Solution method for discrete double obstacle problems based on a power penalty approach

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2021018 ◽

2017 ◽

Vol 13 (5) ◽

pp. 0-0

Author(s):

Kai Zhang ◽

◽

Xiaoqi Yang ◽

Song Wang ◽

◽

...

Keyword(s):

Solution Method ◽

Obstacle Problems ◽

Power Penalty ◽

Penalty Approach

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A Power Penalty Approach to a Horizontal Linear Complementarity Problem

Research Journal of Applied Sciences Engineering and Technology ◽

10.19026/rjaset.5.4945 ◽

2013 ◽

Vol 5 (5) ◽

pp. 1830-1825

Author(s):

Xizhen Hu ◽

Chongchao Huang ◽

Aihua Luo ◽

Hua Chen

Keyword(s):

Linear Complementarity Problem ◽

Complementarity Problem ◽

Linear Complementarity ◽

Power Penalty ◽

Horizontal Linear Complementarity Problem ◽

Penalty Approach

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A power penalty approach to a mixed quasilinear elliptic complementarity problem

Journal of Global Optimization ◽

10.1007/s10898-021-01000-7 ◽

2021 ◽

Author(s):

Yarui Duan ◽

Song Wang ◽

Yuying Zhou

Keyword(s):

Complementarity Problem ◽

Power Penalty ◽

Penalty Approach ◽

Quasilinear Elliptic

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A power penalty approach to american option pricing with jump diffusion processes

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2008.4.783 ◽

2008 ◽

Vol 4 (4) ◽

pp. 783-799 ◽

Author(s):

Kai Zhang ◽

◽

Xiaoqi Yang ◽

Kok Lay Teo ◽

◽

...

Keyword(s):

Option Pricing ◽

Diffusion Processes ◽

Jump Diffusion ◽

American Option ◽

American Option Pricing ◽

Power Penalty ◽

Penalty Approach ◽

Jump Diffusion Processes

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A New Solution Method via the Interior Penalty Approach for Constrained Two-Level Optimization Problems

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.20.712 ◽

1984 ◽

Vol 20 (8) ◽

pp. 712-719

Author(s):

Eitaro AIYOSHI ◽

Kiyotaka SHIMIZU

Keyword(s):

Solution Method ◽

Optimization Problems ◽

Interior Penalty ◽

Penalty Approach

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A power penalty approach to a discretized obstacle problem with nonlinear constraints

Optimization Letters ◽

10.1007/s11590-018-1354-7 ◽

2018 ◽

Vol 13 (7) ◽

pp. 1483-1504

Author(s):

Jian-Xun Zhao ◽

Song Wang

Keyword(s):

Obstacle Problem ◽

Nonlinear Constraints ◽

Power Penalty ◽

Penalty Approach

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A power penalty approach to a Nonlinear Complementarity Problem

Operations Research Letters ◽

10.1016/j.orl.2009.09.009 ◽

2010 ◽

Vol 38 (1) ◽

pp. 72-76 ◽

Author(s):

Chongchao Huang ◽

Song Wang

Keyword(s):

Complementarity Problem ◽

Nonlinear Complementarity Problem ◽

Power Penalty ◽

Nonlinear Complementarity ◽

Penalty Approach

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Power Penalty Approach to American Options Pricing Under Regime Switching

Journal of Optimization Theory and Applications ◽

10.1007/s10957-018-1299-0 ◽

2018 ◽

Vol 179 (1) ◽

pp. 311-331 ◽

Author(s):

Kai Zhang ◽

Xiaoqi Yang

Keyword(s):

Regime Switching ◽

American Options ◽

Options Pricing ◽

Power Penalty ◽

Penalty Approach

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A New Solution Method via the Exterior Penalty Approach for Constrained Bilevel Programming Problems

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.23.985 ◽

1987 ◽

Vol 23 (9) ◽

pp. 985-992 ◽

Author(s):

Eitaro AIYOSHI

Keyword(s):

Bilevel Programming ◽

Solution Method ◽

Penalty Approach ◽

Bilevel Programming Problems

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Sensitivity and power penalty considerations for laser preamplified direct detection optical receivers

IEE Proceedings J Optoelectronics ◽

10.1049/ip-j.1989.0039 ◽

1989 ◽

Vol 136 (4) ◽

pp. 238 ◽

Author(s):

R.S. Fyath ◽

A.J. McDonald ◽

J.J. O'reilly

Keyword(s):

Direct Detection ◽

Optical Receivers ◽

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Elasto-plastic state of curve beam system subjected to complex loading

Vietnam Journal of Mechanics ◽

10.15625/0866-7136/10107 ◽

1996 ◽

Vol 18 (4) ◽

pp. 14-22

Author(s):

Vu Khac Bay

Keyword(s):

Cylindrical Shell ◽

Solution Method ◽

Complex Loading ◽

Numerical Results ◽

Elastic Solution ◽

Plastic State ◽

Elastic State ◽

Elastic Plastic ◽

Investigation of the elastic state of curve beam system had been considered in [3]. In this paper the elastic-plastic state of curve beam system in the form of cylindrical shell is analyzed by the elastic solution method. Numerical results of the problem and conclusion are given.

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