• Communications for Statistical Applications and Methods
• /
• v.24 no.6
• /
• pp.651-662
• /
• 2017

We propose an alternative procedure to select penalty parameter in $L_1$ penalized robust regression. This procedure is based on marginalization of prior distribution over the penalty parameter. Thus, resulting objective function does not include the penalty parameter due to marginalizing it out. In addition, its estimating algorithm automatically chooses a penalty parameter using the previous estimate of regression coefficients. The proposed approach bypasses cross validation as well as saves computing time. Variable-wise penalization also performs best in prediction and variable selection perspectives. Numerical studies using simulation data demonstrate the performance of our proposals. The proposed methods are applied to Boston housing data. Through simulation study and real data application we demonstrate that our proposals are competitive to or much better than cross-validation in prediction, variable selection, and computing time perspectives.

• Journal of the Korean Mathematical Society
• /
• v.36 no.2
• /
• pp.317-332
• /
• 1999

In this paper we deal with the optimal control problem for the semilinear functional differential equations with unbounded delays. We will also establish the regularity for solutions of the given system. By using the penalty function method we derive the optimal conditions for optimality of an admissible state-control pairs.

• Journal of the Korean Data and Information Science Society
• /
• v.23 no.6
• /
• pp.1289-1297
• /
• 2012

We consider a general compound Poisson risk model in which the premium rate is surplus dependent. We analyze the joint distribution of the surplus immediately before ruin, the deffcit at ruin and the time of ruin by solving the integro-differential equation for the Gerber-Shiu discounted penalty function.

• Proceedings of the Korean Society for Technology of Plasticity Conference
• /
• 1997.10a
• /
• pp.40-44
• /
• 1997

The governing functional in plastic deformation has to satisfy the incompressible condition. This incompressible condition imposed on the velocity fields can be removed by introducing either the Langrange multiplier or the penalty function into the functional. In the study two-dimensional rigid plastic FEM programs using by Lagrange multiplier and penalty function are developed. A compression of cylinder and a spike forging are simulated to compare the data of loads, local mean stresses and reductions of volume.

• Proceedings of the Korean Society for Technology of Plasticity Conference
• /
• 1997.10a
• /
• pp.57-61
• /
• 1997

The governing functional in plastic deformation has to satisfy the incompressible condition. This incompressible condition imposed on the velocity fields can be removed by introducing either the Langrange multiplier or the penalty function into the functional. In this study two-dimensional rigid plastic FEM programs using by Langrange multiplier and penalty function are developed. A compression of cylinder and a spike forging are simulated to compare the data of loads, local mean stresses and reductions of volume.

• Proceedings of the KIEE Conference
• /
• 1997.07b
• /
• pp.499-503
• /
• 1997

In this paper, we present a fuzzy ICC using a self-tuning method. To provide robustness and adaptiveness over the vehicle nonlinearities and changes of the driving environments, an on-line self-tuning scheme based on 'Interior Penalty Function' was developed. Road test and computer simulation results verify the feasible performance of the suggested ICC algorithm.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.1 no.1
• /
• pp.1-34
• /
• 1997

In this study, various available meshless methods are briefly reviewed and the connection among them is investigated. The objective of meshless methods is to eliminate some difficulties which are originated from reliance on a mesh by constructing the approximation entirely in terms of nodes. Especially, focusing on Element Free Galerkin Method(EFGM) based on moving least square interpolants(MLSI), a new implementation is developed based on a variational principle with penalty function method were used to enforce the essential boundary condition. In addition, the weighted orthogonal basis functions are constructed to overcome disadvantage of MLSI.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.14 no.23
• /
• pp.65-70
• /
• 1991

This paper is concerned with a flow-shop scheduling problem for all jobs having the common due date using V-Shape penalty cost function for earliness and lateness. The objective of the paper is to develop an efficient heuristic scheduling algorithm for minimizing total penalty cost function and for determining the optimal common due date. In addition, the between-job-delay for two machines are considered for developing the algorithm. A numerical example is given for illustrating the proposed algorithm.

• Journal of applied mathematics & informatics
• /
• v.29 no.5_6
• /
• pp.1395-1407
• /
• 2011

When a Sequential Quadratic Programming (SQP) method is used to solve the nonlinear programming problems, one of the main difficulties is that the Quadratic Programming (QP) subproblem may be incompatible. In this paper, an SQP algorithm is given by modifying the traditional QP subproblem and applying a class of $l_{\infty}$ penalty function whose penalty parameters can be adjusted automatically. The new QP subproblem is compatible. Under the extended Mangasarian-Fromovitz constraint qualification condition and the boundedness of the iterates, the algorithm is showed to be globally convergent to a KKT point of the non-linear programming problem.

• Journal of the Computational Structural Engineering Institute of Korea
• /
• v.20 no.3
• /
• pp.303-309
• /
• 2007

For the propagation of elastic waves in unbounded domains, absorbing boundary conditions at the fictitious numerical boundaries have been proposed. In this paper we focus on both first and second order paraxial boundary conditions(PBCs) in the framework of variational approximations which are based on paraxial approximations of the scalar and elastic wave equations. We propose a penalty function method for the treatment of PBCs and apply these into finite element analysis. The numerical verification of the efficiency is carried out through comparing PBCs with Lysmer-Kuhlemeyer's boundary conditions.