We propose a simple estimation procedure of the number of components of the fundamental frequency model when all the adjacent harmonics are present. The proposed method is based on the penalty function approach like other Information Theoretic Criteria. The new method is shown to be consistent. We compute the probability of wrong estimates of a particular penalty function and propose a resampli...

In inventory, the utility of the deteriorating items decreases with time. The degree of deterioration of product utility can be treated as penalty cost in the inventory replenishment system. In this paper, we present EOQ model for those perishable products, which do not deteriorate for some period of time and after that time they continuously deteriorate with time and loose their importance. Th...

Arterial walls in the healthy physiological regime are characterized by quasi-incompressible, anisotropic, hyperelastic material behavior. Polyconvex material functions representing such materials typically incorporate a penalty function to account for the incompressibility. Unfortunately, the penalty will affect the conditioning of the stiffness matrices. For high penalty parameters, the perfo...

Variable selection is an important aspect of high-dimensional statistical modelling, particularly in regression and classification. In the regularization framework, various penalty functions are used to perform variable selection by putting relatively large penalties on small coefficients. The L1 penalty is a popular choice because of its convexity, but it produces biased estimates for the larg...

Penalized spline criteria involve the function of goodness of fit and penalty, which in the penalty function contains smoothing parameters. It serves to control the smoothness of the curve that works simultaneously with point knots and spline degree. The regression function with two predictors in the non-parametric model will have two different non-parametric regression functions. Therefore, we...

In this work, we consider a constrained convex problem with linear inequalities and provide an inexact penalty reformulation of the problem. The novelty is in choice functions, w...

Abstract The paper utilizes Hölder graphical derivatives for characterizing strong subregularity, isolated calmness and sharp minimum. As applications, we characterize in linear semi-infinite optimization minimizers of some penalty functions constrained optimization.

In this work, we study the properties of central paths, defined with respect to a large class of penalty and barrier functions, for convex semidefinite programs. The type of programs studied here is characterized by the minimization of a smooth and convex objective function subject to a linear matrix inequality constraint. So, it is a particular case of convex programming with conic constraints...

A multicriteria linear programming problem with integer variables and parameterized optimality principle ”from lexicographic to Slater” is considered. A situation in which initial coefficients of penalty cost functions are not fixed but may be potentially a subject to variations is studied. For any efficient solution, appropriate measures of the quality are introduced which incorporate informat...