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On an iterative method for unconstrained optimization

Ioannis K. Argyros (2015)

Applicationes Mathematicae

We present a local and a semi-local convergence analysis of an iterative method for approximating zeros of derivatives for solving univariate and unconstrained optimization problems. In the local case, the radius of convergence is obtained, whereas in the semi-local case, sufficient convergence criteria are presented. Numerical examples are also provided.

On approximation in multistage stochastic programs: Markov dependence

Vlasta Kaňková, Martin Šmíd (2004)

Kybernetika

A general multistage stochastic programming problem can be introduced as a finite system of parametric (one-stage) optimization problems with an inner type of dependence. Evidently, this type of the problems is rather complicated and, consequently, it can be mostly solved only approximately. The aim of the paper is to suggest some approximation solution schemes. To this end a restriction to the Markov type of dependence is supposed.

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