On convergence of an augmented Lagrangian decomposition method for sparse convex optimization
Mathematics of Operations Research
A mathematical view of interior-point methods in convex optimization
A mathematical view of interior-point methods in convex optimization
Discrete Applied Mathematics
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An efficient method for the smooth estimation of the arrival rate of non-homogeneous, multi-dimensional Poisson processes from inexact arrivals is presented. The method provides a piecewise polynomial spline estimator. It is easily parallelized, and it exploits the sparsity of the neighborhood structure of the underlying spline space; as a result, it is very efficient and scalable. Numerical illustration is included.