The ability of Towed Linear hydrophone Arrays (TLA) to detect submarine-emitted narrow band tonals makes them the submarine tracking sensor of choice. Recent TLA improvements allow surface ships, Unmanned Underwater Vehicles (UUVs), Unmanned Surface Vehicles (USVs), and submarines alike to detect modern submarines by towing arrays. Allowing the full spectrum of Navy assets access into the Anti-submarine Warfare (ASW) arena is vital to countering future submerged threats. The generation of...

Topics: Submarine, UUV, USV, ASW, Towed Linear Array, Beamforming, Dolph-Chebyshev Optimization,...

7
7.0

Jun 30, 2018
06/18

by
P. Apkarian; M. N. Dao; D. Noll

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We present a new approach to parametric robust controller design, where we compute controllers of arbitrary order and structure which minimize the worst-case $H_\infty$ norm over a pre-specified set of uncertain parameters. At the core of our method is a nonsmooth minimization method tailored to functions which are semi-infinite minima of smooth functions. A rich test bench and a more detailed example illustrate the potential of the technique, which can deal with complex problems involving...

Topics: Mathematics, Optimization and Control

Source: http://arxiv.org/abs/1405.4202

3
3.0

Jun 30, 2018
06/18

by
Saptarshi Bandyopadhyay; Soon-Jo Chung

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We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target's states. Our BCF framework can incorporate nonlinear target dynamic models, heterogeneous nonlinear measurement models, non-Gaussian uncertainties, and higher-order moments of the locally estimated posterior probability distribution of the target's states obtained using Bayesian filters....

Topics: Mathematics, Probability, Computing Research Repository, Information Theory, Optimization and...

Source: http://arxiv.org/abs/1403.3117

2
2.0

Jun 30, 2018
06/18

by
Samuel Vaiter; Gabriel Peyré; Jalal M. Fadili

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Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for recovering the unknown signal is to solve a convex optimization problem that enforces some prior knowledge about its structure. This has proved efficient in many problems routinely encountered in imaging sciences, statistics and machine learning. This chapter...

Topics: Statistics, Mathematics, Computing Research Repository, Information Theory, Machine Learning,...

Source: http://arxiv.org/abs/1407.1598

3
3.0

Jun 30, 2018
06/18

by
Felipe Alvarez; Salvador Flores

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Variational problems under uniform quasiconvex constraints on the gradient are studied. In particular, existence of solutions to such problems is proved as well as existence of lagrange multipliers associated to the uniform constraint. They are shown to satisfy an Euler-Lagrange equation and a complementarity property. Our technique consists in approximating the original problem by a one-parameter family of smooth unconstrained optimization problems. Numerical experiments confirm the ability of...

Topics: Mathematics, Optimization and Control

Source: http://arxiv.org/abs/1405.7417

304
304

May 30, 2010
05/10

by
Jenkins, D

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Gravitational and radiation effects on unicellular organisms and microscopic techniques for observing living cells

Topics: AMOEBA, RADIATION EFFECTS, ULTRAVIOLET MICROSCOPY, BIOLOGICAL CELL, GRAVITATIONAL EFFECT,...

1,167
1.2K

Jul 6, 2010
07/10

by
Rynin, N. A

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The biography of the Russian scientist and inventor, K.E. Tsiolkovskii, is presented. Tsiolkovskii's principle works, rockets and projected flight, and his theory of rocket flight are surveyed. His ideas on gun ballistics, rocket motion in a vacuum, interplanetary flight, solar gravity, space flight feeding, and rocket launching are also reviewed.

Topics: AIRCRAFT NOISE, COMMUNITIES, RUNWAYS, COMPUTER TECHNIQUES, NEW YORK, OPTIMIZATION, SELECTION

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Jul 6, 2010
07/10

by
Greenwood, R. F

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For the eighth consective year, high-altitude calibration of solar cells was accomplished with the aid of free-flight balloons. Flights were conducted to an altitude of 36,576 m which is above 99.5% of earth's atmosphere where all water vapor levels and significant ozone bands are absent. Solar cells calibrated in this manner are significant used as intensity references in solar simulators and in terrestrial sunlight. Discussed is the method employed for high altitude balloon flight solar cell...

Topics: BALLOON SOUNDING, ERROR ANALYSIS, WIND (METEOROLOGY), GRAPHS (CHARTS), INTERROGATION, OPTIMIZATION

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261

Jul 11, 2010
07/10

by
Carr, M. H

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The Mariner 9 mission revealed Mars to be a much more diverse planet geologically than had been anticipated. Large volcanoes of widely different ages and extensive fracture systems attest to a long history of internal activity while the preservation of large areas of primitive densely cratered terrain indicates that crustal mobility and erosional processes have been far less effective than on earth in destroying the early record. Perhaps the greatest surprise of Mariner 9 was the discovery of...

Topics: AUTOMATIC CONTROL, ERRORS, OPTIMIZATION, ALGORITHMS, DIFFERENTIAL EQUATIONS

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Jul 12, 2010
07/10

by
NON

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The tests and improvements for models of stratospheric and mesospheric chemistry and transport are discussed. The structure of the stratosphere and mesosphere, in terms of chemistry and dynamics, is reviewed. Current satellite experiments for long duration observation, focused on the measurement of aerosols and gases involved in the ozone-nitrogen chemistry of the stratosphere, are discussed. Future satellite experiments and Shuttle lidar contributions are proposed.

Topics: AIRCRAFT DESIGN, SUPERSONIC BOUNDARY LAYERS, VISCOUS FLOW, OPTIMIZATION, OVERPRESSURE, SONIC BOOMS,...

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Jul 26, 2010
07/10

by
Dellacorte, Christopher; Sliney, Harold E

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This paper describes a research program to develop and evaluate a new high temperature, self-lubricating powder metallurgy composite, PM212. PM212 has the same composition as the plasma-sprayed coating, PS212, which contains 70 wt percent metal-bonded chromium carbide, 15 wt percent silver and 15 wt percent barium fluoride/calcium fluoride eutectic. The carbide acts as a wear resistant matrix and the silver and fluorides act as low and high temperature lubricants, respectively. The material is...

Topics: AIRFRAMES, DYNAMIC STRUCTURAL ANALYSIS, OPTIMIZATION, ROTOR BLADES (TURBOMACHINERY), HELICOPTERS,...

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246

Sep 20, 2010
09/10

by
Johnson, R. Barr

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This final report details the work performed under this delivery order from April 1991 through April 1992. The currently available capabilities for integrated optical performance modeling at MSFC for large and complex systems such as AXAF were investigated. The Integrated Structural Modeling (ISM) program developed by Boeing for the U.S. Air Force was obtained and installed on two DECstations 5000 at MSFC. The structural, thermal and optical analysis programs available in ISM were evaluated. As...

Topics: DYNAMIC MODELS, ORBIT CALCULATION, TRAJECTORIES, MATHEMATICAL MODELS, NATIONAL AEROSPACE PLANE...

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565

Sep 20, 2010
09/10

by
NON

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The Earth Orbital Rendezvous (EOR) configuration for the piloted mission is composed of three propulsive elements in addition to the Crew Module (CM): Primary Trans-Lunar Injection (PTLI), Lunar Braking Module (LBM), and Earth Return Module (ERM). The precursor mission is also composed of three propulsive elements in addition to its surface payloads: PTLI, LBM and the Payload Landing Module (PLM). Refer to Volume 1, Section 5.1 and 5.2 for a break-up of the different stages into the four...

Topics: ALGORITHMS, ERROR ANALYSIS, HOUSEHOLDER TRANSFORMATIONS, OPTIMIZATION, ARCHITECTURE (COMPUTERS),...

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Sep 20, 2010
09/10

by
Craft, William; Klett, David; Lai, Steve

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The principle goal of the educational component of NASA CORE is the creation of aerospace engineering options in the mechanical engineering program at both the undergraduate and graduate levels. To accomplish this goal, a concerted effort during the past year has resulted in detailed plans for the initiation of aerospace options in both the BSME and MSME programs in the fall of 1993. All proposed new courses and the BSME aerospace option curriculum must undergo a lengthy approval process...

Topics: HYPERVELOCITY IMPACT, PROJECTILES, SPACE DEBRIS, SPACE STATION STRUCTURES, MONTE CARLO METHOD,...

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486

May 22, 2011
05/11

by
Collins, Martin J.; Kraemer, Sylvia K

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Presented are the acknowledgements and introduction sections of the book 'Space: Discovery and Exploration.' The goal of the book is to address some basic questions of American space history, including how this history compares with previous eras of exploration, why the space program was initiated when it was, and how the U.S. space program developed. In pursuing these questions, the intention is not to provide exhaustive answers, but to point the reader toward a more varied picture of how our...

Topics: ALGORITHMS, COMPUTATIONAL FLUID DYNAMICS, COMPUTATIONAL GRIDS, GRID GENERATION (MATHEMATICS),...

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392

May 23, 2011
05/11

by
Stock, Thomas A

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Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. The variables in which uncertainties are accounted for include constituent and void volume ratios, constituent elastic properties and strengths, and fiber misalignment. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material...

Topics: MULTIDISCIPLINARY DESIGN OPTIMIZATION, COSTS, SPACECRAFT TRAJECTORIES, THERMAL PROTECTION, WEIGHT...

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175

May 23, 2011
05/11

by
Townsend, Lawrence W

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Quantum-mechanical optical-model methods for calculating cross sections for the fragmentation of high-energy heavy ions by hydrogen targets are presented. The cross sections are calculated with a knockout-ablation collision formalism which has no arbitrary fitting parameters. Predictions of elemental production cross sections from the fragmentation of 1.2A Ge(V(La-139) nuclei and of isotope production cross sections from the fragmentation of 400A MeV(S-32) nuclei are in good agreement with...

Topics: AEROELASTICITY, SUPERSONIC TRANSPORTS, MULTIDISCIPLINARY DESIGN OPTIMIZATION, AIRCRAFT DESIGN,...

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May 23, 2011
05/11

by
Khot, N. S.; Polyak, R. A.; Schneur, R.; Berke, L

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The Newton Modified Barrier Method (NMBM) is applied to structural optimization problems with large a number of design variables and constraints. This nonlinear mathematical programming algorithm was based on the Modified Barrier Function (MBF) theory and the Newton method for unconstrained optimization. The distinctive feature of the NMBM method is the rate of convergence that is due to the fact that the design remains in the Newton area after each Lagrange multiplier update. This convergence...

Topics: OPTIMIZATION, ALGORITHMS, PARALLEL COMPUTERS, NONLINEAR PROGRAMMING, HESSIAN MATRICES, STABILITY,...

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May 30, 2011
05/11

by
Papila, Nilay; Shyy, Wei; Griffin, Lisa W.; Dorney, Daniel J

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Turbine performance directly affects engine specific impulse, thrust-to-weight ratio, and cost in a rocket propulsion system. A global optimization framework combining the radial basis neural network (RBNN) and the polynomial-based response surface method (RSM) is constructed for shape optimization of a supersonic turbine. Based on the optimized preliminary design, shape optimization is performed for the first vane and blade of a 2-stage supersonic turbine, involving O(10) design variables. The...

Topics: APPROXIMATION, COMPUTATIONAL FLUID DYNAMICS, DISTRIBUTION MOMENTS, DERIVATION, METHOD OF MOMENTS,...

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265

May 31, 2011
05/11

by
Mitchell, B. Gre

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The principal goals of our research are to validate standard or experimental products through detailed bio-optical and biogeochemical measurements, and to combine ocean optical observations with advanced radiative transfer modeling to contribute to satellite vicarious radiometric calibration and advanced algorithm development. To achieve our goals requires continued efforts to execute complex field programs globally, as well as development of advanced ocean optical measurement protocols. We...

Topics: MULTIDISCIPLINARY DESIGN OPTIMIZATION, CRASHWORTHINESS, PARALLEL COMPUTERS, PARALLEL PROCESSING...

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May 31, 2011
05/11

by
Chen, Yen-Sen; Liu, Jiwen; Zhang, Siju

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Laser powered propulsion systems involve complex fluid dynamics, thermodynamics and radiative transfer processes. Based on an unstructured grid., pressure-based computational aerothermodynamics, platform, several sub-nio'''dels describing such underlying physics as laser ray tracing and focusing, thermal non-equilibrium, plasma radiation and air spark ignition have been developed. This proposed work shall extend the numerical platform and existing sub-models to include the aluminum wall surface...

Topics: MULTIDISCIPLINARY DESIGN OPTIMIZATION, APPROXIMATION, ALGORITHMS, LOADS (FORCES), TRUSSES, BEAMS...

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296

May 31, 2011
05/11

by
Jones, Thomas W.; Pappa, Richard S

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Results from initial laboratory investigations with the dot projection photogrammetric technique are presented for three wind-tunnel test articles with a range of surface scattering and reflection properties. These test articles are a semispan model and a micro air vehicle with a latex wing that are both diffusely reflecting, and a highly polished specularly reflecting model used for high Reynolds number testing. Results using both white light and laser illumination are presented. Some of the...

Topics: FORCE DISTRIBUTION, STRUCTURAL DESIGN, DESIGN OPTIMIZATION, EXPERIMENT DESIGN, COMPUTERIZED...

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May 31, 2011
05/11

by
Bolognese, Jeff; Walden, Harve

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This report describes the development of the NASA Goddard Space Flight Center Virtual Science Fair, including its history and outgrowth from the traditional regional science fairs supported by NASA. The results of the 1999 Virtual Science Fair pilot program, the mechanics of running the 2000 Virtual Science Fair and its results, and comments and suggestions for future Virtual Science Fairs are provided. The appendices to the report include the original proposal for this project, the judging...

Topics: MASSIVELY PARALLEL PROCESSORS, PARALLEL PROCESSING (COMPUTERS), SYSTEMS ANALYSIS, MULTIDISCIPLINARY...

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Jun 2, 2011
06/11

by
Miller, Dean R.; Lynch, Christopher J.; Tate, Peter A

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The Icing Branch and Imaging Technology Center at NASA Glenn Research Center have recently been involved in several projects where high speed close-up imaging was used to investigate water droplet impact/splash, and also ice particle impact/bounce in an icing wind tunnel. The combination of close-up and high speed imaging capabilities were required because the particles being studied were relatively small (d < 1 mm in diameter), and the impact process occurred in a very short time period...

Topics: NUCLEAR ELECTRIC PROPULSION, POWER REACTORS, SPACECRAFT MODULES, OPTIMIZATION, GENETIC ALGORITHMS,...

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190

Jul 26, 2010
07/10

by
Sutton, Kenneth; Hartung, Lin C

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The recent resurgence of interest in blunt-body atmospheric entry for applications such as aeroassisted orbital transfer and planetary return has engendered a corresponding revival of interest in radiative heating. Radiative heating may be of importance in these blunt-body flows because of the highly energetic shock layer around the blunt nose. Sutton developed an inviscid, stagnation point, radiation coupled flow field code for investigating blunt-body atmospheric entry. The method has been...

Topics: ARCHITECTURE (COMPUTERS), CONVERGENCE, MINIMA, SADDLE POINTS, CONTROL SYSTEMS DESIGN, HOMOTOPY...

2
2.0

Apr 22, 2021
04/21

by
Workshop on Numerical Techniques for Systems Engineering Problems (1980 : Lexington, Ky.)

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ix, 159 p. : 24 cm

Topics: Mathematical optimization -- Congresses, Systems engineering -- Congresses

The TIME STRIKE optimization model was developed in 1995 for use by the cognizant U.S. Air Force agencies to investigate requirements for conventional munitions and the feasibility of operational plans based on their availability and current budgets. The problem addressed here is: Is the output of TIME STRIKE accurate when compared to a simulation? This thesis develops a computer simulation, called SimStrike, which models all the same things TIME STRIKE does, using the same data, however with...

Topics: Optimization, Simulation, Linear Programming, USAF, Time Strike, Munitions

Topics: Radio Program, Crime prevention, Law enforcement, Law of obligations, Gins, Oils, Fuels, Human...

Topics: Radio Program, American talk radio hosts, Tick-borne diseases, Psychiatric diagnosis, Epidemiology,...

10
10.0

Jun 26, 2018
06/18

by
Yu. V. Malitsky; V. V. Semenov

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In this paper, we introduce a new method for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. The iterative process is based on two well-known projection method and the hybrid (or outer approximation) method. However we do not use an extrapolation step in the projection method. The absence of one projection in our method is explained by slightly different choice of sets in hybrid method. We prove a strong convergence of the sequences...

Topics: Optimization and Control, Mathematics

Source: http://arxiv.org/abs/1501.07298

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11

Jun 27, 2018
06/18

by
Humberto Stein Shiromoto; Vincent Andrieu; Christophe Prieur

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For an ISS system, by analyzing local and non-local properties, it is obtained different input-to-state gains. The interconnection of a system having two input-to-state gains with a system having a single ISS gain is analyzed. By employing the Small Gain Theorem for the local (resp. non-local) gains composition, it is concluded about the local (resp. global) stability of the origin (resp. of a compact set). Additionally, if the region of local stability of the origin strictly includes the...

Topics: Optimization and Control, Systems and Control, Mathematics, Computing Research Repository

Source: http://arxiv.org/abs/1503.02884

3
3.0

Jun 27, 2018
06/18

by
Jaroslav Haslinger; Jan Stebel

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We study the Stokes problem in a bounded planar domain $\Omega$ with a friction type boundary condition that switches between a slip and no-slip stage. Unlike our previous work [6], in the present paper the threshold value may depend on the velocity field. Besides the usual velocity-pressure formulation, we introduce an alternative formulation with three Lagrange multipliers which allows a more flexible treatment of the impermeability condition as well as optimum design problems with cost...

Topics: Optimization and Control, Analysis of PDEs, Mathematics

Source: http://arxiv.org/abs/1504.07080

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12

Jun 27, 2018
06/18

by
Anton Ponomarev

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Lyapunov-Krasovskii approach is applied to parameter- and delay-robustness analysis of the feedback suggested by Manitius and Olbrot for a linear time-invariant system with distributed input delay. A functional is designed based on Artstein's system reduction technique. It depends on the norms of the reduction-transformed plant state and original actuator state. The functional is used to prove that the feedback is stabilizing when there is a slight mismatch in the system matrices and delay...

Topics: Systems and Control, Optimization and Control, Computing Research Repository, Mathematics

Source: http://arxiv.org/abs/1505.02402

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11

Jun 27, 2018
06/18

by
Defeng Sun; Kim-Chuan Toh; Liuqin Yang

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We consider least squares semidefinite programming (LSSDP) where the primal matrix variable must satisfy given linear equality and inequality constraints, and must also lie in the intersection of the cone of symmetric positive semidefinite matrices and a simple polyhedral set. We propose an inexact accelerated block coordinate descent (ABCD) method for solving LSSDP via its dual, which can be reformulated as a convex composite minimization problem whose objective is the sum of a coupled...

Topics: Optimization and Control, Mathematics

Source: http://arxiv.org/abs/1505.04278

10
10.0

Jun 27, 2018
06/18

by
Ali Heydari

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Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is analyzed in solving the problem. The convergence of the iterations and the optimality of the limit functions, which follows from the established uniqueness of the solution to the Bellman equation, are the main results of this study. Furthermore, a theoretical...

Topics: Systems and Control, Statistics, Optimization and Control, Machine Learning, Computing Research...

Source: http://arxiv.org/abs/1505.05216

9
9.0

Jun 28, 2018
06/18

by
Anna Chiara Lai

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Motivated by applications in robotics, we investigate a discrete control system related Fibonacci sequence and we characterize its reachable set.

Topics: Optimization and Control, Mathematics

Source: http://arxiv.org/abs/1507.06464

Control of Distributed Parameter and Stochastic Systems: Proceedings of the IFIP WG 7.2 International Conference, June 19–22, 1998 Hangzhou, China Author: Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou Published by Springer US ISBN: 978-1-4757-4868-0 DOI: 10.1007/978-0-387-35359-3 Table of Contents: Exact-Approximate Boundary Controllability of Thermoelastic Systems under Free Boundary Conditions A Linear Parabolic Boundary Control Problem with Mixed Control-State Constraint Membrane...

Topics: Mathematics, Systems theory, Mathematical optimization, Distribution (Probability theory), Computer...

Fractal Geometry and Stochastics III Author: Christoph Bandt, Umberto Mosco, Martina Zähle Published by Birkhäuser Basel ISBN: 978-3-0348-9612-2 DOI: 10.1007/978-3-0348-7891-3 Table of Contents: Markov Operators and Semifractals On Various Multifractal Spectra One-Dimensional Moran Sets and the Spectrum of Schrödinger Operators Small-scale Structure via Flows Hausdorff Dimension of Hyperbolic Attractors in ℝ3 The Exponent of Convergence of Kleinian Groups; on a Theorem of Bishop and Jones...

Topics: Mathematics, Differentiable dynamical systems, Mathematical optimization, Distribution (Probability...

Click here to view the University of Florida catalog record

Topics: Steiner systems, Mathematical optimization

As part of the management planning and control function, the U.S. Coast Guard's Pacific Area Commander schedules the operational missions for all High Endurance Cutters in the Pacific Area. To provide a powerful management tool to assist this scheduling process, an analytic model for this large scale problem has been developed and implemented. It contains mission requirements, restricted sequencing of missions, ships' physical limitations and crews' morale-related considerations. The modeling...

Topics: Computer science, Ship Scheduling, Quadratic Assignment, Linear Programming, Optimization (large...

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4.0

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Topics: Radio Program, Manned spacecraft, Immune system, Artificial intelligence, Learning, Climate change,...

Title from cover

Topics: WEIGHTING FUNCTIONS., MARKOV PROCESSES., OPTIMIZATION., MATROIDS.

We propose a multicriteria decision-making framework to support strategic decisions in forest management, taking into account uncertainty due to climate change and sustainability goals. In our setting, uncertainty is modeled by means of climate change scenarios. The decision task is to define a harvest scheduling that addresses, simultaneously, conflicting objectives: the economic value of the strategy, the carbon sequestration, the water use efficiency for biomass production and the runoff...

Topics: Forestry management, Multicriteria optimization, OR in environment and climate change, Stochastic...

There is a substantial need to accelerate the advancement and implementation of clean energy technologies in order to solve the challenges of the energy crisis and climate change. Solar heating technology is a feasible solution among clean energy technologies. In real conditions such complex systems often suffer from different kinds of technical failures and deviations reducing the system performance. This paper focuses on the challenges of a solar district heating system at high latitudes,...

Topics: Cold climate, District heating, Multi-objective optimization, Seasonal storage, Solar Community,...

The private sector plays a major role in the expansion and operation of power systems in most countries, especially those running liberalized electricity markets. Policymakers have the task of inducing private agents, through their regulatory designs, to make decisions that point toward social welfare maximization. Conversely, it is a task of private agents to protect themselves against the risks of the sector, including regulatory risks, international fuel price uncertainty, climate change...

Topics: Electricity markets, Optimization, Portfolio, Private investment, Risk

Mendeley Climate Change Library

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Jul 6, 2019
07/19

by
Marta Verdaguer; María Molinos-Senante; Narcís Clara; Mark Santana; Wolfgang Gernjak; Manel Poch

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Climate change and socioeconomic factors have increased the complexity of urban water supply systems. Thus, fresh water sources are being gradually diversified to improve the reliability and resilience of the systems. However, as the number of source blending options grows, optimization tools are needed to design drinking water supply systems that comply with indicators of cost, resilience, and water quality. This paper proposes a pioneering methodological approach, based on an...

Topics: Ant-colony-optimization algorithm, Costs, Drinking water supply, Fresh water blending, Resilience,...

A study was carried out to develop and validate models that simulate grapevine phenology of the cultivars Cabernet Sauvignon, Merlot, Chardonnay and Sauvignon Blanc growing under Mediterranean climate conditions. In this study, phenology models were developed using a monomolecular equation, where the dependent and independent variables were the Eichhorn and Lorenz (1977) phenological (ELP) scale modified by Coombe (1995) and growing degree days (GDD), respectively. From the beginning of...

Topics: Growing degree day, Resource optimization

4
4.0

Jun 28, 2018
06/18

by
Etienne de Klerk; Monique Laurent; Zhao Sun; Juan C. Vera

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We consider the approximate minimization of a given polynomial on the standard simplex, obtained by taking the minimum value over all rational grid points with given denominator ${r} \in \mathbb{N}$. It was shown in [De Klerk, E., Laurent, M., Sun, Z.: An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution. {\em SIAM J. Optim.} 25(3) 1498--1514 (2015)] that the relative accuracy of this approximation depends on $r$ as $O(1/r^2)$ if...

Topics: Optimization and Control, Mathematics

Source: http://arxiv.org/abs/1510.01163

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7.0

Jun 28, 2018
06/18

by
Vikram Krishnamurthy; Sujay Bhatt

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This paper considers a statistical signal processing problem involving agent based models of financial markets which at a micro-level are driven by socially aware and risk- averse trading agents. These agents trade (buy or sell) stocks by exploiting information about the decisions of previous agents (social learning) via an order book in addition to a private (noisy) signal they receive on the value of the stock. We are interested in the following: (1) Modelling the dynamics of these risk...

Topics: Trading and Market Microstructure, Optimization and Control, Quantitative Finance, Mathematics

Source: http://arxiv.org/abs/1511.01965

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6.0

Jun 30, 2018
06/18

by
Yong Wang; Zheng-Hai Huang; Liqun Qi

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In this paper, we introduce a class of variational inequalities, where the involved function is the sum of an arbitrary given vector and a homogeneous polynomial defined by a tensor; and we call it the tensor variational inequality (TVI). The TVI is a natural extension of the affine variational inequality and the tensor complementarity problem. We show that a class of multi-person noncooperative games can be formulated as a TVI. In particular, we investigate the global uniqueness and...

Topics: Optimization and Control, Mathematics

Source: http://arxiv.org/abs/1701.07677