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A Framework of Conjugate Direction Methods for Symmetric Linear Systems in Optimization

Fasano, Giovanni - 2014

In this paper we introduce a parameter dependent class of Krylov-based methods, namely CD, for the solution of symmetric linear systems. We give evidence that in our proposal we generate sequences of conjugate directions, extending some properties of the standard Conjugate Gradient (CG) method,...

Persistent link: https://www.econbiz.de/10014037832

A Discrete Mathematical Model for Chaotic Dynamics in Economics : Kaldor's Model on Business Cycle

Orlando, Giuseppe - 2017

This paper, following Kaldor's approach, is written with the intention of interpreting fluctuations of economic systems (i.e trade cycles). In particular, a new discretized Kaldor model is proposed, which is also useful to explain what appears to be random and unpredictable, such as economic...

Persistent link: https://www.econbiz.de/10012956312

Chapter 5: Exponential and logarithmic functions

Todorova, Tamara - 2010

"Problems Book to Accompany Mathematics for Economists" is intended to complement any course in quantitative methods in … aimed as an inexpensive supplement to nearly all undergraduate courses in mathematics for economists with the exception of … economics. The book supplements one of the most widely used texts "Mathematics for Economists" by Carl Simon and Laurence Blume …

Persistent link: https://www.econbiz.de/10011774202

Portfolio Mathematics with General Linear and Quadratic Constraints

Stowe, David L. - 2017

tracking error to a benchmark. Although the mathematics behind such relationships are similar to the mean/variance problem, the …

Persistent link: https://www.econbiz.de/10012961547

Approximate Dynamic Programming for Capacity Allocation in the Service Industry

Schütz, Hans-Jörg; Kolisch, Rainer - 2012

We consider a problem where different classes of customers can book different types of service in advance and the service company has to respond immediately to the booking request confirming or rejecting it. The objective of the service company is to maximize profit made of class-type specific...

Persistent link: https://www.econbiz.de/10014045142

A Computational Model for Optimization on International Telecommunication Networks

Bellini, Francesco; Annibali, Antonio; Daniele, Colantonio - 2011

Telecommunication networks are characterised by a complex group of intermediaries and each one of them faces two types of operational costs: transmission costs and delivery cost. This scheme allows the operator to evaluate the market structure and to perform the telecommunication service. The...

Persistent link: https://www.econbiz.de/10014186496

Global Optimization of Some Difficult Benchmark Functions by Cuckoo-Host Co-Evolution Meta-Heuristics

Mishra, Sudhanshu K. - 2012

This paper proposes a novel method of global optimization based on cuckoo-host co-evaluation. It also develops a Fortran-77 code for the algorithm. The algorithm has been tested on 96 benchmark functions (of which the results of 30 relatively harder problems have been reported). The proposed...

Persistent link: https://www.econbiz.de/10014040268

Dynamic Tracking Error with Shortfall Control Using Stochastic Programming

Barro, Diana; Canestrelli, Elio - 2012

In this contribution we propose a dynamic tracking error problem and we consider the problem of monitoring at discrete point the shortfall of the portfolio below a set of given reference levels of wealth. We formulate and solve the resulting dynamic optimization problem using stochastic...

Persistent link: https://www.econbiz.de/10014040374

Combining Stochastic Programming and Optimal Control to Solve Multistage Stochastic Optimization Problems

Barro, Diana; Canestrelli, Elio - 2012

In this contribution we propose an approach to solve a multistage stochastic programming problem which allows us to obtain a time and nodal decomposition of the original problem. This double decomposition is achieved applying a discrete time optimal control formulation to the original stochastic...

Persistent link: https://www.econbiz.de/10014041969

Some Complexity Issues in a Class of Knapsack Problems : What Makes a Knapsack Problem 'Hard'?

Krass, D.; Sethi, Suresh; Sorger, Gerhard - 2010

We propose a new class of knapsack problems by assiuning that the sizes of the items to be put into a knapsack are known to be elements 0f a given subset S of the positive integers Z'^. The set S is treated as a parameter. We show that the family of knapsack problems obtained by varying the...

Persistent link: https://www.econbiz.de/10014046436