• Communications for Statistical Applications and Methods
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• v.24 no.6
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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.

• Journal of applied mathematics & informatics
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• v.28 no.5_6
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• pp.1477-1487
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• 2010

In this paper, we give a solving approach based on a logarithmic-exponential multiplier penalty function for the constrained minimization problem. It is proved exact in the sense that the local optimizers of a nonlinear problem are precisely the local optimizers of the logarithmic-exponential multiplier penalty problem.

• Proceedings of the KSME Conference
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• 2004.11a
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• pp.916-921
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• 2004

The penalty method has been widely applied to analyses of incompressible fluid flow. However, we have not yet found any prior studies that employed penalty method to analyze compressible fluid flow. In this study, with an eye on the apparent similarity between the slight compressible formulation and the penalty formulation, we have proposed a new approximate approach that can analyze compressible packing process using the penalty parameter l. Based on the assumption of the isothermal flow, a set of reference solutions was obtained to verify the validity of the proposed scheme. Furthermore, we have applied the proposed scheme to the analysis of the packing process of different cases.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.10a
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• pp.105-110
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• 2005

The penalty method has been widely applied to analyses of incompressible fluid flow. However, we have not yet found any prior studies that employed penalty method to analyze compressible fluid flow. In this study, with an eye on the apparent similarity between the slight compressible formulation and the penalty formulation, we have proposed a modified approximate approach that can analyze compressible packing process using the penalty parameter, which is an improvement on an earlier formulation (KSME, 2004B). Based on the assumption of the isothermal flow, a set of reference solutions was obtained to verify the validity of the proposed scheme. Furthermore, we have applied the proposed scheme to the analysis of the packing process of different cases.

• Proceedings of the KIEE Conference
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• 1997.07c
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• pp.1106-1108
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• 1997

This paper presents a new approach on genetic algorithms to economic dispatch problem for valve point discontinuities. Proposed approach in this paper on genetic algorithms improves the performance to solve economic dispatch problem for valve point discontinuities through combination in penalty function with death penalty, generation-apart elitism, atavism and heuristic crossover. Numerical results on an actual utility system consisted of 13 thermal units show that the proposed approach is faster and robuster than classical genetic algorithm.

• Proceedings of the Korean Society of Marine Engineers Conference
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• 2001.11a
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• pp.3-7
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• 2001

Although elbows are commonly used in practice, many questions regarding the optimum arrangement still remain unanswered. The effect due to an elbow lasts for a considerable distance downstream of the elbow and is severe when two elbows are in the system. The goal of this study is to provide an effective guide for the optimum arrangement of elbows and the optimum design of the approach piping system.

• International Journal of Aeronautical and Space Sciences
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• v.4 no.1
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• pp.88-98
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• 2003

Compared to the noise limits (CAN7) specified in ICAO Annex 16 for civil helicopters, the Lynx helicopter equipped with BERP blades has only 0.2 EPNdB margin in the approach case although it has more than 4 EPNdB margin in fly-over and take-off conditions. The objectives of the study described in this paper were to devise a low noise main rotor blade for the Lynx using UEAF combined with the high resolution airload model ACROT. A design requirement is that the new blade, KBERP (Korean BERP) blade should achieve a significant reduction in noise during approach(at least 6EPNdB margin) without any noise penalty in fly-over and take-off conditions and minimal performance penalty. It was decided to investigate a tip modification to the BERP blade, employing the twin vortex concept to reduce the BVI noise and to retain the excellent high speed performance characteristics of BERP. Through the parametric study, the KBERP blade with optimized twin vortices has at least a 9 EPNdB noise margin in approach flight condition with only a small penalty in fly-over and take-off conditions. The KBERP tip is thus a very cost effective wav to reduce BVI noise during approach.

• Bulletin of the Korean Mathematical Society
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• v.55 no.4
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• pp.1303-1315
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• 2018

For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.3
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• pp.203-211
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• 1999

This paper presents a new approach on genetic on genetic algorithm to economic dispatch problem for valve point discontinuities. Proposed approach in this paper on genetic algorithms improves the performance to solve economic dispatch problem for valve point discontivuities through improved death penalty method, generation-apart elitism, atavism and sexual selection with sexual distinction. Numerical results on a test system consisting of 13 thermal units show that the proposed approach is faster, more robust and powerful than conventional genetic algorithms.

• Proceedings of the KIEE Conference
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• 1996.11a
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• pp.172-174
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• 1996

This paper presents a new approach on genetic algorithms to economic dispatch problem for valve point discontinuities. Although it has been already shown that genetic algorithm was more powerful to economic dispatch problem for valve point discontinuities than other optimization algorithms, proposed approach in this paper on genetic algorithms improves the performance to solve economic dispatch problem for valve point discontinuities through combination in penalty function with death penalty, generation-apart elitism and heuristic crossover. Numerical results on an actural utility system consisted of 13 thermal units show that the proposed approach is faster and robuster than the classical genetic algorithm.