A branch-and-bound algorithm for instrumental variable quantile regression

DOI10.1007/s12532-017-0117-2zbMath1387.90178OpenAlexW2570245413MaRDI QIDQ1697970

Samuel Burer, Guanglin Xu

Publication date: 21 February 2018

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-017-0117-2

zbMATH Keywords

branch-and-boundquantile regressionconvex quadratic programmingcomplementarity constraints

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

QPBB, Quantiles via moments

Uses Software

• Matlab
• CPLEX
• Couenne
• quantreg

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• Unnamed Item
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