Pàgina inicial > Resultats de la cerca: Linear Programming
  Consells de cerca
Cerca avançada
Cerca col·leccions:
Ordena'ls per: Mostrar els resultats: Format de visualizació:
Resultats globals: 16 registres trobats en 0.02 segons.
Articles, 16 registres trobats
Articles 16 registres trobats  1 - 10següent  anar al registre:
1.
20 p, 395.8 KB Joint outlier detection and variable selection using discrete optimization / Jammal, Mahdi ; Canu, Stephane ; Abdallah, Maher
In regression, the quality of estimators is known to be very sensitive to the presence of spurious variables and outliers. Unfortunately, this is a frequent situation when dealing with real data. To handle outlier proneness and achieve variable selection, we propose a robust method performing the outright rejection of discordant observations together with the selection of relevant variables. [...]
2021 - 10.2436/20.8080.02.109
SORT : statistics and operations research transactions, Vol. 45 Núm. 1 (January-June 2021) , p. 47-66 (Articles)  
Registre complet - Creative Commons
2.
32 p, 463.2 KB Integer constraints for enhancing interpretability in linear regression / Carrizosa Priego, Emilio (Universidad de Sevilla. Departamento de Estadística e Investigación Operativa) ; Olivares-Nadal, Alba V. (The University of Chicago Booth School of Business) ; Ramírez-Cobo, Pepa (Universidad de Cádiz. Departamento de Estadística e Investigación Operativa)
One of the main challenges researchers face is to identify the most relevant features in a prediction model. As a consequence, many regularized methods seeking sparsity have flourished. Although sparse, their solutions may not be interpretable in the presence of spurious coefficients and correlated features. [...]
2020 - 10.2436/20.8080.02.95
SORT : statistics and operations research transactions, Vol. 44 Núm. 1 (January-June 2020) , p. 67-98 (Articles)  
Registre complet - Creative Commons
3.
16 p, 542.3 KB Poisson excess relative risk models : new implementations and software / Higueras Hernáez, Manuel (Universidad de La Rioja. Departamento de Matemáticas y Computación) ; Howes, Adam (Basque Center for Applied Mathematics - BCAM)
Two new implementations for fitting Poisson excess relative risk methods are proposed for assumed simple models. This allows for estimation of the excess relative risk associated with a unique exposure, where the background risk is modelled by a unique categorical variable, for example gender or attained age levels. [...]
2018 - 10.2436/20.8080.02.76
SORT : statistics and operations research transactions, Vol. 42 Núm. 2 (July-December 2018) , p. 237-252 (Articles)  
Registre complet - Creative Commons
4.
24 p, 210.3 KB A quasi-malmquist productivity index / Grifell-Tatjé, Emili (Universitat Autònoma de Barcelona. Departament d'Economia de l'Empresa) ; Lovell, C. A. Knox (University of Georgia. Department of Economics) ; Pastor Ciurana, Jesús T (Universitat d'Alacant. Departament d'Estadística i Investigació Operativa)
The Malmquist productivity index is based on distance functions, which are reciprocals of radial Debreu-Farrell efficiency measures, and which have a number of desirable properties. Linear programming techniques are frequently employed to calculate the efficiency measures. [...]
1998 - 10.1023/A:1018329930629
Journal of productivity analysis, Vol. 10 Núm. 1 (July 1998) , p. 7-20  
Registre complet -
5.
24 p, 161.1 KB Imputation of numerical data under linear edit restrictions / Wieger Coutinho, Ton de Waal, Marco Remmerswaal
A common problem faced by statistical offices is that data may be missing from collected data sets. The typical way to overcome this problem is to impute the missing data. The problem of imputing missing data is complicated by the fact that statistical data often have to satisfy certain edit rules, which for numerical data usually take the form of linear restrictions. [...]
2011
SORT : statistics and operations research transactions, Vol. 35, Núm. 1 (January-June 2011) , p. 39-62  
Registre complet - Creative Commons
6.
18 p, 114.4 KB Extending controlled tabular adjustment for non-additive tabular data with negative protection levels / Castro, Jordi (Universitat Politècnica de Catalunya)
Minimum distance controlled tabular adjustment (CTA) is a recent perturbative methodology for the protection of tabular data. An implementation of CTA was recently used by Eurostat for the protection of European Union level structural business and animal production statistics. [...]
2011
SORT : statistics and operations research transactions, Vol. 35, Núm. 1 (January-June 2011) , p. 3-20  
Registre complet - Creative Commons
7.
15 p, 623.1 KB Worst-case analyses, linear programming and the bin-packing problem / Chan, Lap Mui Ann (The Hong Kong Polytechnic University) ; Simchi-Levi, David (Northwestern University) ; Bramel, Julien (Columbia University)
In this paper we consider the familiar bin-packing problem and its associated set-partitioning formulation. We show that the optimal solution to the bin-packing problem can be no larger than 4/3 Z _LP where Z_LP is the optimal solution value of the linear programming relaxation of the set-partitioning formulation. [...]
1998
Mathematical Programming, vol. 83 n. 2 (1998) p. 213-227  
 Accés restringit a la UAB
Registre complet -
8.
28 p, 1.1 MB Condition measures and properties of the central trajectory of a linear program / Nunez, Manuel A. (Chapman University (Orange, Estats Units d'Amèrica). School of Business and Economics) ; Freund, Robert M. (Sloan School of Management)
Given a data instance d = (A, b, c) of a linear program, we show that certain properties of solutions along the central trajectory of the linear program are inherently related to the condition number C(d) of the data instance d = (A, b, c), where C(d) is a scale-invariant reciprocal of a closely-related measure (rho)(d) called the "distance to ill-posedness". [...]
1998
Mathematical Programming, vol. 83 n. 1 (1998) p. 1-28  
 Accés restringit a la UAB
Registre complet -
9.
27 p, 1.5 MB Criss-cross methods : A fresh view on pivot algorithms / Fukuda, Komei ; Terlaky, Tamás
Criss-cross methods are pivot algorithms that solve linear programming problems in one phase starting with any basic solution. The first finite criss-cross method was invented by Chang, Terlaky and Wang independently. [...]
1997
Mathematical Programming, vol. 79 n. 1-3 (1997) p. 369-395  
 Accés restringit a la UAB
Registre complet -
10.
16 p, 789.7 KB How to deal with the unbounded in optimization : Theory and algorithms / Auslender, A.
The aim of this survey is to show how the unbounded arises in optimization problems and how it leads to fundamental notions which are not only useful for proving theoretical results such as convergence of algorithms and the existence of optimal solutions, but also for constructing new methods. [...]
1997
Mathematical Programming, vol. 79 n. 1-3 (1997) p. 3-18  
 Accés restringit a la UAB
Registre complet -

Articles : 16 registres trobats   1 - 10següent  anar al registre:
Us interessa rebre alertes sobre nous resultats d'aquesta cerca?
Definiu una alerta personal via correu electrònic o subscribiu-vos al canal RSS.
Dipòsit Digital de Documents de la UAB :: Cerca :: Lliura :: Personalitza :: Ajuda
Powered by Invenio v1.1.6
Mantingut per ddd.bib@uab.cat  :: Metadades subjectes a:
Col·laborem