Results 71 to 80 of about 197 (157)
Production control plays a crucial role in economic development of an industry. In practice, it has been perceived that production rate of a manufacturing industry is often interrupted, so we developed the production inventory of deteriorating item ...
Narayan Prasad +2 more
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CALCULATING THE MAXIMUM MODULUS OF A POLYNOMIAL USING STEČKIN’S LEMMA
, 2008 . An algorithm for the calculation of the maximum modulus of a complex polynomial on the unit disc is described and evaluated. The algorithm is based on a lemma of Stečkin. Key words. Maximum modulus, polynomial, Stečkin’s lemma, von Neumann’s inequality,
J. J. Green
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Versions of Ekeland’s variational principle involving set perturbations
We consider Ekeland’s variational principle for multivalued maps. Instead of dealing with directional perturbations in a direction of the positive cone of the image space, we perturb the map under question by a convex subset of the positive cone to get ...
Dinh Quy, Phan Khanh
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Case of Non-paramonotone Operators ∗
, 2008 For variational inequalities characterizing saddle points of Lagragians associated with convex programming problems in Hilbert spaces, the convergence of an interior proximal method based on Bregman distance functionals is studied.
Variational Inequalities +2 more
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Variational inequalities and the pricing of American options
, 1989 This paper is devoted to the derivation of some regularity properties of pricing functions for American options and to the discussion of numerical methods, based on the Bensoussan-Lions methods of variational inequalities.
Bernard Lapeyre +5 more
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The efficient computation of sparse Jacobian matrices using automatic differentiation [PDF]
, 1995 This paper is concerned with the efficient computation of sparse Jacobian matrices of nonlinear vector maps using automatic differentiation (AD). Specifically, we propose the use of a graph coloring technique, bi-coloring, to exploit the sparsity of the ...
Thomas Coleman +3 more
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Solving Two-stage Quadratic Multiobjective Problems via Optimality and Relaxations [PDF]
Mathematics Subject Classification: 49K99; 65K10; 90C29; 90C46.This paper focuses on the study of robust two-stage quadratic multiobjective optimization problems.
Eberhard, A +4 more
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Truncated Newton Methods For Optimization With Inaccurate Functions And Gradients
, 1999 . We consider unconstrained minimization problems that have functions and gradients given by "black box" codes with error control. We discuss several modifications of the Steihaug truncated Newton method that can improve performance for such ...
E.W. Sachs, C. T. Kelley, E. W. Sachs
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A class of gradient unconstrained minimization algorithms with adaptive stepsize
, 2000 In this paper the development, convergence theory and numerical testing of a class of gradient unconstrained minimization algorithms with adaptive stepsize are presented.
Lambrinos, JN +3 more
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Superlinear Convergence And Implicit Filtering
, 1999 . In this note we show how the implicit filtering algorithm can be coupled with the BFGS quasi-Newton update to obtain a superlinearly convergent iteration if the noise in the objective function decays sufficiently rapidly as the optimal point is ...
Choi Kelley, T. D. Choi, C. T. Kelley
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