in this paper, we solve a linear system of second-order boundary value problems by using the quadratic b-spline nite el- ement method (fem). the performance of the method is tested on one model problem. comparisons are made with both the analyti- cal solution and some recent results.the obtained numerical results show that the method is ecient.

This paper presents a genetic algorithm method for solving convex quadratic bilevel programming problem. Bilevel programming problems arise when one optimization problem, the upper problem, is constrained by another optimization, the lower problem. In this paper, the bilevel convex quadratic problem is transformed into a single level problem by applying Kuhn-Tucker conditions, and then an effic...

in this paper, we solve the quadratic $alpha$-functional equations $2f(x) + 2f(y) = f(x + y) + alpha^{-2}f(alpha(x-y)); (0.1)$ where $alpha$ is a fixed non-archimedean number with $alpha^{-2}neq 3$. using the fixed point method and the direct method, we prove the hyers-ulam stability of the quadratic $alpha$-functional equation (0.1) in non-archimedean banach spaces.

An interior point method is proposed to solve variational inequality problems for monotone functions and polyhedral sets. The method has the following advantages. 1. Given an initial interior feasible solution with duality gap 0 , the algorithm requires at most On log(0 ==)] iterations to obtain an-optimal solution. 2. The rate of convergence of the duality gap is q-quadratic. 3. At each iterat...

Combinatorial and logic constraints arising in a number of challenging optimization applications can be formulated as vanishing constraints. Quadratic programs with vanishing constraints (QPVCs) then arise as subproblems during the numerical solution of such problems using algorithms of the Sequential Quadratic Programming type. QPVCs are nonconvex problems violating standard constraint qualifi...

This paper presents a new method for global optimization. We use exact quadratic regularization the transformation of multimodal problems to problem maximum norm vector on convex set. Quadratic often allows you convert into unimodal problem. For this, we shift feasible region along bisector positive orthant. only local search (primal-dual interior point method) and dichotomy extremum in problem...

Generally, in the financial literature, the notion of quadratic VaR is implicitly confused with the Delta-Gamma VaR, because more authors dealt with portfolios that contained derivatives instruments. In this paper, we postpone to estimate the Value-at-Risk of a quadratic portfolio of securities (i.e equities) without the Delta and Gamma greeks, when the joint underlying log-returns changes with...

Inspired by Tikhonov regularization, a non-linear conjugate gradient method is proposed with the purpose of simultaneously regularizing and solving the moment matrix equation. The procedure is based on a non-quadratic conjugate gradient algorithm with exact line search, restart and rescale. Applied to the problem of TM scattering by perfectly conducting rectangular cylinders, the method is show...

In this paper, we present a hybrid method for the solution of a class of composite semismooth equations encountered frequently in applications. The method is obtained by combining a generalized finite difference Newton method to a inexpensive direct search method. We prove that, under standard assumptions, the method is globally convergent with a local rate of convergence which is superlinear o...