Results 41 to 50 of about 140 (134)

An Irregular Grid Approach for Pricing High Dimensional American Options [PDF]

, 2002
AMS classifications: 35R35; 60G40; 65D15 ...
Berridge, S.J., Schumacher, H., Schumacher, J.M., Berridge, S.   +3 more
core   +1 more source

Vectorial exceptional families of elements

, 2010
Vector complementarity problems, Exceptional families of elements, Hemicontinuity, Pseudomonotone multivalued mappings, 49J40, 90C33,
Y. Chiang
core   +1 more source

A lower bound on the iterative complexity of the Harker and Pang globalization technique of the Newton-min algorithm for solving the linear complementarity problem

EURO Journal on Computational Optimization, 2019
The plain Newton-min algorithm for solving the linear complementarity problem (LCP) “0⩽x⊥(Mx+q)⩾0” can be viewed as an instance of the plain semismooth Newton method on the equational version “min(x,Mx+q)=0” of the problem.
Jean-Pierre Dussault, Mathieu Frappier, Jean Charles Gilbert   +2 more
doaj   +1 more source

Complementarity-based nonlinear programming techniques for optimal mixing in gas networks

EURO Journal on Computational Optimization, 2019
We consider nonlinear and nonsmooth mixing aspects in gas transport optimization problems. As mixed-integer reformulations of pooling-type mixing models already render small-size instances computationally intractable, we investigate the applicability of ...
FalkM. Hante, Martin Schmidt
doaj   +1 more source

Implicit iterative method for approximating a common solution of split equilibrium problem and fixed point problem for a nonexpansive semigroup

Arab Journal of Mathematical Sciences, 2014
In this paper, we introduce and study an implicit iterative method to approximate a common solution of split equilibrium problem and fixed point problem for a nonexpansive semigroup in real Hilbert spaces. Further, we prove that the nets generated by the
K.R. Kazmi, S.H. Rizvi
doaj   +1 more source

An inertial shrinking projection self-adaptive algorithm for solving split variational inclusion problems and fixed point problems in Banach spaces

Demonstratio Mathematica
In this article, we study the split variational inclusion and fixed point problems using Bregman weak relatively nonexpansive mappings in the pp-uniformly convex smooth Banach spaces.
Ngwepe Matlhatsi Dorah, Jolaoso Lateef Olakunle, Aphane Maggie, Adiele Ugochukwu Oliver   +3 more
doaj   +1 more source

L-Matrices and solvability of linear complementarity problems by a linear program-Matrices and solvability of linear complementarity problems by a linear program

Linear complementarity problems, linear programs, 90C05, 90C33,
Shouyang Wang, Luis Coladas, Fengmei Yang, Mei Yu   +3 more
core   +1 more source

GÁBOR KASSAY - IN MEMORIAM

, 2022
The scientific activity of Professor Gábor Kassay (1956-2021), one of the most prolific mathematician in Cluj-Napoca (Romania) is presented, through the memories of some co-authors, with whom he collaborated throughout the four decades of his scientific ...
SZENKOVITS, Ferenc, RIGÓ, Petra Renáta
core  

Superlinear Convergence of Smoothing Quasi-Newton Methods for Nonsmooth Equations [PDF]

, 1996
We study local convergence of smoothing quasi-Newton methods for solving a system of nonsmooth (nondifferentiable) equations in ! n . The feature of smoothing quasi-Newton methods is to use a smooth function to approximate the nonsmooth mapping and ...
Xiaojun Chen, Chen, Xiaojun
core   +1 more source

Characterizations for solidness of dual cones with applications

Base for convex cone, Order-unit norm, Minkowski functional, Linear complementarity problem, Globally solvable property, 52A07, 90C33,
Y. Chiang
core   +1 more source