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Now showing items 11-20 of 23
Optimal Production Planning Strategy for Deteriorating Items in Terms of Emission Tax, Pollution, and R&D Investment
(
Springer Science and Business Media B.V.
, 2018 , Conference Paper)
Firms are faced with the question of what policies to implement to ensure efficient abatement behavior? In this paper, we aim to determine the optimal production rate and the optimal investment rate in pollution abatement ...
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 ...
Robust index-tracking and enhanced index-tracking in portfolio optimization
(
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 ...
A hybrid LQP alternating direction method for solving variational inequality problems with separable structure
(
Natural Sciences Publishing Co.
, 2015 , Article)
In this paper, we presented a logarithmic-quadratic proximal alternating direction method for structured variational inequalities. The method generates the new iterate by searching the optimal step size along the descent ...
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 ...
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 ...
The common solutions of the split feasibility problems and fixed point problems
(
Springer International Publishing
, 2015 , Article)
An extraordinary split problem, which can be regarded as a superimposition of the split feasibility problem and the split fixed point problem, is considered. A superimposed algorithm is presented. The analysis technique ...
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 ...
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 ...