We consider smooth stochastic programs and develop a discrete-time optimal-control problem for adaptively selecting sample sizes in a class of algorithms based on variable sample average approximations (VSAA). The control problem aims to minimize the expected computational cost to obtain a...

The generalized Stokes problem is solved for non-standard boundary conditions. This problem arises after time semi-discretization by ALE method of the Navier–Stokes system, which describes the flow of two immiscible fluids with similar densities but different viscosities in a horizontal pipe,...

In this paper, we propose interior-point algorithms for <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$P_* (\kappa )$$</EquationSource> </InlineEquation>-linear complementarity problem based on a new class of kernel functions. New search directions and proximity measures are defined based on these functions. We show that if a strictly feasible starting point is available,...</equationsource></inlineequation>