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Quadratic programming for nonlinear regression

Published: 01 January 1972 Publication History

Abstract

A quadratic programming algorithm is described for use with the magnified diagonal method of nonlinear regression with linear constraints. The regression method is published in JACM, July 1970.

References

[1]
Charnes, A., and Cooper, W.W. Management Models and Industrial Applications of Linear Programming, Vol. 2. Wiley, New York, 1961, pp. 682-687.
[2]
Fox, L. An Introduction to Numerical Linear Algebra. Oxford U. Press, New York, 1965.
[3]
Hadley, G. Nonlinear and Dynamic Programming. Addison-Wesley, Reading, Mass., 1964.
[4]
Hildreth, C. A quadratic programming procedure. Naval Res Logistics Quart. 14 (1957), 79-85.
[5]
Lemke, C.E. A method for solution of quadratic programs, Man. Sci. 8 (1962), 442--453.
[6]
Shrager, R.I. Nonlinear regression with linear constraints: an extension of the magnified diagonal method. J. ACM 17, 3 (July 1970), 446-452.
[7]
Lemke, C.E. On complementary pivot theory. Proc. Summer Seminar, V. 11, Mathematics of the Decisions Sciences, Pt. 1, Amer. Math. Soc., 1967.
[8]
Cottle, Richard W., and Dantzig, George B. Complementary pivot theory. Proc. Summer Seminar, V. 11, Mathematics of the Decisions Sciences, Pt. 1, Amer. Math. Soc., 1967.
[9]
Cottle, Richard W. The principal pivoting method of quadratic programming. Proc. Summer Seminar, V. 11, Mathematics of the Decisions Sciences, Pt. 1, Amer. Math. Soc., 1967.

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 January 1972
Published in CACM Volume 15, Issue 1

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Author Tags

  1. constraints
  2. inequality
  3. iteration
  4. least squares
  5. nonlinear equations
  6. nonlinear programming
  7. nonlinear regression
  8. quadratic programming

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