• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.651-662
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• 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.

• 대한수학회지
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• 제36권2호
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• pp.317-332
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• 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
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• 제23권6호
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• pp.1289-1297
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• 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.

• 한국소성가공학회:학술대회논문집
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• 한국소성가공학회 1997년도 추계학술대회논문집
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• pp.40-44
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• 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.

• 한국소성가공학회:학술대회논문집
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• 한국소성가공학회 1997년도 추계학술대회논문집
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• pp.57-61
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• 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.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1997년도 하계학술대회 논문집 B
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• pp.499-503
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• 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
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• 제1권1호
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• pp.1-34
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• 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.

• 산업경영시스템학회지
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• 제14권23호
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• pp.65-70
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• 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
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• 제29권5_6호
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• pp.1395-1407
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• 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.

• 한국전산구조공학회논문집
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• 제20권3호
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• pp.303-309
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• 2007

무한영역에서 진행하는 탄성파를 유한영역에서 수치적으로 해석하기 위해 많은 흡수경계조건들이 제안되어져 왔다. Paraxial 경계조건은 흡수경계조건의 하나로서 스칼라 및 탄성파 방정식의 paraxial 근사화를 통해 얻어지며, 그 성능이 우수하고 수치해석시 계산적 부담을 주지 않는다. 그러나 경계조건이 복잡한 편미분 방정식으로 표현되어 있어 유한요소해석으로의 적용이 어렵다. 본 논문에서는 penalty function method를 이용하여 전체 에너지 범함수와 paraxial 경계조건을 함께 변분정식화 함으로써 유한요소해석을 수행하였다. 유한요소해석에 가장 적용이 용이하며, 많이 사용되어지는 Lysmer-Kuhlemeyer의 흡수경계조건과 성능을 비교함으로써 연구결과의 타당성을 입증하였다.