We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
Least-squares estimation has always been the main approach when applying prediction error methods (PEM) in the identification of linear dynamical systems. Regardless of the estim...
Abstract We review the evolution of the nonparametric regression modeling in imaging from the local Nadaraya-Watson kernel estimate to the nonlocal means and further to transform-d...
Vladimir Katkovnik, Alessandro Foi, Karen Egiazari...
— In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio mode...
We describe a fast solver for linear systems with reconstructible Cauchylike structure, which requires O(rn2 ) floating point operations and O(rn) memory locations, where n is th...