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A line search exact penalty method with bi-object strategy for nonlinear constrained optimization 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2016, 卷号: 300, 页码: 245-258
作者:  Chen, Zhongwen;  Dai, Yu-Hong
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Nonlinear constrained optimization  Exact penalty methods  Bi-object strategy  Global convergence  
Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 卷号: 236, 期号: 6, 页码: 1137-1154
作者:  Xu, Mingyu
收藏  |  浏览/下载:104/0  |  提交时间:2018/07/30
Backward stochastic differential equations with two continuous barriers  Penalization method  Discrete Brownian motion  Numerical simulation