Reducing quadratic programming problem to regression problem: stepwise algorithm

DOI10.1016/j.ejor.2002.07.001zbMath1132.90317OpenAlexW2087646609MaRDI QIDQ707092

D. Kharzeev

Publication date: 9 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2002.07.001

zbMATH Keywords

Quadratic programmingLeast squares methodLinear inequalitySearch algorithms

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Traffic problems in operations research (90B20)

Cites Work

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• Fitting additive models to regression data. Diagnostics and alternative views
• The Simplex Method for Quadratic Programming
• Diagnostics for glms with linear inequality parameter constraints
• A maximin linear estimator for linear parameters under restrictions in form of inequalities
• Least squares histimators as robust and minimax estimators
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Admissibility of linear estimators with respect to restricted parameter sets
• Testing for and against a set of linear inequality constraints in a multinomial setting

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