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. ...