Dual active-set algorithm for optimal 3-monotone regression

DOI10.18500/1816-9791-2022-22-2-216-223zbMath1496.62113OpenAlexW4293061930MaRDI QIDQ5086554

Kirill Spiridonov, Alexander A. Gudkov, Sergei P. Sidorov

Publication date: 5 July 2022

Published in: Izvestiya of Saratov University. Mathematics. Mechanics. Informatics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/isu935

zbMATH Keywords

isotonic regressiondual algorithmmonotone regressionconvex regression\(k\)-monotone regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Cites Work

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• Linear approximation method preserving \(k\)-monotonicity
• A dual active set algorithm for optimal sparse convex regression
• Inequalities: theory of majorization and its applications

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