation, identification, Harmonics, Dynamic Filter.

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Authors: Fazeera Ujin, Kamran Shavarebi Ali, Zarina Yasmin Hanur Harith

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This research paper reports on the feasibility and viability of eggshells ash and its effects on the water content and setting time of cement. An experiment was carried out to determine the quantity of water required in order to follow standard cement paste of normal consistency in accordance with MS EN 196-3:2007. The eggshells ash passing the 90µm sieve was used in the investigation. Eggshells ash with percentage of 0%, 0.1%, 0.5%, 1.0%, 1.5% and 2.0% were constituted to replace the cement. Chemical properties of both eggshells ash and cement are compared. From the results obtained, both eggshells ash and cement have the same chemical composition and primary composition which is the calcium compounds. Results from the setting time show that by adding the eggshells ash to the cement, the setting time of the cement decreases. In short, the higher amount of eggshells ash, the faster the rate of setting and apply to all percentage of eggshells ash that were used in this investigation. Both initial and final setting times fulfill the setting time requirements by Malaysian Standard. Hence, it is suggested that eggshells ash can be used as an admixture in concrete mix.

Keywords: Construction Materials, Eggshells Ash, Solid Waste, Setting Time.

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Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

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The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: Lianglin Xiong, Shouming Zhong, Mao Ye

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This paper considers the robust exponential stability issues for a class of uncertain switched neutral system which delays switched according to the switching rule. The system under consideration includes both stable and unstable subsystems. The uncertainties considered in this paper are norm bounded, and possibly time varying. Based on multiple Lyapunov functional approach and dwell-time technique, the time-dependent switching rule is designed depend on the so-called average dwell time of stable subsystems as well as the ratio of the total activation time of stable subsystems and unstable subsystems. It is shown that by suitably controlling the switching between the stable and unstable modes, the robust stabilization of the switched uncertain neutral systems can be achieved. Two simulation examples are given to demonstrate the effectiveness of the proposed method.

Keywords: Switched neutral system, exponential stability, multiple Lyapunov functional, dwell time technique, time-dependent switching rule.

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

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This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: Wondwosen Teshome

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It is impossible to think about democracy without elections. The litmus test of any electoral process in any country is the possibility of a one time minority to become a majority at another time and a peaceful transition of power. In many countries in Sub-Saharan Africa though the multi-party elections appeared to be competitive they failed the acid test of democracy: peaceful regime change in a free and fair election. Failure to solve electoral disputes might lead to bloody electoral conflicts as witnessed in many emerging democracies in Africa. The aim of this paper is to investigate electoral conflicts in Africa since the end of the Cold War by using the 2005 post-election violence in Ethiopia as a case study. In Ethiopia, the coming to power of the EPRDF in 1991 marked the fall of the Derg dictatorial military government and the beginning of a multi-party democracy. The country held multi-party parliamentary elections in 1995, 2000, and 2005 where the ruling EPRDF party “won" the elections through violence, involving intimidation, manipulation, detentions of political opponents, torture, and political assassinations. The 2005 electoral violence was the worst electoral violence in the country-s political history that led to the death of 193 protestors and the imprisonment of more than 40, 000 people. It is found out that the major causes of the 2005 Ethiopian election were the defeat of the ruling party in the election and its attempt to reverse the poll results by force; the Opposition-s lack of decisive leadership; the absence of independent courts and independent electoral management body; and the ruling party-s direct control over the army and police.

Keywords: Africa, Ethiopia, Election, Electoral violence, NEBE.

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Authors: Hung T. Tsou, Hsuan Y. Hsu

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Service innovations are central concerns in fast changing environment. Due to the fitness in customer demands and advances in information technologies (IT) in service management, an expanded conceptualization of e-service innovation is required. Specially, innovation practices have become increasingly more challenging, driving managers to employ a different open innovation model to maintain competitive advantages. At the same time, firms need to interact with external and internal customers in innovative environments, like the open innovation networks, to co-create values. Based on these issues, an important conceptual framework of e-service innovation is developed. This paper aims to examine the contributing factors on e-service innovation and firm performance, including financial and non-financial aspects. The study concludes by showing how e-service innovation will play a significant role in growing the overall values of the firm. The discussion and conclusion will lead to a stronger understanding of e-service innovation and co-creating values with customers within open innovation networks.

Keywords: e-Service innovation, performance, open innovation networks, co-create value.

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Authors: Ting (Grace) Lin, Jianhong (Cecilia) Xia, Todd Robinson

Abstract:

Accessibility analysis, examining people’s ability to access facilities and destinations, is a fundamental assessment for transport planning, policy making, and social exclusion research. Dynamic accessibility which measures accessibility in real-time traffic environment has been an advanced accessibility indicator in transport research. It is also a useful indicator to help travelers to understand travel time daily variability, assists traffic engineers to monitor traffic congestions, and finally develop effective strategies in order to mitigate traffic congestions. This research involved real-time traffic information by collecting travel time data with 15-minute interval via the TomTom^® API. A framework for measuring dynamic accessibility was then developed based on the gravity theory and accessibility dichotomy theory through space and time interpolation. Finally, the dynamic accessibility can be derived at any given time and location under dynamic accessibility spatial analysis framework.

Keywords: Dynamic accessibility, space-time continuum, transport research, TomTom® API.

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Authors: Maumita Bhattacharya

Abstract:

Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, many real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of evolutionary algorithms in such problem domains is thus practically prohibitive. An attractive alternative is to build meta models or use an approximation of the actual fitness functions to be evaluated. These meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. Many regression and interpolation tools are available to build such meta models. This paper briefly discusses the architectures and use of such meta-modeling tools in an evolutionary optimization context. We further present two evolutionary algorithm frameworks which involve use of meta models for fitness function evaluation. The first framework, namely the Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model [14] reduces computation time by controlled use of meta-models (in this case approximate model generated by Support Vector Machine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the metamodel are generated from a single uniform model. This does not take into account uncertain scenarios involving noisy fitness functions. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework, incorporates a multiple-model based learning approach for the support vector machine approximator to handle noisy functions [15]. Empirical results obtained by evaluating the frameworks using several benchmark functions demonstrate their efficiency

Keywords: Meta model, Evolutionary algorithm, Stochastictechnique, Fitness function, Optimization, Support vector machine.

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Authors: Xinhui Wang, Xiuyong Ding

Abstract:

This paper addresses the controller synthesis problem of discrete-time switched positive systems with bounded time-varying delays. Based on the switched copositive Lyapunov function approach, some necessary and sufficient conditions for the existence of state-feedback controller are presented as a set of linear programming and linear matrix inequality problems, hence easy to be verified. Another advantage is that the state-feedback law is independent on time-varying delays and initial conditions. A numerical example is provided to illustrate the effectiveness and feasibility of the developed controller.

Keywords: Switched copositive Lyapunov functions, positive linear systems, switched systems, time-varying delays, stabilization.

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Authors: Li Zong-Cheng

Abstract:

The deviation between the target state variable and the practical state variable should be used to form the state tending factor of complex systems, which can reflect the process for the complex system to tend rationalization. Relating to the system of basic equations of complete factor synergetics consisting of twenty nonlinear stochastic differential equations, the two new models are considered to set, which should be called respectively the rationalizing tendency model and the non- rationalizing tendency model. Therefore we can extend the theory of programming with the objective function & constraint condition suitable only for the realm of man-s activities into the new analysis with the tendency function & constraint condition suitable for all the field of complex system.

Keywords: complex system, complete factor synergetics, basicequation, rationalizing tendency model, non-rationalizing tendencymodel.

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