Pooling adjacent violators under interval constraints

Approaches which “pool adjacent violators” are very simple and efficient methods to solve isotonic regression problems. We extend this type of algorithms to include non-uniform interval constraints in the complete order case. We prove correctness and linear computational complexity of a resulting ap...

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Vydané v:Optimization letters Ročník 18; číslo 1; s. 257 - 277
Hlavní autori: Kopperschmidt, Kai, Stacevičius, Ruslanas
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Berlin/Heidelberg Springer Berlin Heidelberg 01.01.2024
Predmet:
Computational Intelligence
Mathematics
Mathematics and Statistics
Numerical and Computational Physics
Operations Research/Decision Theory
Optimization
Original Paper
Simulation
Pooling adjacent violators
Quadratic programming
Isotonic regression
Optimization
ISSN:1862-4472, 1862-4480
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Popis
Shrnutí:Approaches which “pool adjacent violators” are very simple and efficient methods to solve isotonic regression problems. We extend this type of algorithms to include non-uniform interval constraints in the complete order case. We prove correctness and linear computational complexity of a resulting approach. We also show that a straightforward implementation in C outperforms more general solvers on a sequence of specifically designed problem instances.
ISSN:1862-4472
1862-4480
DOI:10.1007/s11590-023-01988-9