Now showing items 1-4 of 4

    • Bound constrained quadratic programming via piecewise quadratic functions 

      Madsen, K.; Nielsen, H. B.; Pınar, M. Ç. (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 

      Pınar, M. Ç. (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 

      Madsen, K.; Nielsen, H. B.; Pınar, M. C. (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 

      Pınar, M. Ç. (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 ...