Results 11 to 20 of about 59,611 (293)
Pricing American Options with a Non-Constant Penalty Parameter [PDF]
Journal of Risk and Financial Management, 2020 As the American early exercise results in a free boundary problem, in this article we add a penalty term to obtain a partial differential equation, and we also focus on an improved definition of the penalty term for American options. We replace the constant penalty parameter with a time-dependent function.
Anna Clevenhaus +3 more
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The Auxiliary Problem Principle with Self-Adaptive Penalty Parameter for Multi-Area Economic Dispatch Problem [PDF]
Algorithms, 2015 The auxiliary problem principle is a powerful tool for solving multi-area economic dispatch problem. One of the main drawbacks of the auxiliary problem principle method is that the convergence performance depends on the selection of penalty parameter. In
Yaming Ren, Shumin Fei
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Penalty parameter of the penalty function method [PDF]
, 2014 The penalty parameter of penalty function method is systematically analyzed and discussed. For the problem that Deb's feasibility-based rule doesnot give the detailed instruction as how to rank two solutions when they have the same constraint violation, an improved Deb's feasibility-based rule is presented, which can be seen as a reference standard ...
Si, Cheng Yong +4 more
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工程科学学报, 2023 Material data are prepared in batches and stages, and data distribution in different batches varies. However, the average accuracy of neural networks declines when learning material data by batch, resulting in great challenges to the application of ...
Hong-ye WANG, Quan QIAN, Xing WU
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EFFECT OF PENALTY FUNCTION PARAMETER IN OBJECTIVE FUNCTION OF SYSTEM IDENTIFICATION [PDF]
, 2013 The evaluation of an objective function for a particular model allows one to determine the optimality of a model structure with the aim of selecting an adequate model in system identification.
Abd Samad, Md Fahmi
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A Simple Check Polytope Projection Penalized Algorithm for ADMM Decoding of LDPC Codes
IEEE Access, 2023 ADMM penalized decoding method for Low-Density Parity-Check (LDPC) Codes can improve the frame error rate (FER) performance than the standard ADMM decoder by adding penalty terms to the objective function.
Huiyang Liu +4 more
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Model and solution for the traveling salesman problem with multiple time windows [PDF]
ITM Web of Conferences, 2022 This paper applies the multi-time window traveling salesman problem to not only optimize the logistics cost, but also effectively endow users with multiple discrete idle optional time periods to meet the time requirements of just-in-time production.
Zhang Xiaoling, Ni Yueli
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A new logarithmic penalty function approach for nonlinear constrained optimization problem [PDF]
Decision Science Letters, 2019 This paper presents a new penalty function called logarithmic penalty function (LPF) and examines the convergence of the proposed LPF method. Furthermore, the LaGrange multiplier for equality constrained optimization is derived based on the first-order ...
Mansur Hassan , Adam Baharum
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Implementation Aspects in Regularized Structural Equation Models
Algorithms, 2023 This article reviews several implementation aspects in estimating regularized single-group and multiple-group structural equation models (SEM). It is demonstrated that approximate estimation approaches that rely on a differentiable approximation of non ...
Alexander Robitzsch
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The use of pseudo-inertia in asymptotic modelling of constraints in boundary value problems [PDF]
, 2009 In recent publications, the validity of using positive and negative inertial penalty parameters and the advantage of this approach over the conventional positive penalty function approach have been established for linear eigenvalue problems.
Ilanko, Sinniah, Henderson, L.
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