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1. A smoothing Newton method for solving a class of stochastic linear complementarity problems

Author

Tang, Jia and Ma, Changfeng

Subjects
*NEWTON-Raphson method, *STOCHASTIC analysis, *COMPLEMENTARITY (Physics), *PROBLEM solving, *STOCHASTIC convergence, *NUMERICAL analysis, *GLOBAL analysis (Mathematics), *ALGORITHMS
Abstract

Abstract: In this paper, we consider a class of stochastic linear complementarity problems (SLCPs) with finitely many elements. We present a smoothing Newton algorithm for solving the SLCP. Under suitable conditions, we obtain the global convergence and locally quadratic convergence of the proposed algorithm. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed algorithm. [Copyright &y& Elsevier]

Published
2011
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2. Parameter identification in multistage population dynamics model

Author

Picart, Delphine and Ainseba, Bedr’eddine

Subjects
*POPULATION dynamics, *STOCHASTIC convergence, *MATHEMATICAL proofs, *LAGRANGIAN functions, *PARAMETER estimation, *NEWTON-Raphson method, *NUMERICAL analysis, *PROBLEM solving
Abstract

Abstract: We present a numerical analysis to solve a parameter identification problem. We identify the demographical parameters of a multistage population dynamics model (Ainseba et al., 2011 ). Our nonlinear optimization problem with constraints is solved by a Quasi-Newton method. The convergence proof of this numerical method is performed here. Some numerical applications of it are also given at the end of the paper. [Copyright &y& Elsevier]

Published
2011
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