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

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• scientific article; zbMATH DE number 3784219 (Why is no real title available?)
• scientific article; zbMATH DE number 51121 (Why is no real title available?)
• scientific article; zbMATH DE number 1314294 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 852525 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• A new approach to variable selection in least squares problems
• A numerically stable dual method for solving strictly convex quadratic programs
• Inertia-Controlling Methods for General Quadratic Programming
• Linear programming with MATLAB
• Object-oriented software for quadratic programming
• On the quadratic programming algorithm of Goldfarb and Idnani
• Quadratic programming algorithms for ensemble models
• Reducing bias in curve estimation by use of weights.

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)