Article ID: | iaor20043748 |
Country: | United States |
Volume: | 8 |
Issue: | 2 |
Start Page Number: | 131 |
End Page Number: | 140 |
Publication Date: | Jun 2004 |
Journal: | Journal of Applied Mathematics & Decision Sciences |
Authors: | Lai C.D., Wang Dong Qian, Chukova Stefanka |
Keywords: | programming: quadratic, statistics: regression |
The interaction between linear, quadratic programming and regression analysis are explored by both statistical and operations research methods. Estimation and optimization problems are formulated in two different ways: on one hand linear and quadratic programming problems are formulated and solved by statistical methods, and on the other hand the solution of the linear regression model with constraints makes use of the simplex methods of linear or quadratic programming. Examples are given to illustrate the ideas.