A comparison of optimization solvers for log binomial regression including conic programming

DOI10.1007/s00180-021-01084-5zbMath1505.62364OpenAlexW3129790480MaRDI QIDQ2666995

Florian Schwendinger, Kurt Hornik, Bettina Grün

Publication date: 23 November 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01084-5

zbMATH Keywords

optimizationrelative riskconic programminglog-binomial regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Convex programming (90C25) Interior-point methods (90C51)

Uses Software

• R
• GLPK
• Mosek
• Ipopt
• ROI
• alabama
• ECOS
• SCS
• GitHub
• glm2
• logbin

Cites Work

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