Search Results - subject:"convex functions"

Moment inequalities in the context of simulated and predicted variables

Kaido, Hiroaki; Li, Jiaxuan; Rysman, Marc - 2018

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend on sample moments in an irregular manner. Due to this...

Persistent link: https://www.econbiz.de/10011941468

Moment inequalities in the context of simulated and predicted variables

Kaido, Hiroaki; Li, Jiaxuan; Rysman, Marc - 2018

Persistent link: https://www.econbiz.de/10011815447

Duality and calculi without exceptions for convex objects

Brinkhuis, J. - Erasmus University Rotterdam, Econometric Institute - 2008

convex functions as well. This solves a well-known problem, that has already been considered in Rockafellar's Convex Analysis … general validity of the formulas of Convex Analysis that depend on the duality formula for convex functions. The approach … leads to the systematic inclusion into convex sets of recession directions, and a similar extension for convex functions …

Persistent link: https://www.econbiz.de/10004972246

Duality and calculi without exceptions for convex objects

Brinkhuis, Brinkhuis, J. - Faculteit der Economische Wetenschappen, Erasmus … - 2008

Persistent link: https://www.econbiz.de/10010837848

The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2006

The objective of this paper is to introduce a new population-based (stochastic) heuristic to search the global optimum of a (continuous) multi-modal function and to assess its performance (on a fairly large number of benchmark functions) vis-à-vis that of two other well-established and very...

Persistent link: https://www.econbiz.de/10005616773

Repulsive Particle Swarm Method on Some Difficult Test Problems of Global Optimization

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2006

In this paper we test a particular variant of the (Repulsive) Particle Swarm method on some rather difficult global optimization problems. A number of these problems are collected from the extant literature and a few of them are newly introduced. First, we introduce the Particle Swarm method of...

Persistent link: https://www.econbiz.de/10005836253

Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2006

This paper aims at comparing the performance of the Differential Evolution (DE) and the Repulsive Particle Swarm (RPS) methods of global optimization. To this end, some relatively difficult test functions have been chosen. Among these test functions, some are new while others are well known in...

Persistent link: https://www.econbiz.de/10005836802

Spectral functions on Jordan algebras : differentiability and convexity properties

BAES, Michel - Center for Operations Research and Econometrics (CORE), … - 2004

A spectral function on a formally real Jordan algebra is a real-valued function which depends only on the eigenvalues of its argument. One convenient way to create them is to start from a function f : Rexp.r [arrow] R which is symmetric in the components of its argument, and to define the...

Persistent link: https://www.econbiz.de/10005065416

Convex analysis and mathematical economics

Ruys, Pieter H.M.; Evers, J.J.M.; Rockafellar, R.T.; … - Tilburg University, School of Economics and Management - 1978

Persistent link: https://www.econbiz.de/10011086828