Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A penalized method for multivariate concave least squares with
  application to productivity analysis   We propose a penalized method for the least squares estimator of a
multivariate concave regression function. This estimator is formulated as a
quadratic programming (QP) problem with $O(n^2)$ constraints, where n is the
number of observations. Computing such an estimator is a very time-consuming
task, and the computational burden rises dramatically as the number of
observations increases. By introducing a quadratic penalty function, we
reformulate the concave least squares estimator as a QP with only
non-negativity constraints. This reformulation can be adapted for estimating
variants of shape restricted least squares, i.e. the monotonic-concave/convex
least squares. The experimental results and an empirical study show that the
reformulated problem and its dual are solved significantly faster than the
original problem. The Matlab and R codes for implementing the penalized
problems are provided in the paper.

30
The categories of this paper are: q-alg
6
The categories of this paper are: astro-ph
3
The categories of this paper are: physics
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
4
The categories of this paper are: cond-mat
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
32
The categories of this paper are: atom-ph
23
The categories of this paper are: solv-int
13
The categories of this paper are: quant-ph
1
The categories of this paper are: cs
29
The categories of this paper are: funct-an
7
The categories of this paper are: hep-th
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph