Search Results - subject:"error bound"

An inexact regularized proximal Newton method without line search

vom Dahl, Simeon; Kanzow, Christian - In: Computational Optimization and Applications 89 (2024) 3, pp. 585-624

iterations and its superlinear convergence rate under a local Hölderian error bound assumption are shown. Notably, these …

Persistent link: https://www.econbiz.de/10015361797

δ-perturbation of bilevel optimization problems : an error bound analysis

Antoniou, Margarita; Sinha, Ankur; Papa, Gregor - In: Operations research perspectives 13 (2024), pp. 1-19

-perturbed formulation is approximately equivalent to the original optimistic or pessimistic formulation and give an error bound for the …

Persistent link: https://www.econbiz.de/10015372639

Deep neural network expressivity for optimal stopping problems

Gonon, Lukas - In: Finance and stochastics 28 (2024) 3, pp. 865-910

Persistent link: https://www.econbiz.de/10015130415

Convergence rate analysis of the multiplicative gradient method for PET-type problems

Zhao, Renbo - In: Operations research letters 51 (2023) 1, pp. 26-32

Persistent link: https://www.econbiz.de/10014283282

Estimation of sparsity-induced weak factor models

Uematsu, Yoshimasa; Yamagata, Takashi - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 213-227

Persistent link: https://www.econbiz.de/10013540797

Best response algorithms in ratio-bounded games: convergence of affine relaxations to Nash equilibria

Caruso, Francesco; Ceparano, Maria Carmela; Morgan, … - 2020

Persistent link: https://www.econbiz.de/10012502790

Lower bounds on approximation errors to numerical solutions of dynamic economic models

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 991-1012

Persistent link: https://www.econbiz.de/10011778837

Estimation of weak factor models

Uematsu, Yoshimasa; Yamagata, Takashi - 2019

In this paper, we propose a novel consistent estimation method for the approximate factor model of Chamberlain and Rothschild (1983), with large cross-sectional and timeseries dimensions (N and T, respectively). Their model assumes that the r (fi N) largest eigenvalues of data covariance matrix...

Persistent link: https://www.econbiz.de/10012430007

Estimation of weak factor models

Uematsu, Yoshimasa; Yamagata, Takashi - 2019

Persistent link: https://www.econbiz.de/10012024724

Confidence regions of two-stage stochastic linear complementarity problems

Liu, Yongchao; Yan, Wuwenqing; Zhao, Shengchao - In: International transactions in operational research : a … 29 (2022) 1, pp. 48-62

Persistent link: https://www.econbiz.de/10012630721

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