THE ISOTONIC REGRESSION PROBLEM AND ITS DUAL,

Abstract

The isotonic regression problem is to minimize Summation, i = 1 to k of (((g sub i) - (x sub i)) squared (w sub i)) subject to (x sub i) = or < (x sub j) when i * j where g sub i and w sub i > 0 (i = 1,2, ..., k). The solution is called the isotonic regression on g. A generalization of this problem is formulated and its Fenchel dual is calculated. A function of the isotonic regression also solves these problems. Problems in inventory theory and statistics are identified as dual isotonic regression problems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1970
Accession Number
AD0713592

Entities

People

  • H. D. Brunk
  • R. E. Barlow

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Behavior And Behavior Mechanisms
  • Behavioral Disciplines And Activities
  • Behavioral Sciences
  • Computing-Related Activities
  • Cooperation
  • Data Science
  • Group Dynamics
  • Information Science
  • Interdisciplinary Science
  • Inventory
  • Statistics

Readers

  • Operations Research
  • Regression Analysis.