Accession Number:

AD0713592

Title:

THE ISOTONIC REGRESSION PROBLEM AND ITS DUAL,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s):

Report Date:

1970-08-01

Pagination or Media Count:

32.0

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

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE