Semismooth Newton Methods for Shape-Preserving Interpolation, Option Price and Semi-Infinite Programs.

Authors :: Pardalos, Panos
Giannessi, Franco
Maugeri, Antonino
Qi, L.
Source :: Variational Analysis & Applications; 2005, p905-919, 15p
Publication Year :: 2005
Abstract: 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. [ABSTRACT FROM AUTHOR]

Full Text Access

Tools