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Displaying similar documents to “Goffin's algorithm for zonotopes”

Full-Newton step infeasible interior-point algorithm for SDO problems

Hossein Mansouri (2012)

Kybernetika

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In this paper we propose a primal-dual path-following interior-point algorithm for semidefinite optimization. The algorithm constructs strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Each main step of the algorithm consists of a feasibility step and several centering steps. At each iteration, we use only full-Newton step. Moreover, we use a more natural feasibility step, which targets at the μ + -center. The iteration bound of the algorithm...

Reference points based recursive approximation

Martina Révayová, Csaba Török (2013)

Kybernetika

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The paper studies polynomial approximation models with a new type of constraints that enable to get estimates with significant properties. Recently we enhanced a representation of polynomials based on three reference points. Here we propose a two-part cubic smoothing scheme that leverages this representation. The presence of these points in the model has several consequences. The most important one is the fact that by appropriate location of the reference points the resulting approximant...

On the number of abelian groups of a given order (supplement)

Hong-Quan Liu (1993)

Acta Arithmetica

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1. Introduction. The aim of this paper is to supply a still better result for the problem considered in [2]. Let A(x) denote the number of distinct abelian groups (up to isomorphism) of orders not exceeding x. We shall prove Theorem 1. For any ε > 0, A ( x ) = C ₁ x + C ₂ x 1 / 2 + C ₃ x 1 / 3 + O ( x 50 / 199 + ε ) , where C₁, C₂ and C₃ are constants given on page 261 of [2]. Note that 50/199=0.25125..., thus improving our previous exponent 40/159=0.25157... obtained in [2]. To prove Theorem 1, we shall proceed along the line of approach presented...

Limits of Bayesian decision related quantities of binomial asset price models

Wolfgang Stummer, Wei Lao (2012)

Kybernetika

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We study Bayesian decision making based on observations X n , t : t ∈ { 0 , T n , 2 T n , ... , n T n } ( T > 0 , n ∈ ℕ ) of the discrete-time price dynamics of a financial asset, when the hypothesis a special n -period binomial model and the alternative is a different n -period binomial model. As the observation gaps tend to zero (i. e. n → ∞ ), we obtain the limits of the corresponding Bayes risk as well as of the related Hellinger integrals and power divergences. Furthermore, we also give an example for the “non-commutativity” between Bayesian statistical...