Convexification for data fitting

DOI10.1007/S10898-009-9417-ZMaRDI QIDQ2269588zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• Global risk bounds and adaptation in univariate convex regression
• On convexification of system identification criteria
• Convexity and differentiability of controlled risk
• Convex piecewise-linear fitting
• An improved global risk bound in concave regression

Cites work

• scientific article; zbMATH DE number 3885122 (Why is no real title available?)
• scientific article; zbMATH DE number 48691 (Why is no real title available?)
• A remark on the GOP algorithm for global optimization
• On the Liu-Floudas convexification of smooth programs
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
• State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity

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