Some optimal choices for a parameter of the Dai–Liao conjugate gradient method are proposed by conducting matrix analyses of the method. More precisely, first the $\ell _{1}$ and $\ell _{\infty }$ norm condition numbers of the search direction matrix are minimized, yielding two adaptive choices for the Dai–Liao parameter. Then we show that a recent formula for computing this parameter which guarantees the descent property can be considered as a minimizer of the spectral condition number as well as the well-known measure function for a symmetrized version of the search direction matrix. Brief convergence analyses are also carried out. Finally, some numerical experiments on a set of test problems related to constrained and unconstrained testing environment, are conducted using a well-known performance profile.

We introduce a model for the execution of large market orders in limit order books, and use a linear combination of self-exciting Hawkes processes to model asset-price dynamics, with the addition of a price-impact function that is concave in the order size. A criterion for a general price-impact function is introduced, which is used to show how specification of a concave impact function affects order execution. Using our model, we examine the immediate and permanent impacts of large orders, analyse the potential for price manipulation, and show the effectiveness of the time-weighted average price strategy. Our model shows that price depends on the balance between the intensities of the Hawkes process, which can be interpreted as a dependence on order-flow imbalance.

We analyse the vorticity production of lake-scale circulation in wind-induced shallow flows using a linear elliptic partial differential equation. The linear equation is derived from the vorticity form of the shallow-water equation using a linear bed friction formula. The features of the wind-induced steady-state flow are analysed in a circular basin with topography as a concave paraboloid, having a quadratic pile in the middle of the basin. In our study, the size of the pile varies by a size parameter. The vorticity production due to the gradient in the topography (and the distance of the boundary) makes the streamlines parallel to topographical contours, and beyond a critical size parameter, it results in a secondary vortex pair. We compare qualitatively and quantitatively the steady-state circulation patterns and vortex evolution of the flow fields calculated by our linear vorticity model and the full, nonlinear shallow-water equations. From these results, we hypothesize that the steady-state topographical vorticity production in lake-scale wind-induced circulations can be described by the equilibrium of the wind friction field and the bed friction field. Moreover, the latter can also be considered as a linear function of the velocity vector field, and hence the problem can be described by a linear equation.