# Penalty method

## Papers overview

Semantic Scholar uses AI to extract papers important to this topic.

Highly Cited

2013

Highly Cited

2013

- SIAM Journal on Optimization
- 2013

In this paper we consider sparse approximation problems, that is, general l0 minimization problems with the l0-“norm” of a vector… (More)

Is this relevant?

Highly Cited

2010

Highly Cited

2010

- 2010

An application of the penalty method to the finite element method is analyzed. For a model Poisson equation with homogeneous… (More)

Is this relevant?

Highly Cited

2004

Highly Cited

2004

- Numerische Mathematik
- 2004

The fair price for an American option where the underlying asset follows a jump diffusion process can be formulated as a partial… (More)

Is this relevant?

Highly Cited

2002

Highly Cited

2002

- Math. Program.
- 2002

Abstract. In this paper the solution of nonlinear programming problems by a Sequential Quadratic Programming (SQP) trust-region… (More)

Is this relevant?

Highly Cited

2002

Highly Cited

2002

- SIAM J. Scientific Computing
- 2002

The convergence of a penalty method for solving the discrete regularized American option valuation problem is studied. Sufficient… (More)

Is this relevant?

Highly Cited

1998

Highly Cited

1998

- 1998

Many real-world search and optimization problems involve i n quality and/or equality constraints and are thus posed as… (More)

Is this relevant?

Highly Cited

1998

Highly Cited

1998

- 1998

The American early exercise constraint can be viewed as transforming the two dimensional stochastic volatility option pricing PDE… (More)

Is this relevant?

Highly Cited

1996

Highly Cited

1996

- INFORMS Journal on Computing
- 1996

The application of genetic algorithms (GA) to constrained optimization problems has been hindered by the inefficiencies of… (More)

Is this relevant?

Highly Cited

1994

Highly Cited

1994

- 1994

This paper presents an abstract analysis of bounded variation (BY) methods for illposed apentor equations Au = L. Let where the… (More)

Is this relevant?

Highly Cited

1994

Highly Cited

1994

- International Conference on Evolutionary…
- 1994

In this paper we discuss the use of non-stationary penalty functions to solve general nonlinear programming problems (NP) using… (More)

Is this relevant?