Quadratic programming

DOI10.1002/wics.1344zbMATH Open1545.62146MaRDI QIDQ6604449

Stephen J. Wright, Turlach, Berwin A.

Publication date: 12 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

optimizationquadratic programminginterior-point algorithmsactive-set methodsconditional-gradient algorithms

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• A numerically stable dual method for solving strictly convex quadratic programs
• Reducing bias in curve estimation by use of weights.
• Inertia-Controlling Methods for General Quadratic Programming
• On the quadratic programming algorithm of Goldfarb and Idnani
• A new approach to variable selection in least squares problems
• Object-oriented software for quadratic programming
• Quadratic programming algorithms for ensemble models
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