Convexification for data fitting
From MaRDI portal
Publication:2269588
DOI10.1007/S10898-009-9417-ZzbMATH Open1279.90164OpenAlexW4253157822MaRDI QIDQ2269588FDOQ2269588
Authors: James Ting-Ho Lo
Publication date: 17 March 2010
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1007/s10898-009-9421-3
Recommendations
Nonparametric regression and quantile regression (62G08) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)
Cites Work
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- A remark on the GOP algorithm for global optimization
- Title not available (Why is that?)
- State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
- Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
- On the Liu-Floudas convexification of smooth programs
- Title not available (Why is that?)
This page was built for publication: Convexification for data fitting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2269588)