Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods

Autor: Mair, Patrick, Hornik, Kurt, de Leeuw, Jan

In this paper we give a general framework for isotone optimization. First we discuss a generalized version of the pool-adjacent-violators algorithm (PAVA) to minimize a separable convex function with simple chain constraints. Besides of general conve

Externí odkaz: http://epub.wu.ac.at/3993/1/isotone.pdf

Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.

Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods

Autor: Jan de Leeuw, Kurt Hornik, Patrick Mair

Publikováno v: ResearcherID
Journal of Statistical Software; Vol 32 (2010); 1-24
Leeuw, Jan de; Hornik, Kurt; & Mair, Patrick. (2009). Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods. UCLA: Department of Statistics, UCLA. Retrieved from: http://www.escholarship.org/uc/item/6xc0172f
Journal of Statistical Software, Vol 32, Iss 05 (2009)
Scopus-Elsevier
de Leeuw, Jan; Hornik, Kurt; & Mair, Patrick. (2009). Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods. Department of Statistics, UCLA. UCLA: Department of Statistics, UCLA. Retrieved from: http://www.escholarship.org/uc/item/9zx9c72c
Jan de Leeuw; Kurt Hornik; & Patrick Mair. (2011). Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods. Department of Statistics, UCLA. UCLA: Department of Statistics, UCLA. Retrieved from: http://www.escholarship.org/uc/item/7qp1k7m2

In this paper we give a general framework for isotone optimization. First we discuss a generalized version of the pool-adjacent-violators algorithm (PAVA) to minimize a separable convex function with simple chain constraints. Besides of general conve

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::171003afc12429d43c111a2c4bdc8023
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000271534000001&KeyUID=WOS:000271534000001