Pages that link to "Item:Q59165"
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The following pages link to A numerically stable dual method for solving strictly convex quadratic programs (Q59165):
Displaying 50 items.
- A new method for interpolating in a convex subset of a Hilbert space (Q2401024) (← links)
- A numerically stable least squares solution to the quadratic programming problem (Q2425561) (← links)
- Solving dual problems using a coevolutionary optimization algorithm (Q2434646) (← links)
- A linearly distributed lag estimator with \(r\)-convex coefficients (Q2445739) (← links)
- Robust clusterwise linear regression through trimming (Q2445760) (← links)
- An improved gradient projection-based decomposition technique for support vector machines (Q2468369) (← links)
- Two-stage estimation of inequality-constrained marginal linear models with longitudinal data (Q2480042) (← links)
- Design of smallest size two-dimensional linear-phase FIR filters with magnitude error constraint (Q2481620) (← links)
- Parameter optimization using the \(L_\infty \) exact penalty function and strictly convex quadratic programming problems (Q2483248) (← links)
- Shape constrained smoothing using smoothing splines (Q2488381) (← links)
- Convex analysis in the semiparametric model with Bernstein polynomials (Q2513790) (← links)
- A unified framework of constrained regression (Q2631341) (← links)
- An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming (Q2638936) (← links)
- Quadratic distances for capacity and bi-capacity approximation and identification (Q2644378) (← links)
- Solution of static optimal control problems in nonlinear elasticity via quadratic programming (Q2708344) (← links)
- A dual method for solving positive definite quadratic programming (Q2735430) (← links)
- An \(O(N^2)\) active set method for solving a parametric quadratic program (Q2751281) (← links)
- Dual support method for solving convex quadratic programs (Q2786329) (← links)
- Simultaneous Small Sample Inference for Linear Combinations of Generalized Linear Model Parameters (Q2821033) (← links)
- Globally convergent primal-dual active-set methods with inexact subproblem solves (Q2832889) (← links)
- A unified mathematical programming formulation of strain driven and interior point algorithms for shakedown and limit analysis (Q2894858) (← links)
- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets (Q2957054) (← links)
- Efficient algorithms for computing the non and semi-parametric maximum likelihood estimates with panel count data (Q3021208) (← links)
- Object Library of Algorithms for Dynamic Optimization Problems: Benchmarking SQP and Nonlinear Interior Point Methods (Q3089761) (← links)
- Active Set Methods with Reoptimization for Convex Quadratic Integer Programming (Q3195322) (← links)
- A weighted gram-schmidt method for convex quadratic programming (Q3337227) (← links)
- Optimal control of a turbulent fibre suspension flowing in a planar contraction (Q3423213) (← links)
- On the superlinear convergence of a trust region algorithm for nonsmooth optimization (Q3698656) (← links)
- (Q3703659) (← links)
- (Q3757284) (← links)
- Updating conjugate directions by the BFGS formula (Q3783852) (← links)
- (Q4318730) (← links)
- Solving nonlinear programming problems with very many constraints (Q4327941) (← links)
- Some algorithms for the convex quadratic programming problem via the ABS approacxh (Q4380565) (← links)
- Time-discretized variational formulation of non-smooth frictional contact (Q4530129) (← links)
- Sigmoid Data Fitting by Least Squares Adjustment of Second and Third Divided Differences (Q4562469) (← links)
- On the elimination of inessential points in the smallest enclosing ball problem (Q4622883) (← links)
- Approximation of Limit State Surfaces in Monotonic Monte Carlo Settings, with Applications to Classification (Q4636363) (← links)
- Optimal control of radiating panels via sequential quadratic programming (Q4784299) (← links)
- A column generation method for inverse shortest path problems (Q4845144) (← links)
- Quadratic programming algorithms for obstacle problems (Q4883795) (← links)
- Hybrid metaheuristics for constrained portfolio selection problems (Q4911224) (← links)
- A Simple New Algorithm for Quadratic Programming with Applications in Statistics (Q4921620) (← links)
- Newton projection method as applied to assembly simulation (Q5038434) (← links)
- Test shape constraints in semiparametric model with Bernstein polynomials (Q5083011) (← links)
- Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints (Q5089721) (← links)
- Estimating transition coefficients for reconstructing coherent series of mortality by cause of Death (Q5142243) (← links)
- ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)
- On the Sensitivity of Least Squares Data Fitting by Nonnegative Second Divided Differences (Q5270507) (← links)
- (Q5317779) (← links)
