Quadratic programming

DOI10.1002/WICS.1344zbMATH Open1545.62146MaRDI QIDQ6604449FDOQ6604449

Authors: Turlach, Berwin A., Stephen J. Wright 

Publication date: 12 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

optimizationquadratic programmingactive-set methodsinterior-point algorithmsconditional-gradient algorithms

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Object-oriented software for quadratic programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• A numerically stable dual method for solving strictly convex quadratic programs
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A new approach to variable selection in least squares problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Linear programming with MATLAB
• Inertia-Controlling Methods for General Quadratic Programming
• On the quadratic programming algorithm of Goldfarb and Idnani
• Reducing bias in curve estimation by use of weights.
• Quadratic programming algorithms for ensemble models

Cited In (1)

• Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem

This page was built for publication: Quadratic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6604449)