A Brief Survey of Modern Optimization for Statisticians

DOI10.1111/insr.12022zbMath1418.90007OpenAlexW1595863776WikidataQ41770186 ScholiaQ41770186MaRDI QIDQ4968579

Eric C. Chi, Hua Zhou, Kenneth L. Lange

Publication date: 16 July 2019

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4166522

zbMATH Keywords

Newton's methodpenalizationaccelerationaugmented LagrangianMM algorithmblock relaxation

Mathematics Subject Classification ID

Point estimation (62F10) Large-scale problems in mathematical programming (90C06) Numerical computation of solutions to systems of equations (65H10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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