Smoothing empirical functions by \(\ell _ p\) programming

DOI10.1016/0377-2217(86)90331-0zbMath0614.65007OpenAlexW2057692944MaRDI QIDQ1819885

Tamás Terlaky

Publication date: 1986

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(86)90331-0

zbMATH Keywords

quadratic programmingconvex programmingiterative proceduressmoothing empirical functions

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10)

Related Items (1)

A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications

Cites Work

• On \(\ell_ p\) programming
• Geometric programming: Duality in quadratic programming an \(l_{p}\)- approximation III (Degenerate programs)
• Geometric Programming: Duality in Quadratic Programming and $l_p $-Approximation II (Canonical Programs)
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