Implementing Convex Optimization in R: Two Econometric Examples

Examples of ill-behaved central paths in convex optimization

This paper presents some examples of ill-behaved central paths in convex optimization. Some contain infinitely many fixed length central segments; others manifest oscillations with infinite variation. These central paths can be encountered even for infinitely differentiable data.

CONVEX ANALYSIS AND NONLINEAR OPTIMIZATION Theory and Examples Second Edition

Optimization of Message Passing Libraries – Two Examples

The computation of large problems in scientifical and industrial fields needs for efficient computer systems. A rising number parallel computers are used to deliver necessary computation resources. The physical restrictions of circuit integration limit the speed of single processor solutions. The use of consumer components is a cost–effective way to built a parallel computer. The deployment of ...

User-Friendly Parallel Computations with Econometric Examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of par...

A.3 Spatial Econometric Functions in R