Regularized and stabilized sequential quadratic programming methods are two classes of sequential quadratic programming (SQP) methods designed to resolve the numerical and theoretical difficulties associated with ill-posed or degenerate nonlinear optimization problems. Recently, a regularized SQP method has been proposed that provides a strong connection between augmented Lagrangian methods and...

We present a new particle tracking algorithm for accurately resolving large deformation and rotational motion fields, which takes advantage of both local global algorithms. call this method ScalE Rotation Invariant Augmented Lagrangian Particle Tracking (SerialTrack). This builds an iterative scale rotation invariant topology-based feature vector each within multi-scale algorithm. The kinematic...

In many practical situations, indifference is intransitive. This led Luce (1956) to base a preference model on the following principle: an alternative is judged better than another one only if the utility value of the first alternative is significantly higher than the value of the second alternative. Here, ‘significantly higher’ means higher than the value augmented by some constant threshold. ...

We investigate the optimal portfolio deleveraging (OPD) problem with permanent and temporary price impacts, where objective is to maximize equity while meeting a prescribed debt/equity requirement. take real situation cross impact among different assets into consideration. The resulting is, however, nonconvex quadratic program constraint box constraint, which known be NP-hard. In this paper, we...

In this study, the performance of the modified subgradient algorithm (MSG) to solve the 0-1 quadratic knapsack problem (QKP) is examined. The MSG is proposed by Gasimov for solving dual problems constructed with respect to sharp Augmented Lagrangian function. The MSG has some important proven properties. For example, it is convergent, and it guarantees the zero duality gap for the problems such...

We review the present theoretical status of the CP violating ratio ε/ε in the Standard Model (SM) and confront its estimates with the most recent data. In particular we review the present status of the most important parameters ms, B (1/2) 6 , B (3/2) 8 , Λ (4) MS and Ωη+η′ . While the sign and the order of magnitude of SM estimates for ε/ε agree with the data, for central values of these param...

We review the theory of ε/ε and present an updated phenomenological analysis using hadronic matrix elements from lattice QCD. The present status of the computation of ε/ε, considering various approaches to the matrix-element evaluation, is critically discussed. ⋆ based on the talks given by M.C. at “Les Rencontres de Physique de la Vallée d’Aoste”, La Thuile (Italy), 27 February–4 March 2000 an...

The long-distance contributions to K → 2π amplitudes can be pinned down, using well established Chiral Perturbation Theory techniques. The strong S–wave rescattering of the two final pions generates sizeable chiral loop corrections, which have an important impact on the direct CP violation ratio ε/ε [1,2]. Including all large logarithmic corrections, both at short and long distances, the Standa...

When designing robust controllers, H-in nity synthesis is a common tool to use. The controllers that result from these algorithms are typically of very high order, which complicates implementation. However, if a constraint on the maximum order of the controller is set, that is lower than the order of the (augmented) system, the problem becomes nonconvex and it is relatively hard to solve. These...