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...

Full description

Saved in:
Bibliographic Details
Published inOptimization letters Vol. 18; no. 1; pp. 257 - 277
Main Authors Kopperschmidt, Kai, Stacevičius, Ruslanas
Format Journal Article
LanguageEnglish
Published Berlin/Heidelberg Springer Berlin Heidelberg 01.01.2024
Subjects
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
Online AccessGet full text

Cover

More Information
Summary: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