All issues
Volume 58 (2015)
- Issue 4 Pages 307-
- Issue 3 Pages 209-
- Issue 2 Pages 149-
- Issue 1 Pages 1-
Volume 58, Issue 2
Displaying 1-3 of 3 articles from this issue
- |<
- <
- 1
- >
- >|
-
Naoki Yonezawa, Ken'ichi Katou, Issei Kino, Koichi Wada2015 Volume 58 Issue 2 Pages 149-164
Published: 2015
Released on J-STAGE: June 23, 2015
JOURNAL FREE ACCESSIn order to reduce the overhead of barrier synchronization, we have proposed an algorithm which eliminates barrier synchronizations and evaluated its validity experimentally in our previous study. As a result, we have found that the algorithm is more effective to the load-imbalanced program than load-balanced program. However, the degree of the load balance has not been discussed quantitatively. In this paper, we model the behavior of parallel programs. In our model, the execution time of a phase contained in a parallel program is represented as a random variable. To investigate how the degree of the load balance influences the performance of our algorithm, we varied the coefficient of variation (CV) of probability distribution which the random variable follows. Using the model, we evaluated the execution time of parallel programs which have four typical dependency patterns. Based on results, we found that theoretical results are consistent with experimental ones.View full abstractDownload PDF (409K) -
Tsz-Kin Chung, Keiichi Tanaka2015 Volume 58 Issue 2 Pages 165-183
Published: 2015
Released on J-STAGE: June 23, 2015
JOURNAL FREE ACCESSWe formulate a short-selling strategy of a stock and seek the optimal timing of short covering in the presence of a random recall and a loan fee rate in an illiquid stock loan market. The aim is to study how the optimal trading strategy of the short-seller is influenced by the relevant features of the stock loan market. We characterize the optimal timing of short covering depending on the conditions that lead to different costs and benefits of keeping the position. Depending on the parameters, not only a put-type problem but also a call-type problem emerges. The solution to the optimal stopping problem is obtained in a closed form. We present explicitly what actions the investor should take. A comparative analysis is conducted with numerical examples.View full abstractDownload PDF (6364K) -
Satoru Fujishige, Kazuo Murota, Akiyoshi Shioura2015 Volume 58 Issue 2 Pages 184-208
Published: 2015
Released on J-STAGE: June 23, 2015
JOURNAL FREE ACCESSFor the minimum cost flow problem, Hassin (1983) proposed a dual algorithm, which iteratively updates dual variables in a steepest ascent manner. This algorithm is generalized to the minimum cost submodular flow problem by Chung and Tcha (1991). In discrete convex analysis, the dual of the minimum cost flow problem is known to be formulated as maximization of a polyhedral L-concave function. It is recently pointed out by Murota and Shioura (2014) that Hassin's algorithm can be recognized as a steepest ascent algorithm for polyhedral L-concave functions. The objective of this paper is to show some monotonicity properties of the steepest ascent algorithm for polyhedral L-concave functions. We show that the algorithm shares a monotonicity property of Hassin's algorithm. Moreover, the algorithm finds the “nearest” optimal solution to a given initial solution, and the trajectory of the solutions generated by the algorithm is a “shortest” path from the initial solution to the “nearest” optimal solution. The algorithm and its properties can be extended for polyhedral \Lnat-concave functions.View full abstractDownload PDF (221K)
- |<
- <
- 1
- >
- >|