• gss

  • Referenced in 268 articles [sw06099]
  • versatile family of smoothing methods derived through roughness penalties that are suitable for both univariate ... comprehensive treatment of penalty smoothing under a unified framework. Methods are developed for (i) regression...
  • CAPUSHE

  • Referenced in 48 articles [sw13365]
  • promising data-driven method to calibrate such criteria whose penalties are known ... slope heuristics”. Theoretical works validate this heuristic method in some situations and several papers report...
  • SNOBFIT

  • Referenced in 19 articles [sw05289]
  • global minimum with a sequential quadratic programming method based on fitted quadratic models to have ... taken care of by a new penalty-type method with strong theoretical properties. In order...
  • penalized

  • Referenced in 24 articles [sw06071]
  • this article, we discuss an approximation method that is much faster and can be used ... hazards model with a ridge penalty term. Our approximation method is based on a Taylor...
  • ipfilter

  • Referenced in 68 articles [sw04778]
  • method for nonlinear optimization, avoiding the use of merit functions and the updating of penalty...
  • COBYLA2

  • Referenced in 38 articles [sw05136]
  • variables (some hundred at most). An SLP method with estimation of gradients by linear interpolation ... functions on moving simplices,l_infinity exact penalty function as merit function. Inequality constraints only ... Powell’s paper on Direct Search Methods...
  • OPTIMA

  • Referenced in 13 articles [sw25286]
  • techniques, the steepest descend approach, trust region methods as well as Newton and quasi-Newton ... case. For constrained optimization problems penalty approaches, SQP methods, barrier techniques and interior point methods...
  • SDPEN

  • Referenced in 14 articles [sw05152]
  • Sequential penalty derivative-free methods for nonlinear constrained optimization We consider the problem of minimizing ... increasing interest in studying derivative-free methods for their solution. The aim of the paper ... derivative-free context a sequential penalty approach for nonlinear programming. This approach consists in solving ... general theoretical result, we propose a new method and prove its convergence to stationary points...
  • MAPCLUS

  • Referenced in 31 articles [sw20021]
  • squares method combined with a mathematical programming optimization procedure based on a penalty function approach...
  • CDFP

  • Referenced in 6 articles [sw19642]
  • corresponding node of the method. This new algorithm includes global search, local search ... processed by using a penalty function method. Following that, the corresponding numerical code is implemented...
  • ConvexLAR

  • Referenced in 2 articles [sw16543]
  • extensions seem rare compared to the penalty methods. In this expository article, we show that ... exact path algorithms for certain penalty methods such as a convex loss function with lasso...
  • Indclus

  • Referenced in 23 articles [sw20757]
  • squares method combined with a mathematical programming optimization procedure based on a penalty function approach...
  • RPSALG

  • Referenced in 6 articles [sw12637]
  • unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing...
  • SPENBAR

  • Referenced in 1 article [sw08452]
  • Numerical examples solved with SPENBAR – Modified penalty barrier method for large-scale nonlinear programming problems ... equality constraints. Using a modified penalty method, the original problem is converted into a sequence...
  • Wine

  • Referenced in 4 articles [sw23866]
  • eliminating the performance and memory penalties of other methods and allowing you to cleanly integrate...
  • grpreg

  • Referenced in 6 articles [sw15799]
  • regression models with grouped penalties. This includes group selection methods such as group lasso, group...
  • OSCAR

  • Referenced in 45 articles [sw03026]
  • expression data. In this article, a new method, called OSCAR (octagonal shrinkage and clustering algorithm ... penalized least squares with a geometrically intuitive penalty function that shrinks some coefficients to exactly...
  • MRSP

  • Referenced in 2 articles [sw17732]
  • response models using penalized loglikelihood methods with structured penalty terms...
  • doubledouble

  • Referenced in 6 articles [sw24984]
  • arbitrary-precision methods, which always have a significant speed penalty. Rather, the intention...
  • CONORBIT

  • Referenced in 3 articles [sw20608]
  • COBYLA (Powell 1994), a sequential penalty derivative-free method, an augmented Lagrangian method, a direct...