penalty function
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Penalty method — Penalty methods are a certain class of algorithms to solve constraint optimization problems. The penalty method replaces a constraint optimization problem by a series of unconstrained problems whose solutions must converge to the solution of the… … Wikipedia
Loss function — In statistics and decision theory a loss function is a function that maps an event onto a real number intuitively representing some cost associated with the event. Typically it is used for parameter estimation, and the event in question is some… … Wikipedia
Ruin theory — Ruin theory, sometimes referred to as collective risk theory, is a branch of actuarial science that studies an insurer s vulnerability to insolvency based on mathematical modeling of the insurer s surplus.The theory permits the derivation and… … Wikipedia
Support vector machine — Support vector machines (SVMs) are a set of related supervised learning methods used for classification and regression. Viewing input data as two sets of vectors in an n dimensional space, an SVM will construct a separating hyperplane in that… … Wikipedia
Robust optimization — In mathematics, robust optimization is an approach in optimization to deal with uncertainty. It is similar to the recourse model of stochastic programming, in that some of the parameters are random variables, except that feasibility for all… … Wikipedia
Neural modeling fields — Neural modeling field (NMF) is a mathematical framework for machine learning which combines ideas from neural networks, fuzzy logic, and model based recognition. It has also been referred to as modeling fields, modeling fields theory (MFT),… … Wikipedia
Coherent risk measure — In the field of financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function … Wikipedia
Routing (electronic design automation) — Routing is a crucial step in the design of integrated circuits. It builds on a preceding step, called placement, which determines the location of each active element of an IC. Routing is then the process of addingall wires needed to properly… … Wikipedia
Michael J. D. Powell — Michael James David Powell FRS, FIMA (London, 1936 – ) is a British mathematics Professor, retired from Cambridge University, where he earned his bachelors degree and, in 1979, his D.Sc. [1]. He is known for his extensive work in numerical… … Wikipedia
Distance geometry — is the characterization and study of sets of points based only on given values of the distances between member pairs. Therefore distance geometry has immediate relevance where distance values are determined or considered, such as in surveying,… … Wikipedia
