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

DOI10.1137/0803022zbMath0793.90048MaRDI QIDQ3139997

John J. 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

zbMATH Keywords

unconstrained minimization; Newton methods; constrained convex optimization; data smoothing; least-distance problem; symmetric monotone linear complementarity; piecewise linear equations; convex regression problem; multivariate quadratic spline

Mathematics Subject Classification ID

62F30: Parametric inference under constraints

90C25: Convex programming

90C90: Applications of mathematical programming

90C20: Quadratic programming

49M15: Newton-type methods

90C31: Sensitivity, stability, parametric optimization

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

41A29: Approximation with constraints

15A12: Conditioning of matrices

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