This paper examines two repair schemes (i.e., Lamarckian and Baldwinian) through computational experiments on multiobjective 0/1 knapsack problems. First we compare Lamarckian and Baldwinian with each other. Experimental results show that the Baldwinian repair outperforms the Lamarckian repair. It is also shown that these repair schemes outperform a penalty function approach. Then we examine pa...

The defective renewal equation satisfied by the Gerber-Shiu discounted penalty function in the renewal risk model with arbitrary interclaim times is analyzed. The ladder height distribution is shown to be a mixture of residual lifetime claim severity distributions, which results in an invariance property satisfied by a large class of claim amount models. In particular, when claims are exponenti...

Abstract. An interior penalty method for certain two-dimensional curl-curl problems is investigated in this paper. This method computes the divergence-free part of the solution using locally divergence-free discontinuous P1 vector fields on graded meshes. It has optimal order convergence (up to an arbitrarily small ) for the source problem and the eigenproblem. Results of numerical experiments ...

Abstract In this work, we study exact continuous reformulations of nonlinear integer programming problems. To this aim, we preliminarily state conditions to guarantee the equivalence between pairs of general nonlinear problems. Then, we prove that optimal solutions of a nonlinear integer programming problem can be obtained by using various exact penalty formulations of the original problem in a...

This paper compares the performance of penalty and Lagrange multiplier approaches for the necessary unit-length constraint in the computation of liquid crystal equilibrium configurations. Building on previous work in [SIAM J. Sci. Comput., 37 (2015), pp. S157–S176; SIAM J. Numer. Anal., 53 (2015), pp. 2226–2254], the penalty method is derived and well-posedness of the linearizations within the ...

In a Lévy insurance risk model, under the assumption that the tail of the Lévy measure is log-convex, we show that either a horizontal barrier strategy or the take-the-money-and-run strategy maximizes, among all admissible strategies, the dividend payments subject to an affine penalty function at ruin. As a key step for the proof, we prove that, under the aforementioned condition on the jump me...

The motherhood wage penalty is today probably the largest obstacle to progress in gender equality at work. Using matched employer-employee data from Norway (1980–97), a country with public policies that promote combining family and career, we investigate (a) whether the penalty arises from differential pay by employers or from sorting of employees on occupations and establishments, and (b) chan...

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...

We present a unified approach to the analysis of several popular models in collective risk theory. Based on the analysis of the discounted penalty function in a semi-Markovian risk model by means of Laplace-Stieltjes transforms, we rederive and extend some recent results in the field. In particular, the classical compound Poisson model, Sparre Andersen models with phase-type interclaim times an...