An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems

Meixia Lin, Defeng Sun, Kim-Chuan Toh. An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems. Math. Program. Comput., 14(2):223-270, 2022. [doi]

Authors

Meixia Lin

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Defeng Sun

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Kim-Chuan Toh

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