A second-order differentiable smoothing approximation lower order exact penalty function
, 2020 : 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
Ranran Li, Wenling Zhao
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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.
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Exact Penalty Algorithm of Strong Convertible Nonconvex Optimization
, 2022 This paper defines a strong convertible nonconvex(SCN) function for solving the unconstrained optimization problems with the nonconvex or nonsmooth(nondifferentiable) function.
Shen, Rui +3 more
core +1 more source
, 2008 Global convergence in constrained optimization algorithms has traditionally been enforced by the use of parametrized penalty functions. Recently, the filter strategy has been introduced as an alternative.
Mikhail Solodov, Claudia Sagastizabal
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Optimality Conditions for Semivectorial Bilevel Convex Optimal Control Problems [PDF]
We present optimality conditions for bilevel optimal control problems where the upper level, to be solved by a leader, is a scalar optimal control problem and the lower level, to be solved by several followers, is a multiobjective convex optimal control ...
Henry Bonnel, Jacqueline Morgan
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Death Penalty Abolition Society First Meeting
Monday, October 14, 2024 | 12:30 PM | Eck Hall of Law, Room 3140 Death Penalty Abolition Society is hosting our first event of the semester. We will be introducing the E-board and discussing a few current events regarding the death penalty.
Death Penalty Abolition Society
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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 +2 more
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Random gradient-free minimization of convex functions [PDF]
In this paper, we prove the complexity bounds for methods of Convex Optimization based only on computation of the function value. The search directions of our schemes are normally distributed random Gaussian vectors.
NESTEROV, Yurii
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Entropic regularization approach for mathematical programs with equilibrium constraints [PDF]
A new smoothing approach based on entropic perturbation is proposed for solving mathematical programs with equilibrium constraints. Some of the desirable properties of the smoothing function are shown.
Fang, S.-C., Han, J., Birbil, S.I.
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The Council of Europe and the death penalty : the relationship of state sovereignty and human rights [PDF]
This study investigates the processes of the removal of the death penalty within the Council of Europe and its Member States. An evaluation is conducted of the relationship of sovereignty and the death penalty in this region, and the significance of ...
Yorke, Jon
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