Hasil untuk "math.OC"

Menampilkan 20 dari ~1079338 hasil · dari DOAJ, arXiv, CrossRef

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arXiv Open Access 2025
Lyapunov stability of the Euler method

Cédric Josz

We extend the Lyapunov stability criterion to Euler discretizations of differential inclusions. It relies on a pair of Lyapunov functions, one in continuous time and one in discrete time. In the context of optimization, this yields sufficient conditions for the stability of nonisolated local minima when using the Bouligand subgradient method.

en math.OC
arXiv Open Access 2017
CoVaR-based portfolio selection

Anna Zalewska

We consider the portfolio optimization with risk measured by conditional value-at-risk, based on the stress event of chosen asset being equal to the opposite of its value-at-risk level, under the normality assumption. Solvability conditions are given and illustrated by examples.

en math.OC
arXiv Open Access 2014
Generic Spectrahedral Shadows

Rainer Sinn, Bernd Sturmfels

Spectrahedral shadows are projections of linear sections of the cone of positive semidefinite matrices. We characterize the polynomials that vanish on the boundaries of these convex sets when both the section and the projection are generic.

en math.OC, math.AG
CrossRef Open Access 2011
Ultraviolet absorption cross sections of carbonyl sulfide isotopologues OC <sup>32</sup> S, OC <sup>33</sup> S, OC <sup>34</sup> S and O <sup>13</sup> CS: isotopic fractionation in photolysis and atmospheric implications

S. Hattori, S. O. Danielache, M. S. Johnson et al.

Abstract. We report measurements of the ultraviolet absorption cross sections of OC32S, OC33S, OC34S and O13CS from 195 to 260 nm. The OCS isotopologues were synthesized from isotopically-enriched elemental sulfur by reaction with carbon monoxide. The measured cross section of OC32S is consistent with literature spectra recorded using natural abundance samples. Relative to the spectrum of the most abundant isotopologue, substitution of heavier rare isotopes has two effects. First, as predicted by the reflection principle, the Gaussian-based absorption envelope becomes slightly more narrow and blue-shifted. Second, as predicted by Franck-Condon considerations, the weak vibrational structure is red-shifted. Sulfur isotopic fractionation constants (33ε, 34ε) as a function of wavelength are not highly structured, and tend to be close to zero on average on the high energy side and negative on the low energy side. Since OCS photolysis occurs in the lower stratosphere, the integrated photolysis rate of each isotopologue at 20 km was calculated. Sulfur isotopic fractionation constants at 20 km altitude are (−3.7 ± 4.5) ‰ and (1.1 ± 4.2) ‰ for 33ε and 34ε, respectively, which is inconsistent with the previously estimated large fractionation of over 73 ‰ in 34ε. This demonstrates that OCS photolysis does not produce sulfur isotopic fractionation of more than ca. 5 ‰, suggesting OCS may be the source of background stratospheric sulfate aerosols. Finally, the predicted isotopic fractionation constant for 33S excess (33E) in OCS photolysis is (−4.2 ± 6.6) ‰, and thus photolysis of OCS is not expected to be the source of the non-mass-dependent signature observed in modern and Archaean samples.

arXiv Open Access 2011
A Robust Robust Optimization Result

Martina Gancarova, Michael Todd

We study the loss in objective value when an inaccurate objective is optimized instead of the true one, and show that "on average" this loss is very small, for an arbitrary compact feasible region.

en math.OC

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