Showing 1 - 10 of 17
Pickands constants appear in the asymptotic formulas for extremes of Gaussian processes. The explicit formula of Pickands constants does not exist. Moreover, in the literature there is no numerical approximation. In this paper we compute numerically Pickands constants by the use of change of...
Persistent link: https://www.econbiz.de/10009003623
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>
Persistent link: https://www.econbiz.de/10010994121
Приводится система уравнений и неравенств, описывающая потокораспределение в трубопроводных системах с автоматическими регуляторами расхода на некоторых...
Persistent link: https://www.econbiz.de/10011226942
Persistent link: https://www.econbiz.de/10010896534
We extend the two similar interior-point approaches to sensitivity analysis originally developed for linear programs to those for convex quadratic programs, where the first approach is the ∊-sensitivity analysis and the other is Yildirim and Todd's. We study the relationship between the bounds...
Persistent link: https://www.econbiz.de/10005047163
In this paper, by using a modified smoothing function, we propose a new continuation method for complementarity problems with R0-function and P0-function in the absence of strict complementarity. At each iteration, the continuation method solves one linear system of equations and performs one...
Persistent link: https://www.econbiz.de/10005050666
∊-Sensitivity analysis (∊-SA) is a kind of method to perform sensitivity analysis for linear programming. Its main advantage is that it can be directly applied for interior-point methods with a little computation. In this paper, we discuss the property of ∊-SA analysis and its relationship...
Persistent link: https://www.econbiz.de/10005050677
The goal of this paper is to develop some computational experience and test the practical relevance of the theory of condition numbers C(d) for linear optimization, as applied to problem instances that one might encounter in practice. We used the NETLIB suite of linear optimization problems as a...
Persistent link: https://www.econbiz.de/10005574545
This article presents six parallel multiobjective evolutionary algorithms applied to solve the scheduling problem in distributed heterogeneous computing and grid systems. The studied evolutionary algorithms follow an explicit multiobjective approach to tackle the simultaneous optimization of a...
Persistent link: https://www.econbiz.de/10010847465
The latest novel by Alexandru Ivasiuc, ,,The crawl fish” (,,Racul”, Albatros Publishing House, 1976), deals with the human condition, excelling thru parables, psychoanalysis, a world of contrast and human decay up to zoomorphism. Alexandru Ivasiuc used different literature genres to bring...
Persistent link: https://www.econbiz.de/10010940717