Titlebook: Complementarity: Applications, Algorithms and Extensions; Michael C. Ferris,Olvi L. Mangasarian,Jong-Shi Pan Book 2001 Springer Science+Bu

苍白

Data Discrimination via Nonlinear Generalized Support Vector Machines,minate between elements of a given set better than a linear surface. The principal approach used is that of generalized support vector machines (GSVMs) [21] which employ possibly indefinite kernels. The GSVM training procedure is carried out by either a simple successive overrelaxation (SOR) [22] it

Hamper

maintenance

大量

空气传播

organism

LAY

Free Boundary Problems in Asset Pricing with Transaction Costs,ion costs are a realistic feature in numerous financial transactions and their presence affects considerably the theoretical asset and derivative prices..In the area of optimal portfolio management, the valuation models give rise to singular stochastic control problems and the goal is to characteriz

Countermand

Preprocessing Complementarity Problems,a polyhedral set and exploits the uncovered structure to fix variables and remove constraints. The second discovers information about the function and utilizes complementarity theory to eliminate variables. The methodology is successfully employed to preprocess several models.

做作

An Active Set-Type Newton Method for Constrained Nonlinear Systems,ndition. Furthermore the method generates feasible iterates and has to solve only one linear system of equations at each iteration. Due to our active set strategy, this linear system is of reduced dimension. Some preliminary numerical results are included.

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