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An improved LQP-based method for solving nonlinear
complementarity problems
Min LI, Xiao-Ming YUAN,
Front. Math. China. 2010, 5 (1): 23-35.
https://doi.org/10.1007/s11464-009-0046-0
The well-known logarithmic-quadratic proximal (LQP) method has motivated a number of efficient numerical algorithms for solving nonlinear complementarity problems (NCPs). In this paper, we aim at improving one of them, i.e., the LQP-based interior prediction-correction method proposed in [He, Liao and Yuan, J. Comp. Math., 2006, 24(1): 33―44], via identifying more appropriate step-sizes in the correction steps. Preliminary numerical results for solving some NCPs arising in traffic equilibrium problems are reported to verify the theoretical assertions.
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Algorithms for core stability, core largeness,
exactness, and extendability of flow games
Qizhi FANG, Rudolf FLEISCHER, Jian LI, Xiaoxun SUN,
Front. Math. China. 2010, 5 (1): 47-63.
https://doi.org/10.1007/s11464-009-0048-y
We study core stability and some related properties of flow games defined on simple networks (all edge capacities are equal) from an algorithmic point of view. We first present a sufficient and necessary condition that can be tested efficiently for a simple flow game to have a stable core. We also prove the equivalence of the properties of core largeness, extendability, and exactness of simple flow games and provide an equivalent graph theoretic characterization which allows us to decide these properties in polynomial time.
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Stochastic control of SDEs associated with Lévy
generators and application to financial optimization
Jonathan BENNETT, Jiang-Lun WU,
Front. Math. China. 2010, 5 (1): 89-102.
https://doi.org/10.1007/s11464-009-0052-2
This paper is concerned with the optimal control of jump type stochastic differential equations associated with (general) Lévy generators. The maximum principle is formulated for the solutions of the equations, which is inspired by N. C. Framstad, B. Øsendal and A. Sulem [J. Optim. Theory Appl., 2004, 121: 77―98] (and a continuation, J. Bennett and J. -L. Wu [Front. Math. China, 2007, 2(4): 539―558]). The result is then applied to optimization problems in financial models driven by Lévy-type processes.
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Characterization of finite simple group D n (2)
Lingli WANG,
Front. Math. China. 2010, 5 (1): 179-190.
https://doi.org/10.1007/s11464-009-0053-1
Let G be a finite group, and let πe(G) be the spectrum of G, that is, the set of all element orders of G. In 1987, Shi Wujie put forward the following conjecture. If G is a finite group and M is a non-abelian simple group, then G≌M if and only if G=M and πe(G)=πe(M). In this short paper, we prove that if G is a finite group, then G≌M if and only if G=M and πe(G)=πe(M), where M=Dn(2) and n is even.
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13 articles
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