On a Constrained Regression Problem and its Convex Optimisation Formulation
AbstractWe 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.
|Publication size in sheets||0.5|
|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 English||Convex optimisation, constrained regression, econometrics, total cost function|
|Score|| = 10.0, 27-03-2017, BookChapterMatConf|
= 15.0, 27-03-2017, BookChapterMatConf
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