Pages that link to "Item:Q59165"
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The following pages link to A numerically stable dual method for solving strictly convex quadratic programs (Q59165):
Displaying 50 items.
- Local convergence analysis for the REQP algorithm using conjugate basis matrices (Q1321093) (← links)
- Discretization methods for the solution of semi-infinite programming problems (Q1321097) (← links)
- Block-iterative surrogate projection methods for convex feasibility problems (Q1347226) (← links)
- A general projection framework for constrained smoothing. (Q1431205) (← links)
- An algorithm for solving the minimum-norm point problem over the intersection of a polytope and an affine set (Q1579636) (← links)
- ABS algorithms for linear equations and optimization (Q1593821) (← links)
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (Q1623568) (← links)
- Nonlinear modeling and control approach to magnetic levitation ball system using functional weight RBF network-based state-dependent ARX model (Q1660668) (← links)
- Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs (Q1737602) (← links)
- Improving the computational efficiency in a global formulation (GLIDE) for interactive multiobjective optimization (Q1761924) (← links)
- Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity (Q1860374) (← links)
- Randomized algorithms for the separation of point sets and for solving quadratic programs (Q1895800) (← links)
- Shape restricted nonparametric regression with Bernstein polynomials (Q1927049) (← links)
- A comparative study of SQP-type algorithms for nonlinear and nonconvex mixed-integer optimization (Q1946925) (← links)
- Estimation of the mean for spatially dependent data belonging to a Riemannian manifold (Q1950885) (← links)
- Finite element analysis of nonsmooth contact (Q1968602) (← links)
- District heating networks -- dynamic simulation and optimal operation (Q1979722) (← links)
- A fast design algorithm for elliptic-error and phase-error constrained LS 2-D FIR filters (Q2014193) (← links)
- A dual simplex-type algorithm for the smallest enclosing ball of balls (Q2044498) (← links)
- Factor and hybrid components for model-based clustering (Q2089297) (← links)
- Nonlinear model predictive control with aggregated constraints (Q2097821) (← links)
- Shape-constrained estimation in functional regression with Bernstein polynomials (Q2101402) (← links)
- Bezier5YS and SHYqp: a general framework for generating data and for modeling symmetric and asymmetric orthotropic yield surfaces (Q2102568) (← links)
- Computation for latent variable model estimation: a unified stochastic proximal framework (Q2103576) (← links)
- Koopman operator method for solution of generalized aggregate data inverse problems (Q2128367) (← links)
- Generalization of effective conductance centrality for egonetworks (Q2151709) (← links)
- Applying iterated mapping to the no-three-in-a-line problem (Q2163429) (← links)
- FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming (Q2173976) (← links)
- Numerical integration on trimmed three-dimensional domains with implicitly defined trimming surfaces (Q2179192) (← links)
- High-order sequential simulation via statistical learning in reproducing kernel Hilbert space (Q2198926) (← links)
- LE\textsc{o}P\textsc{art}: a particle library for FE\textsc{ni}CS (Q2217108) (← links)
- Convex optimization techniques in compliant assembly simulation (Q2218917) (← links)
- Sensitivity analysis with \(\chi^2\)-divergences (Q2234772) (← links)
- A note on applying the BCH method under linear equality and inequality constraints (Q2304092) (← links)
- An exterior point polynomial-time algorithm for convex quadratic programming (Q2340489) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Methods for convex and general quadratic programming (Q2356335) (← links)
- Application of the dual active set algorithm to quadratic network optimization (Q2366828) (← links)
- Tuning strategy for the proximity parameter in convex minimization (Q2370054) (← links)
- An inexact restoration strategy for the globalization of the sSQP method (Q2377163) (← links)
- Piecewise linear approximations in nonconvex nonsmooth optimization (Q2391130) (← links)
- Gaussian process emulators for computer experiments with inequality constraints (Q2399826) (← links)
- A new method for interpolating in a convex subset of a Hilbert space (Q2401024) (← links)
- A numerically stable least squares solution to the quadratic programming problem (Q2425561) (← links)
- Solving dual problems using a coevolutionary optimization algorithm (Q2434646) (← links)
- A linearly distributed lag estimator with \(r\)-convex coefficients (Q2445739) (← links)
- Robust clusterwise linear regression through trimming (Q2445760) (← links)
- An improved gradient projection-based decomposition technique for support vector machines (Q2468369) (← links)
- Two-stage estimation of inequality-constrained marginal linear models with longitudinal data (Q2480042) (← links)
- Design of smallest size two-dimensional linear-phase FIR filters with magnitude error constraint (Q2481620) (← links)
