A Finite Continuation Algorithm for Bound Constrained Quadratic Programming
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Publication:4229473
DOI10.1137/S1052623495297820zbMath0997.90056MaRDI QIDQ4229473
Kaj Madsen, Hans Bruun Nielsen, Mustafa Çelebi Pinar
Publication date: 22 February 1999
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
robust regression; Lagrangian duality; bound constrained quadratic programming; Huber's M-estimator; linear \(\ell_1\) estimation
65K05: Numerical mathematical programming methods
90C20: Quadratic programming
90C51: Interior-point methods
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