A Newton Method for Convex Regression, Data Smoothing, and Quadratic Programming with Bounded Constraints

DOI10.1137/0803022zbMATH Open0793.90048OpenAlexW2047391904MaRDI QIDQ3139997FDOQ3139997

John Swetits, Wu Li

Publication date: 16 August 1994

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0803022

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zbMATH Keywords

constrained convex optimizationdata smoothingNewton methodsunconstrained minimizationleast-distance problempiecewise linear equationssymmetric monotone linear complementarityconvex regression problemmultivariate quadratic spline

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Applications of mathematical programming (90C90) Parametric inference under constraints (62F30) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Conditioning of matrices (15A12) Newton-type methods (49M15) Approximation with constraints (41A29)

Cited In (8)

• On the characterization of quadratic splines
• Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines
• Linear convergence of descent methods for the unconstrained minimization of restricted strongly convex functions
• Exact penalty functions for constrained minimization problems via regularized gap function for variational inequalities
• A finite newton method for classification
• A conjugate gradient method for the unconstrained minimization of strictly convex quadratic splines
• Title not available (Why is that?)
• Newton's method for linear inequality systems

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