Results 51 to 60 of about 5,260,535 (93)
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals [PDF]
This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown parametric components (theta) and unknown functions (h) of endogenous variables.
Demian Pouzo, Xiaohong Chen
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Smooth Exact Penalty and Barrier Functions for Nonsmooth Optimization
, 2008 For constrained nonsmooth optimization problems, continuously differentiable penalty functions and barrier functions are given. They are proved exact in the sense that under some nondegeneracy assumption, local optimizers of a nonlinear program are also ...
Waltraud Huyer, Arnold Neumaier
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A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]
A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
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An update rule and a convergence result for a penalty function method [PDF]
, 2007 We use a primal-dual scheme to devise a new update rule for a penalty function method applicable to general optimization problems, including nonsmooth and nonconvex ones. The update rule we introduce uses dual information in a simple way.
Burachik, Regina, Kaya, Yalcin
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, 2018 : "We extend our iterated linear programming (LP) approach (Bullard and Biegler, 1991) to two-phase vapor-liquid equilibrium problems, which are characterized by regions of continuous operation with nonsmooth boundaries.
Lorenz T. Biegler (1610245) +2 more
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An Objective Penalty Function-Based Method for Inequality Constrained Minimization Problem
, 2018 For inequality constrained minimization problem, we first propose a new exact nonsmooth objective penalty function and then apply a smooth technique to the penalty function to make it smooth.
Shujun Lian, Sitong Meng, Yiju Wang
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A second-order differentiable smoothing approximation lower order exact penalty function [PDF]
, 2012 In this paper, we give a smoothing approximation to the lower order exact penalty functions for inequality-constrained optimization problems. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of ...
Li, Ranran, Zhao, Wenling
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This paper considers a one-stage stochastic mathematical program with a complementarityconstraint (SMPCC) where uncertainties appear in both the objective function and the comple-mentarity constraint, and an optimal decision on both upper and lower level
Xu, Huifu, Ye, Jane J., Liu, Yongchao
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Bundle methods for nonsmooth DC optimization
, 2020 This chapter is devoted to algorithms for solving nonsmooth unconstrained difference of convex optimization problems. Different types of stationarity conditions are discussed and the relationship between sets of different stationary points (critical ...
Joki, Kaisa, Bagirov, Adil
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Variational Methods for Control and Design of Bipedal Robot Models [PDF]
, 2010 This thesis investigates nonsmooth mechanics using variational methods for the modeling, control, and design of bipedal robots. The theory of Lagrangian mechanics is extended to capture a variety of nonsmooth collision behaviors in rigid body systems.
Pekarek, David N.
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