• Title/Summary/Keyword: quadratic term

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SQUARE QUADRATIC PROXIMAL METHOD FOR NONLINEAR COMPLIMENTARITY PROBLEMS

  • Bnouhachem, Abdellah;Ou-yassine, Ali
    • Communications of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.671-684
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    • 2019
  • In this paper, we propose a new interior point method for solving nonlinear complementarity problems. In this method, we use a new profitable searching direction and instead of using the logarithmic quadratic term, we use a square root quadratic term. We prove the global convergence of the proposed method under the assumption that F is monotone. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

Quadratic GARCH Models: Introduction and Applications (이차형식 변동성 Q-GARCH 모형의 비교연구)

  • Park, Jin-A;Choi, Moon-Sun;Hwan, Sun-Young
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.61-69
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    • 2011
  • In GARCH context, the conditional variance (or volatility) is of a quadratic function of the observation process. Examine standard ARCH/GARCH and their variant models in terms of quadratic formulations and it is interesting to note that most models in GARCH context have contained neither the first order term nor the interaction term. In this paper, we consider three models possessing the first order and/or interaction terms in the formulation of conditional variances, viz., quadratic GARCH, absolute value GARCH and bilinear GARCH processes. These models are investigated with a view to model comparisons and applications to financial time series in Korea

Sensitivity Analysis in Principal Component Regression with Quadratic Approximation

  • Shin, Jae-Kyoung;Chang, Duk-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.623-630
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    • 2003
  • Recently, Tanaka(1988) derived two influence functions related to an eigenvalue problem $(A-\lambda_sI)\upsilon_s=0$ of real symmetric matrix A and used them for sensitivity analysis in principal component analysis. In this paper, we deal with the perturbation expansions up to quadratic terms of the same functions and discuss the application to sensitivity analysis in principal component regression analysis(PCRA). Numerical example is given to show how the approximation improves with the quadratic term.

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QUADRATIC RESIDUE CODES OVER ℤ16

  • Kim, Sung Jin
    • Korean Journal of Mathematics
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    • v.11 no.1
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    • pp.57-64
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    • 2003
  • We define $Z_16$ quadratic residue codes in term of their idempotent generators and show that these codes also have many good properties which are analogous in many respects to properties of quadratic residue codes over a field.

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Function Approximation Using an Enhanced Two-Point Diagonal Quadratic Approximation (개선된 이점 대각 이차 근사화를 이용한 함수 근사화)

  • Kim, Jong-Rip;Kang, Woo-Jin;Choi, Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.4
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    • pp.475-480
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    • 2004
  • Function approximation is one of the most important and active research fields in design optimization. Accurate function approximations can reduce the repetitive computational effort fur system analysis. So this study presents an enhanced two-point diagonal quadratic approximation method. The proposed method is based on the Two-point Diagonal Quadratic Approximation method. But unlike TDQA, the suggested method has two quadratic terms, the diagonal term and the correction term. Therefore this method overcomes the disadvantage of TDQA when the derivatives of two design points are same signed values. And in the proposed method, both the approximate function and derivative values at two design points are equal to the exact counterparts whether the signs of derivatives at two design points are the same or not. Several numerical examples are presented to show the merits of the proposed method compared to the other forms used in the literature.

A study on academic achievement by gender and selection method based on latent growth model: K university case (잠재성장모형을 이용한 성별과 모집단위별 학업성취도에 관한 연구: K대학교 사례)

  • Choi, Hyun Seok;Park, Cheolyong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.411-422
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    • 2014
  • This study analyzed how average GPA (grade point average) changes as the number of completed semesters increases based on the estimates of intercept, slope, and quadratic term. The students included in this study are those who was admitted in 2011 and took 6 consecutive semesters. More precisely, it was analyzed if intercept, slope and quadratic term of average GPA were different between gender and selection method. The results showed that the intercept was different between selection method, the slope was different between gender, but the quadratic term was different between neither selection method nor gender.

RICCATI EQUATION IN QUADRATIC OPTIMAL CONTROL PROBLEM OF DAMPED SECOND ORDER SYSTEM

  • Ha, Junhong;Nakagiri, Shin-Ichi
    • Journal of the Korean Mathematical Society
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    • v.50 no.1
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    • pp.173-187
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    • 2013
  • This paper studies the properties of solutions of the Riccati equation arising from the quadratic optimal control problem of the general damped second order system. Using the semigroup theory, we establish the weak differential characterization of the Riccati equation for a general class of the second order distributed systems with arbitrary damping terms.

Approximate solution of fuzzy quadratic Riccati differential equations

  • Tapaswini, Smita;Chakraverty, S.
    • Coupled systems mechanics
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    • v.2 no.3
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    • pp.255-269
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    • 2013
  • This paper targets to investigate the solution of fuzzy quadratic Riccati differential equations with various types of fuzzy environment using Homotopy Perturbation Method (HPM). Fuzzy convex normalized sets are used for the fuzzy parameter and variables. Obtained results are depicted in term of plots to show the efficiency of the proposed method.

QUADRATIC RESIDUE CODES OVER ℤ9

  • Taeri, Bijan
    • Journal of the Korean Mathematical Society
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    • v.46 no.1
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    • pp.13-30
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    • 2009
  • A subset of n tuples of elements of ${\mathbb{Z}}_9$ is said to be a code over ${\mathbb{Z}}_9$ if it is a ${\mathbb{Z}}_9$-module. In this paper we consider an special family of cyclic codes over ${\mathbb{Z}}_9$, namely quadratic residue codes. We define these codes in term of their idempotent generators and show that these codes also have many good properties which are analogous in many respects to properties of quadratic residue codes over finite fields.