This paper presents computable lower bounds of the penalty parameters for stable and convergent symmetric interior penalty Galerkin methods. In particular, we derive the explicit dependence of the coercivity constants with respect to the polynomial degree and the angles of the mesh elements. Numerical examples in all dimensions and for different polynomial degrees are presented. We show the num...

in this paper, installment options on the underlying assetwhich evolves according to black-scholes model and pays constant dividendto its owner will be considered. applying arbitrage pricing theory,the non-homogeneous parabolic partial differential equation governingthe value of installment option is derived. then, penalty method is usedto value the european continuous installment call option.

in this article using comparative multi-purpose algorithm of pso, optimum capacity of new resources and their spinning storage is defined. spinning reserve requirements and optimized to maximize profit per unit is determined according to uncertainty. in fact by increasing the level of cost reservation, power supply increases but penalty of blackout decreases. in this paper in has been tried to ...

This paper describes penalty search based on a modified neighborhood search where move and solution penalty functions attempt to keep the search process out of recently "explored" regions. During the penalty search process trajectories which may cause a cycle or drive the search process towards recently found local optimums are made "less attractive" by using penalty parameters. Penalty search ...

In fluid-structure interaction problems, many people use a penalty method for positioning the structure inside fluid. This is usually performed by considering that fluid very stiff or/and heavy at place occupied structure. These methods are convenient programming point of view but can lead to ill conditioned operators. drawback in numerical solution methods. particular forces applied surroundin...

in this paper, the competition between two supply chains and their elements is studied. each chain consisted of a manufacturer and a distributor and the two chains compete in a market with single type of customer sensitive to price and delivery time. therefore, this is a two-supply chain game and during the competition between two supply chains, elements of each supply chain (manufacturer and/o...

We propose a simple modification to the differentiable penalty methods for solving nonlinear programming problems. This modification decreases the penalty parameter and the ill-conditioning of the penalty method and leads to a faster convergence to the optimal solution. We extend the modification to the augmented Lagrangian method and report some numerical results on several nonlinear programmi...

Branch predictor design is typically focused only on minimizing the misprediction rate (MR), while ignores misprediction penalty.Because the misprediction penalty varies widely from branch to branch, performance might get improved by using a predictor that makes a greater effort to predict high-penalty branches, at the expense of the other, even if the total number of mispredictions doesn't cha...

Computing meaningful alternative routes in a road network is a complex problem – already giving a clear definition of a best alternative seems to be impossible. Still, multiple methods [1, 2, 4, 17, 18] describe how to compute reasonable alternative routes, each according to their own quality criteria. Among these methods, the penalty method has received much less attention than the via-node or...