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Abstract: This paper presents a novel application of Interior Point Column Generation (IPCG) algorithms to adaptive filtering. IPCG algorithms have been developed in optimization theory to solve convex optimization or convex feasibility problems. One of their key features is that inequality constraints (that define the convex feasible region) are considered one at a time. This feature can be exploited in applications that require a solution to be updated adaptively. We give some background on IPCG... (Update)
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BibTeX entry: (Update)
K. H. Afkhamie, Z.-Q. Luo, and K. M. Wong, "Interior Point Column Generation Algorithms for Adaptive Filtering," tech. rep., Delft University of Technology, Delft, The Netherlands, Sept. 1996. presented in The International Workshop on Semidefinite Programming and Applications. http://citeseer.ist.psu.edu/afkhamie96interior.html More
@techreport{ afkhamie97interior,
author = "K. H. Afkhamie and Z.-Q. Luo and K. M. Wong",
title = "Interior point column generation algorithms for adaptive filtering",
address = "Hamilton, Ontario, L8S 4L7, Canada",
year = "1997",
url = "citeseer.ist.psu.edu/afkhamie96interior.html" }
Citations (may not include all citations):815 Adaptive Filter Theory (context) - Haykin - 1991
326 Interior Point Polynomial Algorithms in Convex Programming (context) - Nesterov, Nemirovskii - 1993
276 Semidefinite Programming - Vandenberghe, Boyd - 1996
51 Decomposition and Non-differentiable Optimization with the P.. (context) - Goffin, Haurie et al. - 1992
18 An Analytic Center based Column Generation Algorithm for Con.. - Luo, Sun
15 the Complexity of a Column Generation Algorithm for Convex o.. (context) - Goffin, Luo et al. - 1994
10 Analysis of a Cutting Plane Method That Uses Weighted Analyt.. - Luo - 1997
3 Bounded Error Parameter Estimation: A Sequential Analytic Ce.. - Bai, Ye - 1997
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