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USER’S GUIDE FOR QPOPT 1.0: A FORTRAN PACKAGE FOR QUADRATIC PROGRAMMING
Quadratic programming linear programming linear constraints
2015/7/3
QPOPT is a set of Fortran subroutines for minimizing a general quadratic function
subject to linear constraints and simple upper and lower bounds. QPOPT may also be
used for linear programming and f...
SOLVING REGULARIZED LINEAR PROGRAMS USING BARRIER METHODS AND KKT SYSTEMS
barrier methods interior methods linear programming
2015/7/3
We discuss the solution of regularized linear programs using a primal-dual barrier
method. Our implementation is based on indeˉnite Cholesky-type factorizations of full and reduced
KKT systems. Regu...
User’s Guide for SNOPT Version 7: Software for Large-Scale Nonlinear Programming
optimization large-scale nonlinear programming nonlinear constraints
2015/7/3
SNOPT is a general-purpose system for constrained optimization. It minimizes a
linear or nonlinear function subject to bounds on the variables and sparse linear or
nonlinear constraints. It is suita...
SOLUTION OF SPARSE LINEAR EQUATIONS USING CHOLESKY FACTORS OF AUGMENTED SYSTEMS
sparse linear equations direct methods unsymmetric matrices
2015/7/3
Cholesky factorizations have reached a high peak of e±ciency for solving sparse
symmetric systems, largely because their Analyze and Factor phases do not con°ict. We explore the
possibility of using...
The time-frequency and time-scale communities have recently developed a large number of
overcomplete waveform dictionaries—stationary wavelets, wavelet packets, cosine packets,
chirplets, and warple...
The lasso penalizes a least squares regression by the sum of the absolute values
(L1-norm) of the coefficients. The form of this penalty encourages sparse solutions (with many
coefficien...
A GLOBALLY CONVERGENT LINEARLY CONSTRAINED LAGRANGIAN METHOD FOR NONLINEAR OPTIMIZATION
large-scale optimization nonlinear programming
2015/7/3
The new algorithm has been implemented in Matlab, with an option to use either MINOS or
SNOPT (Fortran codes) to solve the linearly constrained subproblems. Only first derivatives are
required...
Stable and efficient updates to the basis matrix factors are vital to the simplex
method. The "best" updating method depends on the machine in use and how the update is implemented. For example, the ...
PRECONDITIONERS FOR INDEFINITE SYSTEMS ARISING IN OPTIMIZATION
indefinite systems preconditioners linear programming
2015/7/3
Methods are discussed for the solution of sparse linear equations Ky z, where K is
symmetric and indefinite. Since exact solutions are not always required, direct and iterative methods
are both of i...
LEAST SQUARES ESTIMATION OF DISCRETE LINEAR DYNAMIC SYSTEMS USING ORTHOGONAL TRANSFORMATIONS
DISCRETE LINEAR DYNAMIC SYSTEMS ORTHOGONAL TRANSFORMATIONS
2015/7/3
Kalman [9] introduced a method for estimating the state of a discrete linear dynamic
system subject to noise. His method is fast but has poor numerical properties. Duncan and Horn [3]
showed that th...
上市公司对商誉计量、披露存在的问题及对策
并购 商誉 上市公司 计量
2015/5/20
随着企业并购活动越来越活跃，合并商誉在企业资产总额中所占的比例越来越大。因此，加强对商誉确认、计量及披露的规范显得尤为重要。我国财政部于2006 年2 月颁布了新的企业会计准则，并规定从2007 年1 月1 日起在上市公司首先开始执行。现行会计准则对商誉相关处理的规范发生了很大的变化，然而该规范在上市公司实际应用中还存在很多问题值得我们关注。
2015年1月15日至16日，由北京大学统计科学中心和北京大学数量经济与数理金融教育部重点实验室联合主办，北京大学光华管理学院承办的“首届环亚太青年计量学者（YEAP）会议在光华管理学院1号楼举行。大会组织委员会主席由北京大学光华管理学院商务统计与经济计量系、北京大学统计科学中心年轻教员涂云东博士担任。国内外从事计量研究的著名学者与青年学者们就最新的研究成果进行了深入交流和讨论，来自全国各地的近百...
Associate Professor Gautam Pant ，Department of Management Sciences at University of Iowa（图）
Associate Professor Gautam Pant Department of Management Sciences at University of Iowa
2014/11/12
ssociate Professor Gautam Pant ，Department of Management Sciences at University of Iowa,his Expertise：
Analytics
Business Intelligence
Online Visibility
Web Mining
中国数量经济学会2014年年会在杭州召开
中国数量经济学会 2014年 杭州
2014/10/21
2014年10月17至19日, 中国数量经济学会2014年年会在浙江财经大学召开。此次年会由中国数量经济学会主办，浙江财经大学、国信证券博士后科研工作站和清华大学深圳研究生院承办。来自全国近百所高校和科研院所的500余人参加了本届年会。 年会开幕式由中国数量经济学会副理事长、中国社会科学院数量经济与技术经济研究所副所长齐建国主持。浙江财经大学党委书记韩翼祥教授出席了本届年会开幕式。韩翼祥教授和中国...
北京大学光华管理学院商务统计与经济计量系博士生郭斌文章被国际知名期刊Journal of Econometrics接收（图）
商务统计 经济计量 博士生 知名期刊 Journal of Econometrics
2014/9/23
在时间序列分析中，多维时间序列的建模和预测是一个非常重要的问题。随着科学技术的快速发展，高维时间序列的数据在金融、气候以及通信等领域随处可见。另一方面，运用现有的多维时间序列模型拟合高维时间序列数据时会遇到过度参数化以及模型不可识别等一系列问题。这使得高维时间序列建模在应用与理论两方面均有重要意义。日前，光华管理学院商务统计与经济计量系博士生郭斌及其合作者撰写的论文High Dimensional...