Method of nonsmooth penalty functions and the theory of extremum problems in Banach space

Cybernetics ◽  
1980 ◽  
Vol 15 (5) ◽  
pp. 712-718 ◽  
Author(s):  
V. V. Beresnev
Keyword(s):  
Banach Space ◽  
Penalty Functions ◽  
Extremum Problems ◽  
Nonsmooth Penalty

Lassoing eigenvalues

Biometrika ◽  
2020 ◽  
Vol 107 (2) ◽  
pp. 397-414 ◽  
Author(s):  
David E Tyler ◽  
Mengxi Yi
Keyword(s):  
Covariance Matrix ◽  
Penalty Function ◽  
Covariance Matrices ◽  
Penalty Functions ◽  
Sample Covariance Matrix ◽  
Sample Covariance Matrices ◽  
Sample Covariance ◽  
Nonsmooth Penalty

Summary The properties of penalized sample covariance matrices depend on the choice of the penalty function. In this paper, we introduce a class of nonsmooth penalty functions for the sample covariance matrix and demonstrate how their use results in a grouping of the estimated eigenvalues. We refer to the proposed method as lassoing eigenvalues, or the elasso.

Nonsmooth Penalty Functions

2000 ◽  
Vol 33 (16) ◽  
pp. 287-291
Author(s):  
Lyudmila N. Polyakova
Keyword(s):  
Penalty Functions ◽  
Nonsmooth Penalty

Corner contact penalty functions in plane and in space

2007 ◽  
Vol 2 (2) ◽  
pp. 39-50
Author(s):  
Vanda Pomezanski
Keyword(s):  
Penalty Functions
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