Name
Abstract | ||
|---|---|---|
The dual of the strictly convex quadratic programming problem with unit bounds is posed as a linear $\ell_1$ minimization problem with quadratic terms. A smooth approximation to the linear $\ell_1$ function is used to obtain a parametric family of piecewise-quadratic approximation problems. The unique path generated by the minimizers of these problems yields the solution to the original problem for finite values of the approximation parameter. Thus, a finite continuation algorithm is designed. Results of extensive computational experiments are reported. |
Year | DOI | Venue |
|---|---|---|
1998 | 10.1137/S1052623495297820 | SIAM Journal on Optimization |
Keywords | Field | DocType |
bound constrained quadratic programming,Lagrangian duality,linear l(1) estimation,Huber's M-estimator,robust regression | Isotropic quadratic form,Second-order cone programming,Discrete mathematics,Mathematical optimization,Quadratically constrained quadratic program,Algorithm,Quadratic function,Quadratic programming,Quadratic residuosity problem,Sequential quadratic programming,Quadratic field,Mathematics | Journal |
Volume | Issue | ISSN |
9 | 1 | 1052-6234 |
Citations | PageRank | References |
7 | 1.32 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Kaj Madsen | 1 | 341 | 63.86 |
| Hans Bruun Nielsen | 2 | 32 | 7.14 |
| Mustafa Ç. Pinar | 3 | 7 | 1.32 |