Global non-smooth optimization in robust multivariate regression

DOI10.1080/10556788.2011.614609MaRDI QIDQ4924107zbMATH OpenOpenAlexFDO

Authors Gleb Beliakov, A. V. Kelarev

Publication date 30 May 2013

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2011.614609

zbMATH Keywords

global optimizationhigh-breakdown regressionleast trimmed squaresnon-smooth optimizationrobust regression

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• A class of robust and fully efficient regression estimators
• A General Qualitative Definition of Robustness
• A Method for Minimization of Quasidifferentiable Functions
• A Sequential Method Seeking the Global Maximum of a Function
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• Abstract convexity and global optimization
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• An evolutionary algorithm for robust regression
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• Cutting angle method and a local search
• Cutting angle method – a tool for constrained global optimization
• Global minimization of increasing positively homogeneous functions over the unit simplex
• High breakdown-point and high efficiency robust estimates for regression
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Implementation of novel methods of global and nonsmooth optimization: GANSO programming library
• Introduction to Derivative-Free Optimization
• Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
• Methods of descent for nondifferentiable optimization
• Multivariate outlier detection with high-breakdown estimators
• New algorithms for computing the least trimmed squares regression estimator
• Numerical recipes in C++. The art of scientific computing
• Outlier detection and least trimmed squares approximation using semi-definite programming
• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
• Robust Statistics
• The multivariate least-trimmed squares estimator

Cited in

(4)

• On the efficient computation of robust regression estimators
• Analysis of a nonsmooth optimization approach to robust estimation
• Derivative-free optimization and neural networks for robust regression
• A novel differential evolution algorithm using local abstract convex underestimate strategy for global optimization

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