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Benchmarking global optimizers
Arnoud, Antoine; Guvenen, Fatih; Kleineberg, Tatjana - 2019
Persistent link: https://www.econbiz.de/10012128867
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Parametric analysis in linear fractional programming
Wolf, Hartmut - In: Operations research 34 (1986) 6, pp. 930-937
Persistent link: https://www.econbiz.de/10003709861
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Effective asymptotics analysis for finance
Grunspan, Cyril; Van der Hoeven, Joris - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10012270910
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Convergence analysis of generalized iteratively reweighted least squares algorithms on convex function spaces
Bissantz, Nicolai; Dümbgen, Lutz; Munk, Axel; … - 2008
functional to be minimized and includes the iteratively reweighted least squares algorithm as a special case. We prove … unconstrained settings. The algorithm is applied to TV penalized quantile regression and is compared with a step size corrected … Newton-Raphson algorithm. It is found that typically in the first steps the iteratively reweighted least squares algorithm …
Persistent link: https://www.econbiz.de/10003838030
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Roundoff-error-free algorithms for solving linear systems via Cholesky and LU factorizations
Escobedo, Adolfo R.; Moreno-Centeno, Erick - In: INFORMS journal on computing : JOC 27 (2015) 4, pp. 677-689
Persistent link: https://www.econbiz.de/10011422662
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When polynomial approximation meets exact computation
Paschos, Vangelis Th. - In: 4OR : a quarterly journal of operations research 13 (2015) 3, pp. 227-245
Persistent link: https://www.econbiz.de/10011347901
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Particle swarm optimization : an alternative for parameter estimation in regression
Cobos Silva, Sergio Gerardo de los; Terceño-Gómez, A.; … - In: Fuzzy economic review : the review of the International … 18 (2013) 2, pp. 19-32
Persistent link: https://www.econbiz.de/10010360124
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Quantile regression using metaheuristic algorithms
Rahman, Mohammad Arshad - In: International journal of computational economics and … 3 (2013) 3/4, pp. 205-233
Persistent link: https://www.econbiz.de/10010348508
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Comment on "Constrained optimization approaches to estimation of structural models"
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 365-370
Persistent link: https://www.econbiz.de/10011552255
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An exact correspondence of linear problems and randomizing linear algorithms
Eaves, Burchett Curtis; Rothblum, Uriel G. - In: Mathematics of operations research 39 (2014) 3, pp. 607-623
Persistent link: https://www.econbiz.de/10010402971