Results 51 to 60 of about 13,831 (172)

Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem [PDF]

In the classical model for portfolio selection the risk is measured by the variance of returns. It is well known that, if returns are not elliptically distributed, this may cause inaccurate investment decisions. To address this issue, several alternative
Marco Corazza, Riccardo Gusso, Giovanni Fasano   +2 more
core  

Global minimization of constrained problems with discontinuous penalty functions [PDF]

, 1999
With the integral approach to global optimization, a class of discontinuous penalty functions is proposed to solve constrained minimization problems.
Zhang, Liansheng, Zheng, Quan
core   +1 more source

The Gerber-Shiu expected discounted penalty-reward function under an affine jump-diffusion model. [PDF]

We provide a unified analytical treatment of first passage problems under an affine state-dependent jump-diffusion model (with drift and volatility depending linearly on the state).
Avram, Florin, Usábel, Miguel A.
core  

Algunos aspectos metodológicos sobre los modelos edad-período-cohorte: aplicación a las tendencias de mortalidad por cáncer Some methodological aspects of age-period-cohort models: Application to cancer mortality trends

Gaceta Sanitaria, 2002
Los modelos edad-período-cohorte suelen utilizarse en estudios de epidemiología descriptiva para analizar las tendencias de la incidencia y de la mortalidad para valorar el efecto temporal de la ocurrencia de un evento.
J.R. González, F.J. Llorca, V. Moreno
doaj  

A unifying theory of exactness of linear penalty functions II: parametric penalty functions [PDF]

Optimization, 2017
In this article we develop a general theory of exact parametric penalty functions for constrained optimization problems. The main advantage of the method of parametric penalty functions is the fact that a parametric penalty function can be both smooth and exact unlike the standard (i.e. non-parametric) exact penalty functions that are always nonsmooth.
openaire   +2 more sources

Finite-Time Resource Allocation Algorithm for Networked Fractional Nonlinear Agents

Fractal and Fractional
This paper investigates finite-time resource allocation problems (RAPs) for uncertain nonlinear fractional-order multi-agent systems (FOMASs), considering global equality and local inequality constraints.
Qingxiang Ao, Cheng Li, Jiaxin Yuan, Xiaole Yang   +3 more
doaj   +1 more source

STAR-RIS enabled covert integration of sensing communication and over-the-air computing with analysis and optimization

Scientific Reports
This paper addresses the challenges of security and reliability in simultaneously transmitting and reflecting reconfigurable intelligence surface (STAR-RIS) assisted integrated sensing, communication, and computation over-the-air (ISCCO) system.
Miao Zhang, Chao Wang, Tianyu Ren, Jing Li   +3 more
doaj   +1 more source

Exact penalty functions and convex extension of functions in schemes of decomposition in variables [PDF]

, 2016
Использование точных штрафных функций в схемах декомпозиции по переменным для нелинейных задач оптимизации позволяет преодолеть проблемы, связанные с неявным описанием допустимой области координирующей задачи. Рассматриваются вопросы определения значений
Лаптин, Ю.П.
core   +5 more sources

Reciprocal Convex Costs for Ratio Matching: Axiomatic Characterization

Axioms
We study ratio-induced mismatch cost functions of the form c(s,o)=JιS(s)/ιO(o) built from positive scale maps ιS:S→R>0 and ιO:O→R>0 and a penalty J:(0,∞)→[0,∞).
Jonathan Washburn, Amir Rahnamai Barghi
doaj   +1 more source

Exact l$_1$ penalty function for nonsmooth multiobjective interval-valued problems [PDF]

summary:Our objective in this article is to explore the idea of an unconstrained problem using the exact l$_1$ penalty function for the nonsmooth multiobjective interval-valued problem (MIVP) having inequality and equality constraints.
Prasad, Ashish Kumar, Khatri, Julie
core   +1 more source