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A Simple New Algorithm for Quadratic Programming with Applications in Statistics |
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| Authors: | Mary C. Meyer | |
| Affiliation: | Department of Statistics , Colorado State University , Fort Collins , Colorado , USA | |
| Abstract: | Problems involving estimation and inference under linear inequality constraints arise often in statistical modeling. In this article, we propose an algorithm to solve the quadratic programming problem of minimizing  | |
| Keywords: | Cone projection Constrained parameter estimation Dual algorithm Inequality constraints Polar cone Primal-dual methods Restricted least squares Shape-restricted regression | |