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In this paper, we propose a new nonmonotone Armijo type line search and prove that the MBFGS method proposed by Li and Fukushima with this new line search converges globally for nonconvex minimization. Some numerical experiments show that this nonmonotone MBFGS method is efficient for the given test problems.

Although the Liu–Storey (LS) nonlinear conjugate gradient method has a similar structure as the well-known Polak–Ribière–Polyak (PRP) and Hestenes–Stiefel (HS) methods, research about this method is very rare. In this paper, based on the memoryless BFGS quasi-Newton method, we propose a new LS type method, which converges globally for general functions with the Grippo–Lucidi line search. Moreover, we modify this new LS method such that the modified scheme is globally convergent for nonconvex minimization if the strong Wolfe line search is used. Numerical results are also reported.

We design a kinetic data structure for detecting collisions between two simple polygons in motion. In order to do so, we create a planar subdivision of the free space between the two polygons, called the external relative geodesic triangulation, which certifies their disjointness. We show how this subdivision can be maintained as a kinetic data structure when the polygons are moving, and analyze its performance in the kinetic setting.

An algorithm for solving nonlinear monotone equations is proposed, which combines a modified spectral gradient method and projection method. This method is shown to be globally convergent to a solution of the system if the nonlinear equations to be solved is monotone and Lipschitz continuous. An attractive property of the proposed method is that it can be applied to solving nonsmooth equations. We also give some preliminary numerical results to show the efficiency of the proposed method.

It is very challenging and complicated to predict protein locations at the sub-subcellular level. The key to enhancing the prediction quality for protein sub-subcellular locations is to grasp the core features of a protein that can discriminate among proteins with different subcompartment locations. In this study, a different formulation of pseudoamino acid composition by the approach of discrete wavelet transform feature extraction was developed to predict submitochondria and subchloroplast locations. As a result of jackknife cross-validation, with our method, it can efficiently distinguish mitochondrial proteins from chloroplast proteins with total accuracy of 98.8% and obtained a promising total accuracy of 93.38% for predicting submitochondria locations. Especially the predictive accuracy for mitochondrial outer membrane and chloroplast thylakoid lumen were 82.93% and 82.22%, respectively, showing an improvement of 4.88% and 27.22% when other existing methods were compared. The results indicated that the proposed method might be employed as a useful assistant technique for identifying sub-subcellular locations. We have implemented our algorithm as an online service called SubIdent (http://bioinfo.ncu.edu.cn/services.aspx).

This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89–119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269–294], which was called a hybrid model. However, the transaction costs weren’t considered in that paper. In this paper, we improve Hibiki’s model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.