| Article ID: | iaor20053305 |
| Country: | France |
| Volume: | 35 |
| Issue: | 3 |
| Start Page Number: | 315 |
| End Page Number: | 328 |
| Publication Date: | Jul 2001 |
| Journal: | RAIRO Operations Research |
| Authors: | Conde E., Carrizosa Emilio, Castao A., Romero-Morales D. |
The p-principal points of a random variable X with finite second moment are those p points in minimizing the expected square distance from X to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.