Search Results - subject:"penalty function"

Identifying terms of trade shocks in a developing country using a sign restrictions approach

Mangadi, Kagiso; Sheen, Jeffrey R. - In: Applied economics 49 (2017) 24, pp. 2298-2315

Persistent link: https://www.econbiz.de/10011817368

An exact penalty function method for optimising QAP formulation in facility layout problem

Zhou, Jingyang; Love, Peter; Teo, Kok Lay; Luo, Hanbin - In: International journal of production research 55 (2017) 9/10, pp. 2913-2929

Persistent link: https://www.econbiz.de/10011649170

Dumrongrittikul, Taya - Department of Econometrics and Business Statistics, … - 2011

.e. we employ a panel Bayesian structural vector error correction model, and we impose sign restrictions with a penalty-function …

Persistent link: https://www.econbiz.de/10009364601

A new class of copulas involving geometric distribution : estimation and applications

Zhang, Kong-Sheng; Lin, Jin-Guan; Xu, Pei-Rong - In: Insurance / Mathematics & economics 66 (2016), pp. 1-10

Persistent link: https://www.econbiz.de/10011442646

A new proof of the Lagrange multiplier rule

Brinkhuis, Jan; Protasov, Vladimir - In: Operations research letters 44 (2016) 3, pp. 400-402

Persistent link: https://www.econbiz.de/10011506162

A reduction method for nonlinear semi-infinite programming based on an exact penalty technique

Mota, Alzira; Vaz, A. Ismael F. - In: International journal of business excellence 9 (2016) 3, pp. 348-363

Persistent link: https://www.econbiz.de/10011627255

Gerber Shiu function of Markov modulated delayed by-claim type risk model with random incomes

Shija, G.; Jacob, M. J. - In: Journal of mathematical finance 6 (2016) 4, pp. 489-501

Persistent link: https://www.econbiz.de/10011656888

THE l1 PENALTY FUNCTION METHOD FOR NONCONVEX DIFFERENTIABLE OPTIMIZATION PROBLEMS WITH INEQUALITY CONSTRAINTS

ANTCZAK, TADEUSZ - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 05, pp. 559-576

In this paper, some new results on the l1 exact penalty function method are presented. A simple optimality … exact penalty function is also established. … characterization is given for the nonconvex differentiable optimization problems with inequality constraints via the l1 exact penalty …

Persistent link: https://www.econbiz.de/10008738743

Tax Progressivity, Income Distribution and Tax Non-Compliance

Damjanovic, Tatiana; Ulph, David - Saïd Business School, Oxford University - 2009

This article examines the determinants of tax non-compliance when we recognise the existence of an imperfectly competitive "tax advice" industry supplying schemes which help taxpayers reduce their tax liability. We apply a traditional industrial organisation framework to model the behaviour of...

Persistent link: https://www.econbiz.de/10008458156

Extended Gerber–Shiu functions in a risk model with interest

Schmidli, Hanspeter - In: Insurance: Mathematics and Economics 61 (2015) C, pp. 271-275

We consider a compound Poisson risk model with interest. The Gerber–Shiu discounted penalty function is modified with …

Persistent link: https://www.econbiz.de/10011263852