On the relationship between regression analysis and mathematical programming

DOI10.1155/S1173912604000082MaRDI QIDQ705417zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 31 January 2005

Published in Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/124200

zbMATH Keywords

artificial variableleast squares methodquadratic programmingsimplex methodtwo-phase methods

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear programming (90C05) Quadratic programming (90C20) Applications of mathematical programming (90C90)

Review text

Summary: The interaction between linear and 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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