Journal of Industrial and Management Optimization: latest papers http://www.aimsciences.org/test_aims/journals/rss.jsp?journalID=5 Latest articles for selected journal http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8517 Control parametrization and finite element method for controlling multi-species reactive transport in a circular pool http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8517 Heung Wing Joseph Lee, Chi Kin Chan, Karho Yau, Kar Hung Wong and Colin Myburgh Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8518 Strong duality theorem for multiobjective higher order nondifferentiable symmetric dual programs http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8518 Xinmin Yang, Jin Yang and Heung Wing Joseph Lee Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8519 A conic approximation method for the 0-1 quadratic knapsack problem http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8519 Jing Zhou, Dejun Chen, Zhenbo Wang and Wenxun Xing Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8520 American type geometric step options http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8520 et al. [2]. This paper considers American step options, including perpetual case and finite expiration time case. In perpetual case, we find that the optimal exercise time is the first crossing time of the optimal level. The closed price formula for perpetual step option could be derived through Feynman-Kac formula. As for the latter, we present a system of variational inequalities satisfied by the option price. Using the explicit finite difference method we could get the numerical option price. ]]> Xiaoyu Xing and Hailiang Yang Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8521 A log-exponential regularization method for a mathematical program with general vertical complementarity constraints http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8521 Math. Oper. Res. 25: 1-22, 2000). With some known smoothing properties of the log-exponential function, a difficult MPVCC is reformulated as a smooth nonlinear programming problem, which becomes solvable by using available nonlinear optimization software. Detailed convergence analysis of this method is investigated and the results obtained generalize conclusions in Yin and Zhang (Math. Meth. Oper. Res. 64: 255-269, 2006). An example of Stackelberg game is illustrated to show the application of this method. ]]> Jie Zhang, Shuang Lin and Li-Wei Zhang Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8522 On the robust control design for a class of nonlinearly affine control systems: The attractive ellipsoid approach http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8522 Vadim Azhmyakov, Alex Poznyak and Omar Gonzalez Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8523 Nonlinear conjugate gradient methods with sufficient descent properties for unconstrained optimization http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8523 Wataru Nakamura, Yasushi Narushima and Hiroshi Yabe Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8524 Generalized weak sharp minima of variational inequality problems with functional constraints http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8524 Wenyan Zhang, Shu Xu, Shengjie Li and Xuexiang Huang Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8525 Superconvergence for elliptic optimal control problems discretized by RT1 mixed finite elements and linear discontinuous elements http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8525 Tianliang Hou and Yanping Chen Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8526 Multi-period mean-variance portfolio selection with fixed and proportional transaction costs http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8526 Zhen Wang and Sanyang Liu Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8527 Optimality conditions for vector equilibrium problems and their applications http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8527 Adela Capătă Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8528 Stable strong and total parametrized dualities for DC optimization problems in locally convex spaces http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8528 Gang Li, Xiaoqi Yang and Yuying Zhou Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8529 Convex hull of the orthogonal similarity set with applications in quadratic assignment problems http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8529 Yong Xia Mon, 1 Jul 2013 08:00:00 GMT http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8530 Computable representation of the cone of nonnegative quadratic forms over a general second-order cone and its application to completely positive programming http://www.aimsciences.org/test_aims/journals/displayPaper.jsp?paperID=8530 Ye Tian, Shu-Cherng Fang, Zhibin Deng and Wenxun Xing Mon, 1 Jul 2013 08:00:00 GMT