195 research outputs found
Implementation of a continuation method for nonlinear complementarity problems via normal maps
Ankara : Department of Industrial Engineering and Institute of Engineering and Sciences, Bilkent Univ., 1997.Thesis (Master's) -- Bilkent University, 1997.Includes bibliographical references.In this thesis, a continuation method for nonlinear complementarity
problems via normal maps that is developed by Chen, Harker and Pinar [8]
is implemented. This continuation method uses the smooth function to
approximate the normal map reformulation of nonlinear complementarity
problems. The algorithm is implemented and tested with two different plussmoothing
functions namely interior point plus-smooth function and piecewise
quadratic plus-smoothing function. These two functions are compared. Testing
of the algorithm is made with several known problems.Erkan, AliM.S
内点法についての研究
創立50周年記念号(1
International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book
The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions.
This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more
Memory, multiple equilibria and emerging market crises
We present a new Generalized Markov Equilibrium (GME) approach to studying sudden stops
and financial crises in emerging countries in the canonical small open economy model with equilibrium price-dependent collateral constraints. Our approach to characterizing and computing stochastic
equilibrium dynamics is global, encompasses recursive equilibrium as a special case, yet allows for a
much more flexible approach to modeling memory in such models that are known to have multiple
equilibrium. We prove the existence of ergodic GME selections from the set of sequential competitive
equilibrium, and show that at the same time ergodic GME selectors can replicate all the observed
phases of the macro crises associated with a sudden stop (boom, collapse, spiralized recession, recovery) while still being able to capture the long-run stylized behavior of the data. We also compute
stochastic equilibrium dynamics associated with stationary and nonstationary GME selections, and
we find that a) the ergodic GME selectors generate stochastic dynamics that are less financially
constrained with respect to stationary non-ergodic paths, b) non-stationary GME selections exhibit
a great range of fluctuations in macroeconomic aggregates compared to the stationary selections.
From a theoretical perspective, we prove the existence of both sequential competitive equilibrium
and (minimal state space) recursive equilibrium, as well as provide a complete theory of robust
recursive equilibrium comparative statics in deep parameters. Consistent with recent results in the
literature, relative to the set of recursive equilibrium, we find 2 stationary equilibrium: one with
high/over borrowing, the other with low/under borrowing. These equilibrium are extremal and “selffulfilling” under rational expectations. The selection among these equilibria depend on observable
variables and not on sunspots
Dynamics of Macrosystems; Proceedings of a Workshop, September 3-7, 1984
There is an increasing awareness of the important and persuasive role that instability and random, chaotic motion play in the dynamics of macrosystems. Further research in the field should aim at providing useful tools, and therefore the motivation should come from important questions arising in specific macrosystems. Such systems include biochemical networks, genetic mechanisms, biological communities, neutral networks, cognitive processes and economic structures. This list may seem heterogeneous, but there are similarities between evolution in the different fields. It is not surprising that mathematical methods devised in one field can also be used to describe the dynamics of another.
IIASA is attempting to make progress in this direction. With this aim in view this workshop was held at Laxenburg over the period 3-7 September 1984. These Proceedings cover a broad canvas, ranging from specific biological and economic problems to general aspects of dynamical systems and evolutionary theory
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