Mathematics, Statistics & Physics: Recent submissions
Now showing items 221-240 of 740
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A hyperbolic penalty method to solve structured convex minimization problems
( Institute of Advanced Science Extension (IASE) , 2020 , Article)This paper presents a decomposition algorithm based on the smooth hyperbolic penalty, which leads to a scheme suitable for parallelized computations. The proposed algorithm can be seen as a separable version of the earlier ... -
Entropy-Like Minimization Methods Based on Modified Proximal Point Algorithm
( University of Toronto Press Inc. , 2014 , Article)In this paper we introduce an extension of the proximal point algorithm proposed by Guler for solving convex minimization problems. This extension is obtained by substituting the usual quadratic proximal term by a class ... -
A new hybrid extragradient iterative method for approximating the common solutions of a system of variational inequalities, a mixed equilibrium problem, and a hierarchical fixed point problem
( Hindawi , 2013 , Article)We suggest and analyze an iterative scheme for finding the approximate element of the common set of solutions of a system of variational inequalities, a mixed equilibrium problem, and a hierarchical fixed point problem in ... -
An efficient algorithm for large-scale extended trust-region subproblems with non-intersecting linear constraints
( Springer Science and Business Media Deutschland GmbH , 2021 , Article)In this paper, we study the extended trust-region subproblem in which the trust-region intersects the ball with m linear inequality constraints (m-eTRS). We assume that the linear constraints do not intersect inside the ... -
Quadratic problems with two quadratic constraints: Convex quadratic relaxation and strong lagrangian duality
( EDP Sciences , 2021 , Article)In this paper, we study a nonconvex quadratic minimization problem with two quadratic constraints, one of which being convex. We introduce two convex quadratic relaxations (CQRs) and discuss cases, where the problem is ... -
Hermite-Hadamard type integral inequalities for multidimensional general h-harmonic preinvex stochastic processes
( Taylor and Francis Ltd. , 2022 , Article)In this paper, we introduce a new concept of preinvex functions which is called general h-harmonic preinvex for real-valued stochastic processes. Further, we define the multidimensional general h-harmonic preinvex stochastic ... -
Calibration of the double Heston model and an analytical formula in pricing American put option
( Elsevier B.V. , 2021 , Article)This paper proposes a novel approach to pricing of American put option under double Heston model. We develop an analytical solution to the double Heston partial differential equation (double Heston PDE) using the equivalent ... -
Hermite-Hadamard-type inequalities for interval-valued preinvex functions via Riemann-Liouville fractional integrals
( Springer Science and Business Media Deutschland GmbH , 2021 , Article)In this paper, we introduce (h1, h2) -preinvex interval-valued function and establish the Hermite-Hadamard inequality for preinvex interval-valued functions by using interval-valued Riemann-Liouville fractional integrals. ... -
On strongly generalized convex stochastic processes
( Taylor and Francis Ltd. , 2022 , Article)In this paper, we introduce the notion of strongly generalized convex functions which is called as strongly η-convex stochastic processes. We prove the Hermite-Hadamard, Ostrowski type inequality, and obtain some important ... -
Revisited carmichael's reduced totient function
( MDPI AG , 2021 , Article)The modified Totient function of Carmichael ?(.) is revisited, where important properties have been highlighted. Particularly, an iterative scheme is given for calculating the ?(.) function. A comparison between the Euler ... -
Ameliorated ensemble strategy-based evolutionary algorithm with dynamic resources allocations
( Atlantis Press , 2021 , Article)In the last two decades, evolutionary computing has become the mainstream to attract the attention of the experts in both academia and industrial applications due to the advent of the fast computer with multi-core GHz ... -
Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems
( Bellwether Publishing, Ltd. , 2021 , Article)Evolutionary algorithms (EAs) is a family of population-based nature optimization methods. In contrast to classical optimization techniques, EAs provide a set of approximated solutions for different test suites of optimization ... -
The generalized trust-region sub-problem with additional linear inequality constraints-Two convex quadratic relaxations and strong duality
( MDPI AG , 2020 , Article)In this paper, we study the problem of minimizing a general quadratic function subject to a quadratic inequality constraint with a fixed number of additional linear inequality constraints. Under a regularity condition, we ... -
Hermite-Hadamard and Fejer-type inequalities for generalized η-convex stochastic processes
( Taylor and Francis Ltd. , 2023 , Article)In this article, we introduce the concept of (Formula presented.) -convex stochastic processes on coordinates and establish Hermite-Hadamard-type inequality for these stochastic processes. Moreover, we prove new integral ... -
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm
( Elsevier B.V. , 2023 , Article)In this paper, we consider the pricing of American options under a regime-switching double Heston model, such that the interest rate and mean-reversion level parameters in both stochastic volatility models shift in various ... -
A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem
( World Scientific , 2023 , Article)In this paper, we study mean-variance-Conditional Value-At-Risk (CVaR) portfolio optimization problem with short selling, cardinality constraint and transaction costs. To tackle its mixed-integer quadratic optimization ... -
Some new integral inequalities for higher-order strongly exponentially convex functions
( Institute for Ionics , 2023 , Article)Integral inequalities with generalized convexity play an important role in both applied and theoretical mathematics. The theory of integral inequalities is currently one of the most rapidly developing areas of mathematics ... -
Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization
( International Academic Press , 2022 , Article)In this paper, we study the cardinality constrained mean-absolute deviation portfolio optimization problem with risk-neutral interest rate and short-selling. We enhance the model by adding extra constraints to avoid investing ... -
Some Majorization Integral Inequalities for Functions Defined on Rectangles Via Strong Convexity
( Ilirias Research Institute , 2019 , Article)In this paper, we have extended some integral majorization types and generalized Favard’s inequalities from functions defined on intervals to functions defined on rectangles via strong convexity and apply the results to ... -
Herd immunity against severe acute respiratory syndrome coronavirus 2 infection in 10 communities, qatar
( Centers for Disease Control and Prevention (CDC) , 2021 , Article)We investigated what proportion of the population acquired severe acute respiratory syndrome coronavirus 2 (SARSCoV- 2) infection and whether the herd immunity threshold has been reached in 10 communities in Qatar. The ...
