We consider a global complexity bound of regularized Newton methods for the unconstrained convex optimization. The global complexity bound is an upper bound of the number of iterations required to get an approximate solution x such that f(x)− inf f(y) ≤ ε, where ε is a given positive constant. Recently, Ueda and Yamashita proposed the regularized Newton method whose global complexity bound is O...

In this paper we formulate and analyze a discretization method for a 2D linear singularly perturbed convection-diffusion problem with a singular perturbation parameter ε. The method is based on a nonconforming combination of the conventional Galerkin piecewise linear triangular finite element method and an exponentially fitted finite volume method, and on a mixture of triangular and rectangular...

In this article, we provide some preliminary theoretical analysis and extended practical experiments of a novel regression method proposed recently which is based on representing regression problems as classification ones with duplicated and shifted data. The main results regard partial equivalency of Bayes solutions for regression problems and the transformed classification ones, and improved ...

We consider a class of second order elliptic problems in a domain of RN , N > 2, ε-periodically perforated by holes of size r(ε) , with r(ε)/ε → 0 as ε → 0. A nonlinear Robin-type condition is prescribed on the boundary of some holes while on the boundary of the others as well as on the external boundary of the domain, a Dirichlet condition is imposed. We are interested in the asymptotic behavi...

inventory control problem is one of the problems in decision making and management that contains non-crisp parameters in real world. economic production quantity (epq) model in fuzzy environment has been studied so far by many researchers. one of the main assumptions in all previous researches was neglecting the inventory shortage. in this research, a new multi-item epq model with fuzzy random ...

A singularly perturbed linear convection-diffusion problem for heat transfer in two dimensions with a parabolic boundary layer is solved numerically. The numerical method consists of a special piecewise uniform mesh condensing in a neighbourhood of the parabolic layer and a standard finite difference operator satisfying a discrete maximum principle. The numerical computations demonstrate numeri...

This paper proposes a two-objective linearized resilient architecture (LRA) model for distribution networks to achieve strictly network during natural disasters like earthquakes and floods. To obtain this goal, the proposed LRA framework is based on planning of energy storage system (ESS), hardening tie lines, backup distributed generation (DG). Therefore, minimizes sum expected operation costs...

In this paper we consider the pricing of Chicago Board Options Exchange Volatility Index (VIX) options in rough Bergomi model. setting, VIX random variable is defined by one-dimensional integral exponential a Gaussian process with correlated increments. Hence, approximate samples can be constructed via discretization and simulation vector. A Monte Carlo estimator based on rectangle scheme exact...

Many important problems in Artificial Intelligence can be defined as Constraint Satisfaction Problems (CSP). These types of problems are defined by a limited set of variables, each having a limited domain and a number of Constraints on the values of those variables (these problems are also called Consistent Labeling Problems (CLP), in which “Labeling" means assigning a value to a variable.) Sol...