A more efficient algorithm for Convex Nonparametric Least Squares

@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}
}
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 Nonlinear Programming (NLP) algorithms are inadequate for handling large samples, and the computational burdens become significant even for… CONTINUE READING
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