• CFSQP

  • Referenced in 61 articles [sw04658]
  • functions is replaced by an exact penalty function which penalizes nonlinear equality constraint violations only ... either requiring that the objective function (penalty function if nonlinear equality constraints are present) decrease ... nonlinear equality constraints, or an exact penalty function if nonlinear equality constraints are present...
  • OSCAR

  • Referenced in 48 articles [sw03026]
  • least squares with a geometrically intuitive penalty function that shrinks some coefficients to exactly zero...
  • COBYLA2

  • Referenced in 39 articles [sw05136]
  • moving simplices,l_infinity exact penalty function as merit function. Inequality constraints only. M. Powell...
  • MAPCLUS

  • Referenced in 31 articles [sw20021]
  • programming optimization procedure based on a penalty function approach, to impose discrete (0,1) constraints...
  • DFN

  • Referenced in 21 articles [sw36998]
  • inequality constrained optimization problems where both objective function and constraints can possibly be nonsmooth ... variables. Then, we use an exact penalty function to tackle the difficult constraints ... constrained minimization of the proposed exact penalty function. Finally, we use the framework developed...
  • Indclus

  • Referenced in 23 articles [sw20757]
  • programming optimization procedure based on a penalty function approach to impose discrete (0,1) constraints...
  • sparsenet

  • Referenced in 80 articles [sw19133]
  • properties of penalties suitable for this approach, study their corresponding threshold functions, and describe...
  • ipfilter

  • Referenced in 68 articles [sw04778]
  • merit functions and the updating of penalty parameters. This algorithm decomposes the primal-dual step...
  • penalizedSVM

  • Referenced in 9 articles [sw15838]
  • package penalizedSVM: Feature Selection SVM using penalty functions. This package provides feature selection SVM using ... penalty functions. The smoothly clipped absolute deviation (SCAD), ’L1-norm’, ’Elastic Net’ (’L1-norm ... Elastic SCAD’ (SCAD and ’L2-norm’) penalties are availible. The tuning parameters can be founf...
  • SPIRAL

  • Referenced in 22 articles [sw18399]
  • regularized negative log-likelihood objective function with various penalty choices for the regularization terms...
  • gss

  • Referenced in 282 articles [sw06099]
  • Smoothing spline ANOVA models Nonparametric function estimation with stochastic data, otherwise known as smoothing ... family of smoothing methods derived through roughness penalties that are suitable for both univariate...
  • DIRDFN

  • Referenced in 7 articles [sw36984]
  • local minimization of a nonsmooth exact penalty function. In particular, we define a new DIRECT...
  • CDFP

  • Referenced in 6 articles [sw19642]
  • processed by using a penalty function method. Following that, the corresponding numerical code is implemented...
  • MIKA

  • Referenced in 6 articles [sw08891]
  • states of the system using a penalty functional to keep the states orthogonal. Special care...
  • DFBAlab

  • Referenced in 6 articles [sw21873]
  • feasibility problem in DFBAlab provides a penalty function that can be used in optimization algorithms...
  • IT-CEMOP

  • Referenced in 6 articles [sw02582]
  • Most of them were based on penalty functions for handling nonlinear constraints by genetic algorithms...
  • MixMoGenD

  • Referenced in 5 articles [sw08624]
  • criteria. Under weak assumptions on the penalty function, we prove the consistency of the resulting...
  • rqPen

  • Referenced in 5 articles [sw19266]
  • LASSO, SCAD and MCP functions including group penalties. Provides a function that automatically generates lambdas...
  • SDPEN

  • Referenced in 19 articles [sw05152]
  • Derivative-Free Library - SDPEN: Sequential penalty derivative-free methods for nonlinear constrained optimization. We consider ... problem of minimizing a continuously differentiable function of several variables subject to smooth nonlinear constraints ... only a suitable sampling of the problem functions. These problems arise in many industrial ... derivative-free context a sequential penalty approach for nonlinear programming. This approach consists in solving...
  • glm-ie

  • Referenced in 2 articles [sw13249]
  • estimation toolbox. The glm-ie toolbox contains functionality for estimation and inference in generalised linear ... provide a wide choice of penalty functions for estimation, potential functions for inference and matrix...