A financial problem min ( x )= E[(g(x,ξ))] s. t. h(x) = E[ f(x,ξ )|f(x,ξ)≥ μ(x)]≤γ | μ (x )|= minargmμi nFβ(x,μ) x ∈ X is studied, where x = ( x1 ,...,xn )T∈Rn, X is compact, μ , γ∈R1 are constants, ξ
A financial problem min ( x )= E[(g(x,ξ))] s. t. h(x) = E[ f(x,ξ )|f(x,ξ)≥ μ(x)]≤γ | μ (x )|= minargmμi nFβ(x,μ) x ∈ X is studied, where x = ( x1 ,...,xn )T∈Rn, X is compact, μ , γ∈R1 are constants, ξ
We consider finding the ε ?global optimal value of a one-dimensional function f (x) in some interval [a, b] for some given accuracy ε >0. Our approach is based on interpolation and semi-definite progr
We consider finding the ε ?global optimal value of a one-dimensional function f (x) in some interval [a, b] for some given accuracy ε >0. Our approach is based on interpolation and semi-definite progr
In this paper, a new strategy for computing step size in general extra-gradient method for nonlinear monotone variational inequalities VI(?, F) is presented. With the new step size strategy, the gener
In this paper, a new strategy for computing step size in general extra-gradient method for nonlinear monotone variational inequalities VI(?, F) is presented. With the new step size strategy, the gener
In this paper, a kind of smooth nonlinear optimization problems with inequality constraints is considered, and a new algorithm of Sequential Systems of Linear Equations (SSLE) for the problems is prop
In this paper, a kind of smooth nonlinear optimization problems with inequality constraints is considered, and a new algorithm of Sequential Systems of Linear Equations (SSLE) for the problems is prop
A deterministic algorithm is proposed for finding a global minimizer of a multimodal function of multiple variables. In this algorithm, the original problem of finding a global solution is converted i
A deterministic algorithm is proposed for finding a global minimizer of a multimodal function of multiple variables. In this algorithm, the original problem of finding a global solution is converted i
In this paper we consider three classes of increasing- along-rays maps. We investigate the relations between increasing-along-rays property and star-shaped vector optimization. We also study well-pose
In this paper we consider three classes of increasing- along-rays maps. We investigate the relations between increasing-along-rays property and star-shaped vector optimization. We also study well-pose
Let N ( Z ) denote the set of all positive integers (integers). The sum graph G + ( S) of a finite subset S N ( Z) is the graph ( S , E ) with uv ∈ E if and only if u + v ∈ S. A graph G is said to be
Let N ( Z ) denote the set of all positive integers (integers). The sum graph G + ( S) of a finite subset S N ( Z) is the graph ( S , E ) with uv ∈ E if and only if u + v ∈ S. A graph G is said to be
In order to solve the nonsmooth operator equations and consider the application in Banach space, a semismooth Newton method and inexact-Newton method are developed via a generalized inverse. The linea
In order to solve the nonsmooth operator equations and consider the application in Banach space, a semismooth Newton method and inexact-Newton method are developed via a generalized inverse. The linea
In this paper, we study the distance of a point to a class of nonsmooth functions epigraph. A maximum function that often dealt with is considered. We transform the problem into a finite generalized m
In this paper, we study the distance of a point to a class of nonsmooth functions epigraph. A maximum function that often dealt with is considered. We transform the problem into a finite generalized m
A generalized Nash game is an m-person noncooperative game with nondisjoint strategy sets. Based on a quasi-varia-Tional inequality formulation for the generalized Nash game, we present two projection
A generalized Nash game is an m-person noncooperative game with nondisjoint strategy sets. Based on a quasi-varia-Tional inequality formulation for the generalized Nash game, we present two projection
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