Semismooth Newton methods for shape-preserving interpolation, option price and semi-infinite programs

被引：0
|
作者：
Qi, L [1 ]
机构：
[1] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
来源：
VARIATIONAL ANALYSIS AND APPLICATIONS | 2005年 / 79卷
关键词：
smoothness; Semismoothness; shape-preserving interpolation; option price problem; semi-infinite programming;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we survey the development of semismooth Newton methods for solving the shape-preserving interpolation problem, the option price problem, and the semi-infinite programming problem.
引用
收藏
页码：905 / 919
页数：15
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