| Article ID: | iaor19891082 |
| Country: | France |
| Volume: | 23 |
| Issue: | 4 |
| Start Page Number: | 305 |
| End Page Number: | 317 |
| Publication Date: | Dec 1989 |
| Journal: | RAIRO Operations Research |
| Authors: | Soumis Franois, Dumas Yvan, Desrosiers Jacques |
The authors present a dual algorithm to minimize a separable convex function under ratio constraints between variables. This minimization problem occurs when the dependent variable of a regression model is discrete. The algorithm’s complexity is shown to be linear, in number of operations, for the quadratic and linear cases.