Pooling adjacent violators under interval constraints

• Published in: Optimization letters Vol. 18; no. 1; pp. 257 - 277
• Main Authors: Kopperschmidt, Kai, Stacevičius, Ruslanas
• Format: Journal Article
• Language: English
• 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

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...