A number of variable selection methods have been proposed involving nonconvex penalty functions. These methods, which include the smoothly clipped absolute deviation (SCAD) penalty and the minimax concave penalty (MCP), have been demonstrated to have attractive theoretical properties, but model fitting is not a straightforward task, and the resulting solutions may be unstable. Here, we demonstr...

A number of variable selection methods have been proposed involving nonconvex penalty functions. These methods, which include the smoothly clipped absolute deviation (SCAD) penalty and the minimax concave penalty (MCP), have been demonstrated to have attractive theoretical properties, but model fitting is not a straightforward task, and the resulting solutions may be unstable. Here, we demonstr...

We present improvements to branch and bound techniques for globally optimizing functions with Lipschitz continuity properties by developing novel bounding procedures and parallelisation strategies. The bounding procedures involve nonconvex quadratic or cubic lower bounds on the objective and use estimates of the spectrum of the Hessian or derivative tensor, respectively. As the nonconvex lower ...

It is well known that under the Wolfe–Powell inexact line search, global convergence of nonlinear conjugate gradient method always requires Lipschitz continuous condition for nonconvex functions. In this paper, we find unnecessary proving particular algorithms if its searching direction has well-known sufficient descent property and trust region feature. Thus, family proposed by Yuan et al. (Nu...

Positive perturbations of generators of locally Lipschitz continuous increasing integrated semigroups on an abstract L space are again generators of locally Lipschitz continuous increasing integrated semigroups. Positive perturbations of generators of positive dual semigroups on a dual abstract L space are generators of semigroups that are weakly∗ right continuous. These results are reformulate...

We study second-order nonlinear periodic systems driven by the vector p-Laplacian with a nonsmooth, locally Lipschitz potential function. Under minimal and natural hypotheses on the potential and using variational methods based on the nonsmooth critical point theory, we prove existence theorems and amultiplicity result. We conclude the paper with an existence theorem for the scalar problem, in ...

It is well-known that a stochastic differential equation (SDE) on a Euclidean space driven by a Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. When the coefficients are only locally Lipschitz, then a maximal continuous flow still exists but explosion in finite time may occur. If – in addition – the coefficients grow at most linearly, then this flow ha...

Let/be a locally Lipschitz function on a Banach space X, and S a subset of X. We define regular (i.e. noncritical) points for / relative to S, and give a sufficient condition for a point z e S to be regular. This condition is then expressed in the particular case when/is C1, and is used to obtain a new proof of Hoffman's inequality in linear programming.

We consider a direct search approach for solving nonsmooth minimization problems where the objective function is locally Lipschitz continuous and piecewise continuously differentiable on a finite family of polyhedra. A generating set search method is proposed, which is named structured because the structure of the set of nondifferentiability near the current iterate is exploited to define the s...