Essays about: "Lagrangian Optimization"

Showing result 1 - 5 of 14 essays containing the words Lagrangian Optimization.

  1. 1. Black Box Optimization Framework for Reinsurance of Large Claims

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Sina Mozayyan; [2022]
    Keywords : augmented Lagrangian; constraint optimization by linear interpolation; derivative-free black box optimization; DIRECT L ; evolutionary optimization; NLopt package; mean-variance premium principle; risk management; Solvency II;

    Abstract : A framework for optimization of reinsurance strategy is proposed for an insurance company with several lines of business (LoB), maximizing the Economic Value of purchasing reinsurance. The economic value is defined as the sum of the average ceded loss, the deducted risk premium, and the reduction in the cost of capital. READ MORE

  3. 2. Mathematical Optimization in SVMs

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Erik Keanius; [2021]
    Keywords : ;

    Abstract : In this thesis, support vector machines (SVMs) are studied from a mathematical optimization viewpoint. Both the linear case using hard-margin as well as soft-margin classification and the non-linear case using kernel functions are discussed. The theory of kernel Hilbert spaces is introduced and related to the non-linear SVM case. READ MORE

  4. 3. Accessibility Studies of Potentially Hazardous Asteroids from the Sun-Earth L2 Libration Point

    University essay from Luleå tekniska universitet/Rymdteknik

    Author : GAUTHAM GANESAN; [2020]
    Keywords : Near-Earth Objects; Potentially Hazardous Asteroids; Halo Orbit; Invariant Manifolds; Analytical construction; Palermo Scale; Low-Energy transfer;

    Abstract : A newly proposed F-class mission by the European Space Agency (ESA) in 2019,Comet Interceptor, aims to dynamically intercept a New Solar System Objectsuch as a Dynamically New Comet (DNC). The Spacecraft will be placed in aperiodic (Halo) orbit around the Sun-Earth L2 Lagrangian point, waiting for furtherinstructions about the passage of a comet or an asteroid, which could well bereached within the stipulated mission constraints. READ MORE

  5. 4. Feasibility study of the implementation of a space sunshade near the first Lagrangian point

    University essay from KTH/Rymdteknik

    Author : María García de Herreros Miciano; [2020]
    Keywords : ;

    Abstract : The lack of strong measures to avoid the possible fatal consequences of global warming is pushing researchers to look for other alternatives such as geoengineering.Within geoengineering, this study focuses on the space based solar radiation management methods. READ MORE

  6. 5. The Information Bottleneck : Connections to Other Problems, Learning and Exploration of the IB Curve

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Borja Rodriguez Galvez; [2019]
    Keywords : ;

    Abstract : In this thesis we study the information bottleneck (IB) method. This is an informationtheoretic framework which addresses the question of what are the relevant factors of arandom variable X to explain another statistically dependent random variable Y . Thesefactors are embedded into a bottleneck variable T obeying the Markov condition Y $X $ T. READ MORE