A Dual Active-Set Algorithm for Regularized Monotonic Regression
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DOI: 10.1007/s10957-017-1060-0
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- Yixiao Huang & Lei Zhao & Warren B. Powell & Yue Tong & Ilya O. Ryzhov, 2019. "Optimal Learning for Urban Delivery Fleet Allocation," Transportation Science, INFORMS, vol. 53(3), pages 623-641, May.
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Keywords
Large-scale optimization; Monotonic regression; Regularization; Quadratic penalty; Convex quadratic optimization; Dual active-set method;All these keywords.
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