Search Results - subject:"Predictor‐corrector methods"

Local quadratic convergence of polynomial-time interior-point methods for conic optimization problems

NESTEROV, Yu.; TUNCEL, Levent - Center for Operations Research and Econometrics (CORE), … - 2009

In this paper, we establish a local quadratic convergence of polynomial-time interior-point methods for general conic optimization problems. The main structural property used in our analysis is the logarithmic homogeneity of self-concordant barrier functions. We propose new path-following...

Persistent link: https://www.econbiz.de/10008550204

On the Numerical Stability of Simulation Methods for SDES

Platen, Eckhard; Shi, Lei - Finance Discipline Group, Business School - 2008

, scenario simulation, Monte Carlo simulation, numerical stability, predictor-corrector methods, implicit methods. 1University of … differential equations predictor-corrector methods achieve improved numerical stability when compared with other explicit methods … step. In Platen (1995) and Kloeden & Platen (1999), predictor-corrector methods have been described for weak discrete time …

Persistent link: https://www.econbiz.de/10004984500

An exploratory case study of aspect‐oriented metrics for fault proneness, content and fixing effort prediction

Elish, Mahmoud O.; AL‐Rahman AL‐Khiaty, Mojeeb; … - In: International Journal of Quality & Reliability Management 30 (2013) 1, pp. 80-96

Purpose – The purpose of this paper is to investigate the relationships between some aspect‐oriented metrics and aspect fault proneness, content and fixing effort. Design/methodology/approach – An exploratory case study was conducted using an open source aspect‐oriented software...

Persistent link: https://www.econbiz.de/10014800733

An exploratory case study of aspect-oriented metrics for fault proneness, content and fixing effort prediction

Elish, Mahmoud O.; Al-Khiaty, Mojeeb Al-Rahman; … - In: International journal of quality & reliability management 30 (2013) 1, pp. 80-96

Persistent link: https://www.econbiz.de/10010192081

Some P(EC)mE methods for the parallel solution of ODEs

Birta, Louis G.; Yang, Liming - In: Mathematics and Computers in Simulation (MATCOM) 43 (1997) 2, pp. 171-182

methods. Performance of two particular members of the family is compared with existing block-based parallel predictor-corrector … problem within the context of parallel solution methods. A family of methods which we call parallel block predictor-corrector … blocks. Stability properties of these methods are analyzed and compared with some existing block-based parallel predictor-corrector …

Persistent link: https://www.econbiz.de/10010870510