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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The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems [PDF]
, 2012 Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and ...
Fernández Ferreyra, Damián Roberto +6 more
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Frontiers in Earth Science, 2023 The Shuffled Complex Evolution—University of Arizona (SCE-UA) is a classical algorithm in the field of hydrology and water resources, but it cannot solve constrained optimization problems directly. Using penalty functions has been the preferred method to
Chenkai Jiang +3 more
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A Note on a Generalized Gerber–Shiu Discounted Penalty Function for a Compound Poisson Risk Model
Mathematics, 2019 In this paper, we propose a new generalized Gerber−Shiu discounted penalty function for a compound Poisson risk model, which can be used to study the moments of the ruin time.
Jiechang Ruan +5 more
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Development of a doctor scheduling system: a constraint satisfaction and penalty minimisation scheduling model [PDF]
International Journal of Research in Industrial Engineering, 2018 Doctor scheduling is a complex, costly and time-consuming exercise. This study develops a constraint satisfaction and penalty minimisation scheduling model for meeting ‘hard constraints’ and minimises the cost of violating ‘soft constraints’, i.e.
T. Chawasemerwa +2 more
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A Parameter Sensitivity Analysis on Multiple Finite Element Knee Joint Models
Frontiers in Bioengineering and Biotechnology, 2022 The reproducibility of computational knee joint modeling is questionable, with models varying depending on the modeling team. The influence of model variations on simulation outcomes should be investigated, since knowing the sensitivity of the model ...
Nynke B. Rooks +3 more
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Use of Two Smoothing Parameters in Penalized Spline Estimator for Bi-variate Predictor Non-parametric Regression Model [PDF]
Journal of Sciences, Islamic Republic of Iran, 2020 Penalized spline criteria involve the function of goodness of fit and penalty, which in the penalty function contains smoothing parameters. It serves to control the smoothness of the curve that works simultaneously with point knots and spline degree. The
Anna Islamiyati
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Decrease of the Penalty Parameter in Differentiable Penalty Function Methods
Theoretical Economics Letters, 2011 We propose a simple modification to the differentiable penalty methods for solving nonlinear programming problems. This modification decreases the penalty parameter and the ill-conditioning of the penalty method and leads to a faster convergence to the optimal solution.
Roohollah Aliakbari Shandiz +1 more
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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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Correlations between penalty values and treatment planning parameters. [PDF]
, 2018 Correlations between penalty values and treatment planning parameters.
Hiroya Shiomi (4874848) +6 more
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