Search Results - subject:"quadratic programming"

Computing efficient exact designs of experiments using integer quadratic programming

Harman, Radoslav; Filová, Lenka - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 1159-1167

A new method for computing exact experimental designs for linear regression models by integer quadratic programming is …

Persistent link: https://www.econbiz.de/10011056382

Faster, but weaker, relaxations for quadratically constrained quadratic programs

Burer, Samuel; Kim, Sunyoung; Kojima, Masakazu - In: Computational Optimization and Applications 59 (2014) 1, pp. 27-45

We introduce a new relaxation framework for nonconvex quadratically constrained quadratic programs (QCQPs). In contrast to existing relaxations based on semidefinite programming (SDP), our relaxations incorporate features of both SDP and second order cone programming (SOCP) and, as a result,...

Persistent link: https://www.econbiz.de/10010937794

A 0-1 quadratic programme for the case of missing data in regression

Smith, Brian K.; Chimka, Justin R.; Nachtmann, Heather - In: International Journal of Data Analysis Techniques and … 6 (2014) 1, pp. 94-104

present a quadratic programming methodology for eliminating non-responses from a survey dataset. …

Persistent link: https://www.econbiz.de/10010741433

Sequential quadratic programming methods for parametric nonlinear optimization

Kungurtsev, Vyacheslav; Diehl, Moritz - In: Computational Optimization and Applications 59 (2014) 3, pp. 475-509

<Para ID="Par1">Sequential quadratic programming (SQP) methods are known to be efficient for solving a series of …

Persistent link: https://www.econbiz.de/10011151835

An efficient gradient method using the Yuan steplength

Asmundis, Roberta De; Serafino, Daniela di; Hager, William - In: Computational Optimization and Applications 59 (2014) 3, pp. 541-563

We propose a new gradient method for quadratic programming, named SDC, which alternates some steepest descent (SD …

Persistent link: https://www.econbiz.de/10011151838

Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization

Shen, Chungen; Zhang, Lei-Hong; Wang, Bo; Shao, Wenqiong - In: Computational Optimization and Applications 59 (2014) 3, pp. 435-473

In this paper, we propose a robust sequential quadratic programming (SQP) method for nonlinear programming without … difficulty in the traditional SQP methods, namely the inconsistency of the quadratic programming subproblems. A non …

Persistent link: https://www.econbiz.de/10011151840

Composite support vector quantile regression estimation

Shim, Jooyong; Hwang, Changha; Seok, Kyungha - In: Computational Statistics 29 (2014) 6, pp. 1651-1665

the quadratic programming (QP) is proposed and then the CSVQR utilizing the iteratively reweighted least squares (IRWLS …

Persistent link: https://www.econbiz.de/10011151858

A fully general, exact algorithm for nesting irregular shapes

Jones, Donald - In: Journal of Global Optimization 59 (2014) 2, pp. 367-404

replacing them with non-overlap constraints for the inscribed circles. These relaxed problems have the form of quadratic … programming problems (QPs) and can be solved to optimality to provide valid lower bounds. Valid upper bounds can be found via …

Persistent link: https://www.econbiz.de/10010994017

The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones

Zhang, Yi; Zhang, Liwei; Wu, Yue - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 1, pp. 45-79

The focus of this paper is on studying an inverse second-order cone quadratic programming problem, in which the … the inverse second-order cone quadratic programming problem. Copyright Sociedad de Estadística e Investigación Operativa …

Persistent link: https://www.econbiz.de/10010995304

Pareto optimality and robustness in bi-blending problems

Herrera, Juan; Casado, Leocadio; Hendrix, Eligius; … - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 1, pp. 254-273

The mixture design problem for two products concerns finding simultaneously two recipes of a blending problem with linear, quadratic and semi-continuity constraints. A solution of the blending problem minimizes a linear cost objective and an integer valued objective that keeps track of the...

Persistent link: https://www.econbiz.de/10010995411