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  • Search: subject:"Linear equality constraints"
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Year of publication
Subject
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linear equality constraints 2 Alternative theorems 1 Gauss-Markov model 1 Incomplete market 1 Linear equality constraints 1 Martingal 1 Martingale 1 Quadratic constraints 1 Quadratic nonconvex optimization 1 Regularized Lagrangian 1 Strong duality 1 Theorie 1 Theory 1 Trust-region problems 1 Unvollkommener Markt 1 arbitrage theory 1 constrained generalized least squares selections 1 equivalent martingale measures 1 feasible solution 1 generalized inverses 1 infinitely many constraints 1 linear inequality constraints 1 oblique projectors 1 partitioned linear regression 1 perfect multicollinearity 1 random measure 1 singular model 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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Choulli, Tahir 1 Jeyakumar, V. 1 Li, Guoyin 1 Schweizer, Martin 1 Werner, Hans Joachim 1 Yapar, Cemil 1
Institution
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University of Bonn, Germany 1
Published in...
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Discussion Paper Serie B 1 Journal of Global Optimization 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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A result on integral functionals with infinitely many constraints
Choulli, Tahir; Schweizer, Martin - 2015 - This version: 14.09.2015
A classic paper of Borwein/Lewis (1991) studies optimisation problems over L^p_+ with finitely many linear equality … constraints, given by scalar products with functions from L^q. One key result shows that if some x in L^p_+ satisfies the …
Persistent link: https://www.econbiz.de/10011412336
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Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems
Jeyakumar, V.; Li, Guoyin - In: Journal of Global Optimization 49 (2011) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10008775634
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More on partitioned possibly restricted linear regression
Werner, Hans Joachim; Yapar, Cemil - University of Bonn, Germany - 1994
This paper deals with the general partitioned linear regression model where the regressor matrix $X=\pmatrix{X_1 & X_2\cr}$ may be deficient in column rank, the dispersion matrix $V$ is possibly singular, $\beta^t=\pmatrix{\beta_1^t & \beta_2^t\cr}$ - being partitioned according to $X$ - is the...
Persistent link: https://www.econbiz.de/10004968324
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