A robust method based on LOVO functions for solving least squares problems
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DOI: 10.1007/s10898-020-00970-4
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References listed on IDEAS
- El Houcine Bergou & Youssef Diouane & Vyacheslav Kungurtsev, 2020. "Convergence and Complexity Analysis of a Levenberg–Marquardt Algorithm for Inverse Problems," Journal of Optimization Theory and Applications, Springer, vol. 185(3), pages 927-944, June.
- Zhongyi Jiang & Qiying Hu & Xiaojin Zheng, 2017. "Optimality condition and complexity of order-value optimization problems and low order-value optimization problems," Journal of Global Optimization, Springer, vol. 69(2), pages 511-523, October.
- E. Birgin & L. Bueno & N. Krejić & J. Martínez, 2011. "Low order-value approach for solving VaR-constrained optimization problems," Journal of Global Optimization, Springer, vol. 51(4), pages 715-742, December.
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Keywords
Low order-value optimization; Levenberg–Marquardt; Outlier detection; Robust least squares;All these keywords.
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