Results 21 to 30 of about 1,319 (105)
General algorithm and sensitivity analysis for variational inequalities
International Journal of Stochastic Analysis, Volume 5, Issue 1, Page 29-41, 1992., 1991 The fixed point technique is used to prove the existence of a solution for a class of variational inequalities related to odd order boundary value problems, and to suggest a general algorithm. We also study the sensitivity analysis for these variational inequalities and complementarity problems using the projection technique.
Muhammad Aslam Noor
wiley +1 more source
Iterative methods for nonlinear quasi complementarity problems
International Journal of Mathematics and Mathematical Sciences, Volume 10, Issue 2, Page 339-344, 1987., 1986 In this paper, we consider and study an iterative algorithm for finding the approximate solution of the nonlinear quasi complementarity problem of finding u ϵ k(u) such that where m is a point‐to‐point mapping, T is a (nonlinear) continuous mapping from a real Hilbert space H into itself and k*(u) is the polar cone of the convex cone k(u) in H. We also
Muhammad Aslam Noor
wiley +1 more source
Nonsmooth spectral gradient methods for unconstrained optimization
EURO Journal on Computational Optimization, 2017 To solve nonsmooth unconstrained minimization problems, we combine the spectral choice of step length with two well-established subdifferential-type schemes: the gradient sampling method and the simplex gradient method.
Milagros Loreto +3 more
doaj +1 more source
An existence theorem for optimal control with nonstandard cost functionals
International Journal of Mathematics and Mathematical Sciences, Volume 10, Issue 3, Page 609-611, 1987., 1987 An existence theorem for optimal control is obtained for a general nonstandard cost functional of fractional type in this work. As an application of our result we can derive an existence theorem for optimal control given by M. B. Subrahamanyam for a cost functional, which is a ratio of two given integral cost functionals.
R. N. Mukherjee, Shiv Prasad
wiley +1 more source
A model for phenotype change in a stochastic framework [PDF]
, 2010 some species, an inducible secondary phenotype will develop some time after the environmental change that evokes it. Nishimura (2006) [4] showed how an individual organism should optimize the time it takes to respond to an environmental change ("waiting ...
Beedle, A. +3 more
core +1 more source
A non‐Markovian queueing system with a variable number of channels
, 2003 International Journal of Stochastic Analysis, Volume 16, Issue 4, Page 375-395, 2003.
Hong-Tham T. Rosson +1 more
wiley +1 more source
On solving the plateau problem in parametric form
International Journal of Mathematics and Mathematical Sciences, Volume 6, Issue 2, Page 341-361, 1983., 1981 This paper presents a numerical method for finding the solution of Plateau′s problem in parametric form. Using the properties of minimal surfaces we succeded in transferring the problem of finding the minimal surface to a problem of minimizing a functional over a class of scalar functions.
Baruch cahlon +2 more
wiley +1 more source
Shrinkage Function And Its Applications In Matrix Approximation
, 2017 The shrinkage function is widely used in matrix low-rank approximation, compressive sensing, and statistical estimation. In this article, an elementary derivation of the shrinkage function is given. In addition, applications of the shrinkage function are
Boas, Toby +4 more
core +1 more source
A new distributionally robust reward-risk model for portfolio optimization
Open MathematicsA new distributionally robust ratio optimization model is proposed under the known first and second moments of the uncertain distributions. In this article, both standard deviation (SD) and conditional value-at-risk (CVaR) are used to measure the risk ...
Zhou Yijia, Xu Lijun
doaj +1 more source
Rating alternatives from pairwise comparisons by solving tropical optimization problems
, 2015 We consider problems of rating alternatives based on their pairwise comparison under various assumptions, including constraints on the final scores of alternatives.
Krivulin, Nikolai
core +1 more source