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Finite Algorithms in Optimization and Data Analysis (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)

M. R. Osborne




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 | #5876274 in Books |  1985-12-23 | Ingredients: Example Ingredients | Original language:English | PDF # 1 |  9.29 x1.18 x6.30l, | File type: PDF | 400 pages

||From the Publisher|A systematic treatment of well-known optimization problems in which an active set strategy leads to a finite algorithm. Applies techniques of convex analysis to problems in convex and nonconvex programming involving polyhedral functions. An im

A systematic treatment of well-known optimization problems in which an active set strategy leads to a finite algorithm. Applies techniques of convex analysis to problems in convex and nonconvex programming involving polyhedral functions. An important contribution of this work is the derivation of a compactly parametrized representation of the subdifferential of a polyhedral convex function. Develops finite algorithms for robust statistical estimators, nonparametric estim...

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