abstract: in this thesis, we focus to class of convex optimization problem whose objective function is given as a linear function and a convex function of a linear transformation of the decision variables and whose feasible region is a polytope. we show that there exists an optimal solution to this class of problems on a face of the constraint polytope of feasible region. based on this, we dev...

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

در پروژه حاضر، قوانین گوناگون هدایت برای یک ضد موشک به منظور انهدام یک موشک بالستیک بررسی گردیده است. بر این اساس، فرآیند شبیه سازی حرکت موشک بالستیک و ضد موشک به صورت دقیق و با در نظر گرفتن مدل های استاندارد جاذبه، اتمسفر و زمین چرخان به انجام رسیده است. به منظور هدایت ضد موشک، قوانین گوناگونی از جمله ppn، apn، tpn، pursuit، deviated pursuit و optimal مورد بررسی قرار گرفته است. که از این میان،...

there are many approaches for solving variety combinatorial optimization problems (np-compelete) that devided to exact solutions and approximate solutions. exact methods can only be used for very small size instances due to their expontional search space. for real-world problems, we have to employ approximate methods such as evolutionary algorithms (eas) that find a near-optimal solution in a r...