An efficient descent direction method with cutting planes

DOI10.1007/S10100-009-0085-3zbMATH Open1204.90105OpenAlexW2078916364MaRDI QIDQ623787FDOQ623787

Boglárka G.-Tóth, Balázs Torma

Publication date: 8 February 2011

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-009-0085-3

zbMATH Keywords

parameter estimationdescent methodcutting plane

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonlinear programming (90C30)

Cites Work

• Testing Unconstrained Optimization Software
• Generalized autoregressive conditional heteroscedasticity
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
• Title not available (Why is that?)
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• GARCH processes: structure and estimation
• Title not available (Why is that?)
• Minimization of functions having Lipschitz continuous first partial derivatives
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence of line search methods for unconstrained optimization
• Nonmonotone projected gradient methods based on barrier and Euclidean distances
• Steplength algorithms for minimizing a class of nondifferentiable functions
• Complexity analysis of the analytic center cutting plane method that uses multiple cuts
• Recursive Estimation of GARCH Models

Cited In (1)

• An optimization technique for verified location of trajectories with prescribed geometrical behaviour in the chaotic forced damped pendulum

Uses Software

• KELLEY
• minpack
• Optimization Toolbox

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