The validity of the ``pool-adjacent-violator'' algorithm (Q1096277)
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scientific article; zbMATH DE number 4030711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The validity of the ``pool-adjacent-violator'' algorithm |
scientific article; zbMATH DE number 4030711 |
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The validity of the ``pool-adjacent-violator'' algorithm (English)
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1988
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The purpose of this paper is to show that if G is a positive definite symmetric real matrix, the solution to minimize \((g-x)'G(g-x)\) subject to \(x'A\geq 0\) can be determined through the pool-adjacent-violator (PAV) algorithm if and only if the restrictions cone, \(\hat A,\) is acute. We also show that such a solution can be determined in one step if and only if \(\hat A\) is right-angled. In the problem of isotonic regression \(\hat A\) is acute.
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isotonic regression
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maximum likelihood estimation
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convex cone
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pool- adjacent-violator (PAV) algorithm
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right-angled
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acute
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