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

DOI10.1137/0803022MaRDI QIDQ3139997zbMATH OpenOpenAlexFDO

Authors Wu Li, John Swetits

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

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)

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• A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming
• A conjugate gradient method for the unconstrained minimization of strictly convex quadratic splines
• A finite newton method for classification
• Exact penalty functions for constrained minimization problems via regularized gap function for variational inequalities
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• Newton's method for linear inequality systems
• On the characterization of quadratic splines
• Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines
• An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
• Linear convergence of descent methods for the unconstrained minimization of restricted strongly convex functions

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