Daily price limits are adopted by many securities exchanges in countries such as the USA, Canada, Japan and various other countries in Europe and Asia, in order to increase the stability of the financial market. These limits confine the price of the financial asset during all trading stages of any trading day to a range, usually determined based on the previous day’s closing price. In this pape...

Although the issues of routing and scheduling in packet radio networks are highly interdependent, few studies have addressed their interactions. In this paper, we address the problem of routing for the minimization of congestion as a first step toward the solution of the joint routing-scheduling problem. We formulate this as a combinatorial-optimization problem, and we develop a Hopfield neural...

(C) 1998 IEEE Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. Abstract The combinatorial optimization problem of MAP esti...

In this paper, the rigid body guidance problem of general 6 degree of freedom manipulators is studied. A new method, called Distributed Optimization Method (DOM), is used to determine the dimensional parameters of general manipulators that are able to reach a nite number of given six degree of freedom position and orientation tasks. It is shown that the global multi-variable optimization proble...

The handling of various input constraints in the self-tuning generalized predictive control (STGPC) problem of ARIMAX/ARMAX systems is considered. The methods based on the Lagrange multipliers and Lemke’s algorithm are used to solve the constrained optimization problem. A self-tuning controller is implemented in an indirect way, and the considered constraints imposed on the control input signal...

We first establish sufficient conditions ensuring strong duality for cone constrained nonconvex optimization problems under a generalized Slater-type condition. Such conditions allow us to cover situations where recent results cannot be applied. Afterwards, we provide a new complete characterization of strong duality for a problem with a single constraint: showing, in particular, that strong du...

Breakpoint phylogenies methods have been shown to be an effective tool for extracting phylogenetic information from gene order data. Currently, the only practical breakpoint phylogeny algorithms for the analysis of large genomes with varied gene content are heuristics with no optimality guarantee. Here we begin to address this lack by deriving lower bounds for the breakpoint median problem and ...

We present a local exponential fitting hybridized mixed finiteelement method for convection-diffusion problem on a bounded domain with mixed Dirichlet Neuman boundary conditions. With a new technique that interpretes the algebraic system after static condensation as a bilinear form acting on certain lifting operators we prove an a priori error estimate on the Lagrange multipliers that requires ...

We propose and study a new parallel one-shot Lagrange-Newton-Krylov-Schwarz (LNKSz) algorithm for shape optimization problems constrained by steady incompressible NavierStokes equations discretized by finite element methods on unstructured moving meshes. Most existing algorithms for shape optimization problems solve iteratively the three components of the optimality system: the state equations ...

We consider the constrained optimization problem  defined by:
 $$f (x^*) = \min_{x \in  X} f(x)\eqno (1)$$
 
 where function  f : \pmb{\mathbb{R}}^{n} → \pmb{\mathbb{R}} is convex  on a closed bounded convex set X.
 To solve problem (1), most methods transform this into without constraints, either by introducing Lagrange multiplie...