On the relationship between regression analysis and mathematical programming

On the relationship between regression analysis and mathematical programming

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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: , ,
Keywords: programming: quadratic, statistics: regression
Abstract:

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.

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