Convergence of the gradient projection method

Strong convergence of gradient projection method for generalized equilibrium problem in a Banach space

In this paper, we propose and analyze a hybrid iterative method for finding a common element of the set of solutions of a generalized equilibrium problem, the set of solutions of a variational inequality problem, and the set of fixed points of a relatively nonexpansive mapping in a real Banach space. Further, we prove the strong convergence of the sequences generated by the iterative scheme. Fi...

Strong Convergence of a Projected Gradient Method

Valuation of Real Options by the Gradient Projection Method

Most real options models are American-type options involving a free boundary problem which can be modeled in the form of variational inequalities. In this paper, we provide a viable mathematical formulation and promising computational approach for the valuation of real options. We study an equivalent optimization problem with an inequality constraint and boundary conditions, whose necessary con...

Valuation of American options by the gradient projection method

We study an equivalent optimization problem with an inequality constraint and boundary conditions, whose necessary condition for the optimality is the variational inequality presentation of American options. To solve the problem, we use the gradient projection method, with discretizations both in time and space. We tested the algorithm and compared with the projective successive over-relaxation...

buckling of viscoelastic composite plates using the finite strip method

در سال های اخیر، تقاضای استفاده از تئوری خطی ویسکوالاستیسیته بیشتر شده است. با افزایش استفاده از کامپوزیت های پیشرفته در صنایع هوایی و همچنین استفاده روزافزون از مواد پلیمری، اهمیت روش های دقیق طراحی و تحلیل چنین ساختارهایی بیشتر شده است. این مواد جدید از خودشان رفتارهای مکانیکی ارائه می دهند که با تئوری های الاستیسیته و ویسکوزیته، نمی توان آن ها را توصیف کرد. این مواد، خواص ویسکوالاستیک دارند....