نتایج جستجو برای: stock constrained optimization

تعداد نتایج: 467120  

Selecting approaches with appropriate accuracy and suitable speed for the purpose of making decision is one of the managers’ challenges. Also investing decision is one of the main decisions of managers and it can be referred to securities transaction in financial markets which is one of the investments approaches. When some assets and barriers of real world have been considered, optimization of...

پایان نامه :0 1391

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...

M. Ranjbar, Z. Akbari,

In this paper we consider a constrained optimization problem where the objectives are fuzzy functions (fuzzy-valued functions). Fuzzy constrained Optimization (FO) problem plays an important role in many fields, including mathematics, engineering, statistics and so on. In the other side, in the real situations, it is important to know how may obtain its numerical solution of a given interesting...

Journal: :bulletin of the iranian mathematical society 2011
a. malek s. ezazipour n. hosseinipour-mahani

we establish a relationship between general constrained pseudoconvex optimization problems and globally projected dynamical systems. a corresponding novel neural network model, which is globally convergent and stable in the sense of lyapunov, is proposed. both theoretical and numerical approaches are considered. numerical simulations for three constrained nonlinear optimization problems a...

2001
Hanan Lutfiyya Bruce McMillin Cihan Dagli

This paper explores the use of Simulated Annealing as an optimization technique for the problem Composite Material Stock Cutting. The shapes are not constrained to be convex polygons or even regular shapes. However, due to the composite nature of the material, the orientation of the shapes on the stock is restricted. For placements of various shapes, we show how to determine a cost function, an...

Journal: :J. Comput. Physics 2007
Giampietro Carpentieri Barry Koren Michel J. L. van Tooren

In this paper, the exact discrete adjoint of an unstructured finite-volume formulation of the Euler equations in two dimensions is derived and implemented. The adjoint equations are solved with the same implicit scheme as used for the flow equations. The scheme is modified to efficiently account for multiple functionals simultaneously. An optimization framework, which couples an analytical shap...

2015
A. Constantin K. Kalimeris O. Scherzer

A penalization method for a suitable reformulation of the governing equations as a constrained optimization problem provides accurate numerical simulations for large-amplitude travelling water waves in irrotational flows and in flows with constant vorticity.

Journal: :journal of advances in computer research 2014
hossein barghi jond adel akbarimajd nurhan gursel ozmen

trajectories generally used to describe the space and time required to perform a desired motion task for a mobile robot or manipulator system. in this paper, we considered a cubic polynomial trajectory for the problem of moving a mobile robot from its initial position to a goal position in over a continuous set of time. along the path, the robot requires to observe a certain acceleration profil...

Journal: :bulletin of the iranian mathematical society 0
a. malek s. ezazipour n. hosseinipour-mahani

we establish a relationship between general constrained pseudoconvex optimization problems and globally projected dynamical systems. a corresponding novel neural network model, which is globally convergent and stable in the sense of lyapunov, is proposed. both theoretical and numerical approaches are considered. numerical simulations for three constrained nonlinear optimization problems are giv...

2012
Puja Das Arindam Banerjee

While online convex optimization has emerged as a powerful large scale optimization approach, much of existing literature assumes a simple way to project onto a given feasible set. The assumption is often not true, and the projection step usually becomes the key computational bottleneck. Motivated by applications in risk-adjusted portfolio selection, in this paper we consider online quadratical...

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