Accession Number : AD0713592

Title :   THE ISOTONIC REGRESSION PROBLEM AND ITS DUAL,

Corporate Author : CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s) : Barlow,R. E. ; Brunk,H. D.

Report Date : AUG 1970

Pagination or Media Count : 32

Abstract : The isotonic regression problem is to minimize Summation, i = 1 to k of (((g sub i) - (x sub i)) squared (w sub i)) subject to (x sub i) = or < (x sub j) when i * j where g sub i and w sub i > 0 (i = 1,2, ..., k). The solution is called the isotonic regression on g. A generalization of this problem is formulated and its Fenchel dual is calculated. A function of the isotonic regression also solves these problems. Problems in inventory theory and statistics are identified as dual isotonic regression problems. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, DECISION THEORY), (*INVENTORY CONTROL, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, CONVEX SETS, THEOREMS

Subject Categories : Statistics and Probability
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE