Reducing quadratic programming problem to regression problem: stepwise algorithm

DOI10.1016/J.EJOR.2002.07.001MaRDI QIDQ707092zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 9 February 2005

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2002.07.001

zbMATH Keywords

Least squares methodLinear inequalityQuadratic programmingSearch algorithms

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Traffic problems in operations research (90B20)

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Cites work

• A maximin linear estimator for linear parameters under restrictions in form of inequalities
• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Admissibility of linear estimators with respect to restricted parameter sets
• Diagnostics for glms with linear inequality parameter constraints
• Fitting additive models to regression data. Diagnostics and alternative views
• scientific article; zbMATH DE number 3856372 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• scientific article; zbMATH DE number 825000 (Why is no real title available?)
• scientific article; zbMATH DE number 934456 (Why is no real title available?)
• scientific article; zbMATH DE number 3249566 (Why is no real title available?)
• Least squares histimators as robust and minimax estimators
• Testing for and against a set of linear inequality constraints in a multinomial setting
• The Simplex Method for Quadratic Programming

Cited in

(6)

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