In this paper, a pair of Wolfe type higher-order symmetric nondifferentiable multiobjective programs over arbitrary cones is formulated and appropriate duality relations are then established under higher-order-K-(F,α,ρ, d)-convexity assumptions. A numerical example which is higher-order...

In this paper, we propose a new model for constructing well-behaved and smooth implied volatility surface. There are three basic challenges in constructing well-behaved and smooth implied volatility surface. First, the implied volatility is known only for unevenly distributed discrete sparse set...

In this paper, a pair of second-order mixed symmetric nondifferentiable multiobjective dual programs over arbitrary cones where each of the objective functions contains a pair of support functions is considered. Further, weak, strong and converse duality theorems are established under the...

The paper analyzes the approaches for transmission cost allocation and centralized pool-based electricity price calculation. It is required to identify the contribution of individual generators and loads to the line flows. A study on IEEE 26 bus system has been presented in this research work...