Browsing by Keywords "Huber's M-estimator"
Now showing items 1-4 of 4
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Bound constrained quadratic programming via piecewise quadratic functions
(Springer-Verlag, 1999)We consider the strictly convex quadratic programming problem with bounded variables. A dual problem is derived using Lagrange duality. The dual problem is the minimization of an unconstrained, piecewise quadratic function. ... -
Duality in robust linear regression using Huber's M-estimator
(Elsevier, 1997-07)The robust linear regression problem using Huber's piecewise-quadratic M-estimator function is considered. Without exception, computational algorithms for this problem have been primal in nature. In this note, a dual ... -
A finite continuation algorithm for bound constrained quadratic programming
(Society for Industrial and Applied Mathematics Publications, 1998)The dual of the strictly convex quadratic programming problem with unit bounds is posed as a linear ℓ1 minimization problem with quadratic terms. A smooth approximation to the linear ℓ1 function is used to obtain a parametric ... -
Linear huber M-estimator under ellipsoidal data uncertainty
(Springer, 2002)The purpose of this note is to present a robust counterpart of the Huber estimation problem in the sense of Ben-Tal and Nemirovski when the data elements are subject to ellipsoidal uncertainty. The robust counterparts are ...