A Dual Active-Set Algorithm for Regularized Monotonic Regression
نویسندگان
چکیده
منابع مشابه
A Dual Active-Set Algorithm for Regularized Monotonic Regression
Monotonic (isotonic) regression is a powerful tool used for solving a wide range of important applied problems. One of its features, which poses a limitation on its use in some areas, is that it produces a piecewise constant fitted response. For smoothing the fitted response, we introduce a regularization term in the monotonic regression, formulated as a least distance problem with monotonicity...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2017
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-017-1060-0