Results 11 to 20 of about 325 (51)
On the closure of the sum of closed subspaces
International Journal of Mathematics and Mathematical Sciences, Volume 26, Issue 5, Page 257-267, 2001., 2001 We give necessary and sufficient conditions for the sum of closed subspaces of a Hilbert space to be closed. Specifically, we show that the sum will be closed if and only if the angle between the subspaces is not zero, or if and only if the projection of either space into the orthogonal complement of the other is closed.
Irwin E. Schochetman +2 more
wiley +1 more source
Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections [PDF]
, 2015 This work focuses on the iterative solution of sequences of KKT linear systems arising in interior point methods applied to large convex quadratic programming problems.
Bellavia, S. +3 more
core +2 more sources
On a class of multivalued variational inequalities
International Journal of Stochastic Analysis, Volume 11, Issue 1, Page 79-93, 1998., 1996 In this paper, we introduce and study a new class of variational inequalities, which are called multivalued variational inequalities. These variational inequalities include as special cases, the previously known classes of variational inequalities. Using projection techniques, we show that multivalued variational inequalities are equivalent to fixed ...
Muhammad Aslam Noor
wiley +1 more source
The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later
, 2007 In a recent critical review of de Finetti’s paper “Il problema dei pieni’’, the Nobel Prize winner Harry Markowitz recognized the primacy of de Finetti in applying the mean-variance approach to finance, but pointed out that de Finetti did not solve the ...
F. Pressacco, P. Serafini
semanticscholar +1 more source
On certain classes of variational inequalities and related iterative algorithms
International Journal of Stochastic Analysis, Volume 9, Issue 1, Page 43-56, 1996., 1995 In this paper, we introduce and study some new classes of variational inequalities and Wiener‐Hopf equations. Essentially using the projection technique, we establish the equivalence between the multivalued general quasi‐variational inequalities and the multivalued implicit Wiener‐Hopf equations.
Muhammad Aslam Noor
wiley +1 more source
Solving Quadratic Programs to High Precision using Scaled Iterative Refinement [PDF]
, 2019 Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations.
Gleixner, Ambros +2 more
core +2 more sources
Constrained Vector-Valued Dynamic Game and Symmetric Duality for Multiobjective Variational Problems
, 2013 A certain constrained vector-valued dynamic game is formulated and shown to be equivalent to a pair of multiobjective symmetric dual variational problems which have more general formulations than those studied earlier.
I. Husain, V. Jain
semanticscholar +1 more source
On Cones of Nonnegative Quadratic Functions [PDF]
, 2001 AMS classifications: 90C22 ...
Sturm, J.F., Zhang, S.
core +4 more sources
Finite test sets and $P$-matrices
, 1982 The class of matrices with all principal minors positive, known as P-matrices, has been characterized by Murty and Tamir using a finite set of test vectors for the linear complementarity problem.
M. Kostreva
semanticscholar +1 more source
The necessary and sufficient conditions of copositive tensors
, 2013 In this paper, it is proved that (strict) copositivity of a symmetric tensor $\mathcal{A}$ is equivalent to the fact that every principal sub-tensor of $\mathcal{A}$ has no a (non-positive) negative $H^{++}$-eigenvalue.
Qi, Liqun, Song, Yisheng
core +1 more source