A new class of generalized mixed implicit quasi-equilibrium problems (GMIQEP) with four-functions is introduced and studied. The new class of equilibrium problems includes many known generalized equilibrium problems and generalized mixed implicit quasi-variational inequality problems as many special cases. By employing the auxiliary principle technique, some predictor-corrector iterative algori...

Primal-dual affine-scaling methods have recently been extended from linear programming to semidefinite programming. We show how to analyze these methods in the framework of potential reduction algorithms. The analysis suggests implementable variants of the methods as 'long step predictor-corrector' algorithms, where the step length is determined by the potential function. A numerical comparison...

Parallel methods are usually not applied to the time domain because of the inherit sequentialness of time evolution. But for many evolutionary problems, computer simulation can benefit substantially from time parallelization methods. In this paper, we present several such algorithms that actually exploit the sequential nature of time evolution through a predictorcorrector procedure. This sequen...

Two nonsymmetric search directions for semideenite programming, the XZ and ZX search directions, are proposed. They are derived from a nonsymmetric formulation of the semideenite programming problem. The XZ direction corresponds to the direct linearization of the central path equation XZ = I; while the ZX direction corresponds to ZX = I. The XZ and ZX directions are well deened if both X and Z ...

In this paper, we propose a simple variant of the Mizuno-Todd-Ye predictor-corrector algorithm for linear programming problem (LP). Our variants execute a natural finite termination procedure at each iteration and it is easy to implement the algorithm. Our algorithm admits an objective-function free polynomial-time complexity when it is applied to LPs whose dual feasible region is bounded.

In a market model of forward interest rates, a specification of the volatility structure of the forward rates uniquely determines their instantaneous drifts via the no-arbitrage condition. The resulting drifts are state-dependent and are sufficiently complicated that an explicit solution to the forward rate stochastic differential equations cannot be obtained. The lack of an analytic solution c...

1 Abstract — This paper presents a potential algorithm for continuation power flow method in voltage stability assessment. Modified continuation power flow method termed as MCBF was developed which solved the solution of bifurcation point at the Q-V curve. The solvability of power flow at the bifurcation point beyond the maximum loadability point of a system was achieved through the implementat...

This paper presents a mathematical model for transient flow of the non-Newtonian power-law fluid in double porous media and fractal reservoir. By using Douglas-Jones predictor-corrector method, we obtain the solution for the constant rate condition at a single well in an infinite reservoir. The flow behavior is also analyzed. Finally, we discuss the pressure response to the various parameters. ...