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A hyperbolic penalty method to solve structured convex minimization problems
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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 ...
A weighted version of Hermite-Hadamard type inequalities for strongly GA-convex functions
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Institute of Advanced Science Extension (IASE)
, 2020 , Article)
In this paper, we have established new weighted Hermite-Hadamard type inequalities for strongly GA-convex functions. Those findings are obtained by using geometric symmetry of continuous positive mappings and differentiable ...
Hermite-Hadamard-type inequalities for interval-valued preinvex functions via Riemann-Liouville fractional integrals
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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. ...
Ameliorated ensemble strategy-based evolutionary algorithm with dynamic resources allocations
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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
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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 ...
Calibration of the double Heston model and an analytical formula in pricing American put option
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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 ...
Robust index-tracking and enhanced index-tracking in portfolio optimization
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Ascociacion Internacional de Economia Aplicada
, 2020 , Article)
We study index-tracking and enhanced index-tracking problems in portfolio optimization under interval uncertainty for returns and covariance matrix. The proposed robust counterparts for both models are in the form of second ...
The generalized trust-region sub-problem with additional linear inequality constraints-Two convex quadratic relaxations and strong duality
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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 ...
An efficient algorithm for large-scale extended trust-region subproblems with non-intersecting linear constraints
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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
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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 ...