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第 35卷第 4期 2 0 1 6年 7月 大 连 工 业 大 学 学 报 Journal of Dalian Polytechnic University VolJ 35 No．4 Ju1．2 0 1 6 文章编号 ：1674—1404(2016)04—0304—04 ZHANG Shengkai，LIU Chao，LIU Yan，ZHANG Fengrong．M athematica1 Ineth。ds on 1 - 1 3． anagement problerns(2)(End) [J]．Journal of Dalian Polytechnic University，2016，35(4)：304—307· Mathematical methods on management problems(2)(End) ZHANG Shengkai， LIU Chao， LIU Yan， ZHANG Fengrong (SchOOI of InfOrmatiOn Science and Engineering，Dalian Polytechnic University，Dalian 116034，China) Abstract：One-tim e management sequencing problem is studied，that is serviced—elements served bY service-elements will be completed in the one time．This method is applied for the actual situation to so1ve the underground parking service model to deal with the parking problem - A suggest on is Put forward that through the entrance of the conversion or reserved variable lane lifting’ the utilization e ficiency of underground parking will be enhanced． Key w0rds：serviced—elements；underground parking；utilization efficiency 4 U nderground parking lot of canonical correlation analysis of a m oving vehicle In many practical problem s，the correlation between the two sets of random variables is need to study[ 一 ．Although the correlation coefficient is necessary to understand the correlation between variables，it can not fully reflect the overa1l correlations． Therefore，the appropriate linear com bination structure of groups of varia— bles are considered． 4．1 Canonical correlation analysis Let z1，z2，? ，z ， yl，y2，? ，Yg denote the 一 dimensional vectors． At the same time， let X一(z1，z2，?， 声)T× ，y一( 1，Y2，?，3，q)T× be two sets of variables． the m atrix represents the covariance matrix (X ，y ) ， denoted by f 11 1 一I 1． ‘ 21 —‘ 22 ，( n)一 (S )，where S is the covarlance of the vector i and zj．Then(E12)is the covariance matrix X and y． ( 12)一 (ao)， where is the covariance of the vector z and xj． To study the relationship betw een the two variables X and Y， linear combinations between two sets of variables are given： Received by：2015—12—22． First author：ZHANG Shengkai。Male，Professor fU ：=：a1 1+ a2 2+ ? + 口 p= 口 X 【V：b1Y1+bzY2+?+bqy =bTy W here n一 (口1，口2，? ，ap) ，b： (61，62，? ，b口) are any nonzero constant vector， to see the covariance matrix of the vector U，V can be expressed as Var(U)一 Var(口TX)===口TVar(X)a=aT l】口 Var(y)一Var(6 y)一 bTVar(Y) 一 bT 2b(1) Covariance matrix of vector U ，V can be ex— pressed as Cov(【，，’，)一 aT 12b (2) So the correlation coefficient of U and V is 一 ㈤ Because of p(k1U ，愚2V) 一 p(U，V)，there— fore，define U ，V as the standardized variables： Var(U)一 1，Var(V)一 1 (4) That is n 1 a= 1，6 易 2b一 1 (5) Then，summarize the problem in constraint conditions(4)or(5)，for a ∈ R ，b ∈ R ，the maximum (【，，v)一 aT 12b，三高，疡 denote square root of matrix 1l and 22． (aT2 ；12 ) 一 ( 2摩 ) ≤ (口 r口)E( i 2 1 ) × ( 三 z彩 卢)]一