Reducing quadratic programming problem to regression problem: stepwise algorithm
From MaRDI portal
Publication:707092
DOI10.1016/j.ejor.2002.07.001zbMath1132.90317OpenAlexW2087646609MaRDI QIDQ707092
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
This page was built for publication: Reducing quadratic programming problem to regression problem: stepwise algorithm