A Simple New Algorithm for Quadratic Programming with Applications in Statistics

DOI10.1080/03610918.2012.659820zbMath1347.62013OpenAlexW2191876349MaRDI QIDQ4921620

Mary C. Meyer

Publication date: 13 May 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.659820

zbMATH Keywords

inequality constraintsprimal-dual methodsdual algorithmcone projectionpolar coneconstrained parameter estimationrestricted least squaresshape-restricted regression

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric estimation (62G05) General nonlinear regression (62J02) Quadratic programming (90C20)

Related Items

Fundamentals of cone regression, A Unifying Framework and Comparison of Algorithms for Non‐negative Matrix Factorisation, Posterior contraction and testing for multivariate isotonic regression, Testing tail monotonicity by constrained copula estimation, Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data, Nonparametric shape-restricted regression, Simultaneous Small Sample Inference for Linear Combinations of Generalized Linear Model Parameters, coneproj, Semi-parametric additive constrained regression, Constrained spline regression in the presence of AR(p) errors, Penalized isotonic regression, An Algorithm Solving Compressive Sensing Problem Based on Maximal Monotone Operators

Uses Software

• R
• SemiPar

Cites Work

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