On a Constrained Regression Problem and its Convex Optimisation Formulation

Michał Przyłuski

Abstract

We shall consider a constrained regression problem. A shape constraint is applied to a third-degree polynomial regression. We show that some of those problems might be formulated as a problem of finding a proper metric projection. They belong to a class of convex optimisation problems for which efficient solvers exist. A numerical example for a related problem arising in econometrics is given.
Author Michał Przyłuski (FEIT / AK)
Michał Przyłuski,,
- The Institute of Control and Computation Engineering
Pages565-574
Publication size in sheets0.5
Book Skolimowski Andrzej M. J. (eds.): Proceedings of KICSS'2013, 2013, Kraków, Progress & Business Publishers, ISBN 978-83-912831-8-9, 671 p.
Keywords in EnglishConvex optimisation, constrained regression, econometrics, total cost function
Languageen angielski
File
paper37.pdprzyluski KICSS13.pdf 223.05 KB
Score (nominal)15
ScoreMinisterial score = 10.0, 27-03-2017, BookChapterMatConf
Ministerial score (2013-2016) = 15.0, 27-03-2017, BookChapterMatConf
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