Calibration of estimator-weights via semismooth Newton method.
Ralf T. MünnichEkkehard W. SachsMatthias WagnerPublished in: J. Glob. Optim. (2012)
Keyphrases
- newton method
- variational inequalities
- quasi newton
- nonlinear complementarity problem
- convergence analysis
- fischer burmeister
- regularized least squares
- sensitivity analysis
- linear equations
- optimality conditions
- least squares
- superlinear convergence
- nonlinear programming
- convex sets
- gauss newton
- maximum likelihood
- linear svm
- global convergence
- quadratic programming
- primal dual
- fixed point
- differential evolution