A more efficient algorithm for Convex Nonparametric Least Squares

Abstract

Convex Nonparametric Least Squares (CNLSs) is a nonparametric regression method that does not require a priori specification of the functional form. The CNLS problem is solved by mathematical programming techniques; however, since the CNLS problem size grows quadratically as a function of the number of observations, standard quadratic programming (QP) and… (More)
DOI: 10.1016/j.ejor.2012.11.054

Topics

12 Figures and Tables

Cite this paper

@article{Lee2013AME, title={A more efficient algorithm for Convex Nonparametric Least Squares}, author={Chia-Yen Lee and Andrew L. Johnson and Erick Moreno-Centeno and Timo Kuosmanen}, journal={European Journal of Operational Research}, year={2013}, volume={227}, pages={391-400} }