An interior point algorithm for nonlinear quantile regression
نویسندگان
چکیده
منابع مشابه
An Interior-Point Algorithm for Nonconvex Nonlinear Programming
The paper describes an interior–point algorithm for nonconvex nonlinear programming which is a direct extension of interior–point methods for linear and quadratic programming. Major modifications include a merit function and an altered search direction to ensure that a descent direction for the merit function is obtained. Preliminary numerical testing indicates that the method is robust. Furthe...
متن کاملAn interior-point trust-funnel algorithm for nonlinear optimization
We present an interior-point trust-funnel algorithm for solving large-scale nonlinear optimization problems. The method is based on an approach proposed by Gould and Toint (Math. Prog., 122(1):155196, 2010) that focused on solving equality constrained problems. Our method is similar in that it achieves global convergence guarantees by combining a trust-region methodology with a funnel mechanism...
متن کاملAn Interior Point Algorithm for Large-Scale Nonlinear Programming
The design and implementation of a new algorithm for solving large nonlinear programming problems is described. It follows a barrier approach that employs sequential quadratic programming and trust regions to solve the subproblems occurring in the iteration. Both primal and primal-dual versions of the algorithm are developed, and their performance is illustrated in a set of numerical tests.
متن کاملSpecialized Interior Point Algorithm for Stable Nonlinear System Identification
Estimation of nonlinear dynamic models from data poses many challenges, including model instability and non-convexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation fidelity and guarantee stability via semidefinite programming (SDP), however the resulting SDPs have large dimension, limiting their utility in practical prob...
متن کاملImproved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1996
ISSN: 0304-4076
DOI: 10.1016/0304-4076(96)84507-6