Results 51 to 60 of about 92,614 (167)

Interior and exterior cooperative penalty method: a new solution strategy for fractional partial differential complementarity problems

Journal of Inequalities and Applications
This paper is aimed to combine the interior penalty method with the exterior penalty method to propose a new solution strategy for solving the fractional partial differential complementarity problems governing American option under a geometric Lévy ...
Yarui Duan, Song Wang, Yuying Zhou
doaj   +1 more source

An interior penalty method for a parabolic complementarity problem involving a fractional Black-Scholes operator

Journal of Inequalities and Applications
In this paper, an interior penalty method is proposed to solve a parabolic complementarity problem involving fractional Black–Scholes operator arising in pricing American options under a geometric Lévy process.
Yarui Duan, Song Wang, Yuying Zhou, Leijun Zhu   +3 more
doaj   +1 more source

Penalty method for unilateral contact problem with Coulomb's friction in time-fractional derivatives

Demonstratio Mathematica
The purpose of this work is to study a mathematical model that describes a contact between a deformable body and a rigid foundation. A linear viscoelastic Kelvin-Voigt constitutive law with time-fractional derivatives describes the material’s behavior ...
Essafi Lakbir, Bouallala Mustapha
doaj   +1 more source

A Penalty Method for Elliptic Variational–Hemivariational Inequalities

Axioms
We consider an elliptic variational–hemivariational inequality P in a real reflexive Banach space, governed by a set of constraints K. Under appropriate assumptions of the data, this inequality has a unique solution u∈K.
Mircea Sofonea, Domingo A. Tarzia
doaj   +1 more source

Cooperative Optimization With Globally Coupled Cost Function and Coupled Constraints

IEEE Access
In this paper, we study the cooperative optimization problem of multi-agent systems with globally coupled cost function and coupled constraints, and design a distributed computing framework combining potential game theory underlying geometric projection.
Tai-Fang Li, Jinglong Wang, Haozheng Meng   +2 more
doaj   +1 more source

Quadratic penalty method for intensity-based deformable image registration and 4DCT lung motion recovery. [PDF]

Med Phys, 2019
Castillo E.
europepmc   +1 more source

Existence and boundedness of solutions for evolution variational inequalities with p(x,t)-growth

Electronic Journal of Differential Equations, 2015
In this article, we study a class of evolution variational inequalities with p(x,t)-growth conditions on bounded domains. By means of the penalty method and Galerkin's approximation, we obtain the existence of weak solutions. Moreover, the boundedness
Mingqi Xiang, Yongqiang Fu, Binlin Zhang
doaj  

Path Following in the Exact Penalty Method of Convex Programming. [PDF]

Comput Optim Appl, 2015
Zhou H, Lange K.
europepmc   +1 more source

Gradient-type penalty method with inertial effects for solving constrained convex optimization problems with smooth data. [PDF]

Optim Lett, 2018
Boţ RI, Csetnek ER, Nimana N.
europepmc   +1 more source

Quantum optimization with linear Ising penalty functions for customer data science

Physical Review Research
Constrained combinatorial optimization problems, which are ubiquitous in industry, can be solved by quantum algorithms such as quantum annealing (QA) and the quantum approximate optimization algorithm (QAOA).
Puya Mirkarimi, Ishaan Shukla, David C. Hoyle, Ross Williams, Nicholas Chancellor   +4 more
doaj   +1 more source