نتایج جستجو برای: stock constrained optimization

تعداد نتایج: 467120  

Journal: :Computational Statistics & Data Analysis 2010
María Teresa Gallegos Gunter Ritter

Abstract Statistical clustering criteria with free scale parameters and unknown cluster sizes are inclined to create small, spurious clusters. To mitigate this tendency a statistical model for cardinality–constrained clustering of data with gross outliers is established, its maximum likelihood and maximum a posteriori clustering criteria are derived, and their consistency and robustness are ana...

Journal: :computational methods for differential equations 0
mitra vizheh department of mathematics, shahed university syaed hodjatollah momeni-masuleh department of mathematics, shahed university alaeddin malek department of applied mathematics, faculty of mathematical sciences, tarbiat modares university

in this paper, optimal distributed control of the time-dependent navier-stokes equations is considered. the control problem involves the minimization of a measure of the distance between the velocity field and a given target velocity field. a mixed numerical method involving a quasi-newton algorithm, a novel calculation of the gradients and an inhomogeneous navier-stokes solver, to find the opt...

2017
Angel Muñoz Zavala Arturo Hernández Aguirre Enrique Villa Diharce

Journal: :Math. Program. 1991
Richard H. Byrd Jorge Nocedal

2013
Maksims Fiosins

A decentralized solution to the unsplittable flow problem (UFP) in a transport network is considered, where each flow uses only one route from source to sink and the flows cannot be separated into parts in intermediate nodes. The flow costs in each edge depend on the combination of the assigned flows as well as on external random variables. It is supposed that the random variables can be common...

2014
HUI TONG

We develop a model predicting two channels through which creditor protection affects stock prices: (1) the probability of a liquidity crisis leading to a binding investment-finance constraint falls with better creditor protection; (2) the stock prices under the investment-constrained regime increase with better creditor protection. We find evidence for both predictions using data on stock marke...

Saeed Gholizadeh, Seyed Mohammad Seyedpoor,

An efficient methodology is proposed to find optimal shape of arch dams on the basis of constrained natural frequencies. The optimization is carried out by virtual sub population (VSP) evolutionary algorithm employing real values of design variables. In order to reduce the computational cost of the optimization process, the arch dam natural frequencies are predicted by properly trained back pro...

2013
Tong Thanh Pham Tim Brys Matthew E. Taylor

Traffic jams and suboptimal traffic flows are ubiquitous in our modern societies, and they create enormous economic losses each year. Delays at traffic lights alone contribute roughly 10 percent of all delays in US traffic. As most traffic light scheduling systems currently in use are static, set up by human experts rather than being adaptive, the interest in machine learning approaches to this...

Journal: :SIAM J. Scientific Computing 2016
Haijian Yang Feng-Nan Hwang Xiao-Chuan Cai

The full-space Lagrange–Newton algorithm is one of the numerical algorithms for solving problems arising from optimization problems constrained by nonlinear partial differential equations. Newton-type methods enjoy fast convergence when the nonlinearity in the system is well-balanced; however, for some problems, such as the control of incompressible flows, even linear convergence is difficult t...

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