Results 21 to 30 of about 1,345 (121)

Iterative methods for nonlinear quasi complementarity problems

open access: yesInternational 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

open access: yesEURO 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

A comparative numerical study of meshing functionals for variational mesh adaptation [PDF]

open access: yes, 2015
We present a comparative numerical study for three functionals used for variational mesh adaptation. One of them is a generalisation of Winslow's variable diffusion functional while the others are based on equidistribution and alignment.
Huang, Weizhang   +2 more
core   +3 more sources

An existence theorem for optimal control with nonstandard cost functionals

open access: yesInternational 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 non‐Markovian queueing system with a variable number of channels

open access: yes, 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

open access: yesInternational 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

Methods of tropical optimization in rating alternatives based on pairwise comparisons

open access: yes, 2017
We apply methods of tropical optimization to handle problems of rating alternatives on the basis of the log-Chebyshev approximation of pairwise comparison matrices.
A Farkas   +9 more
core   +1 more source

Shrinkage Function And Its Applications In Matrix Approximation

open access: yes, 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

Testing reliability and validity of practitioner‐rated parental sensitivity: A novel tool for practice

open access: yesInfant Mental Health Journal: Infancy and Early Childhood, Volume 45, Issue 2, Page 234-246, March 2024.
Abstract Improving parental sensitivity is an important objective of interventions to support families. This study examined reliability and validity of parental sensitivity ratings using a novel package of an e‐learning tool and an interactive decision tree provided through a mobile application, called the OK! package.
Mirte L. Forrer   +3 more
wiley   +1 more source

A new distributionally robust reward-risk model for portfolio optimization

open access: yesOpen Mathematics
A 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

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