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Year of publication
Subject
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Mathematical programming 2 Mathematische Optimierung 2 gradient algorithms 2 (S) Multiple objective programming 1 Algorithm 1 Algorithmus 1 Bregman distance 1 Condition number 1 Convergence 1 Estimation theory 1 GARCH 1 Gradient algorithms 1 Multi-criteria analysis 1 Multikriterielle Entscheidungsanalyse 1 Nonlinear programming 1 Nonmonotone gradient algorithms 1 Numerical linear algebra 1 Pareto optimum 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Schätztheorie 1 Theorie 1 Theory 1 complexity 1 composite nonsmooth convex minimization 1 descent lemma 1 first-order methods 1 generalised method of moments 1 multiplicative Poisson linear inverse problems 1 proximal-gradient algorithms 1 simultaneous equations 1 unconstrained optimisation 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3 Undetermined 2
Author
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Bauschke, Heinz H. 1 Bolte, Jérôme 1 Brás, Carmo 1 Christensen, T M 1 Hager, William 1 Hurn, A S 1 Ji, Ying 1 Jiang, Jianlin 1 Júdice, Joaquim 1 Kabili, Andi 1 Krishnakumar, Jaya 1 Lindsay, K A 1 Qu, Shaojian 1 Teboulle, Marc 1 Zhang, Qingpu 1
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Institution
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National Centre for Econometric Research (NCER) 1 Society for Computational Economics - SCE 1
Published in...
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Computing in Economics and Finance 2006 1 European journal of operational research : EJOR 1 Mathematics of operations research 1 NCER Working Paper Series 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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Nonmonotone gradient methods for vector optimization with a portfolio optimization application
Qu, Shaojian; Ji, Ying; Jiang, Jianlin; Zhang, Qingpu - In: European journal of operational research : EJOR 263 (2017) 2, pp. 356-366
Persistent link: https://www.econbiz.de/10011793908
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A descent lemma beyond Lipschitz gradient continuity : first-order methods revisited and applications
Bauschke, Heinz H.; Bolte, Jérôme; Teboulle, Marc - In: Mathematics of operations research 42 (2017) 2, pp. 330-348
Persistent link: https://www.econbiz.de/10011684408
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The Devil is in the Detail: Hints for Practical Optimisation
Christensen, T M; Hurn, A S; Lindsay, K A - National Centre for Econometric Research (NCER) - 2008
Finding the minimum of an objective function, such as a least squares or negative log-likelihood function, with respect to the unknown model parameters is a problem often encountered in econometrics. Consequently, students of econometrics and applied econometricians are usually well-grounded in...
Persistent link: https://www.econbiz.de/10005181673
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An investigation of feasible descent algorithms for estimating the condition number of a matrix
Brás, Carmo; Hager, William; Júdice, Joaquim - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 3, pp. 791-809
and projected gradient algorithms. In the test problems, the spectral projected gradient algorithm yields condition number …
Persistent link: https://www.econbiz.de/10010995377
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ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms
Kabili, Andi; Krishnakumar, Jaya - Society for Computational Economics - SCE - 2006
GARCH errors to compute the corresponding ML estimators. We compare different gradient algorithms in a simulation framework …
Persistent link: https://www.econbiz.de/10005342868
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