Subgradient regularized multivariate convex regression at scale

Publication date: 16 July 2024

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

quadratic programming numerical optimization computational guarantees convex regression large scale convex optimization nonparametric shape restricted regression

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)

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