An interative linear programming solution to the Euclidean regression model

An interative linear programming solution to the Euclidean regression model

0.00 Avg rating0 Votes
Article ID: iaor19921146
Country: United Kingdom
Volume: 18
Start Page Number: 655
End Page Number: 661
Publication Date: Nov 1991
Journal: Computers and Operations Research
Authors:
Keywords: statistics: regression
Abstract:

A mathematical programming approach is employed to solve the n-dimensional linear Euclidean regression problem, in which the objective is to determine a hyperplane which minimizes the sum of the normal Euclidean distances to a given set of data points. Although the problem is a nonlinear nonconvex programming problem, an efficient solution algorithm is developed which solves a succession of linear programming problems.

Reviews

Required fields are marked *. Your email address will not be published.