Subgradient regularized multivariate convex regression at scale

DOI10.1137/21M1413134MaRDI QIDQ6573015FDOQ6573015

Authors: Wenyu Chen, Rahul Mazumder 

Publication date: 16 July 2024

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

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zbMATH Keywords

quadratic programmingconvex regressionnumerical optimizationlarge scale convex optimizationcomputational guaranteesnonparametric shape restricted regression

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)

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