题名 | A sequential algorithm for optimization and its applications to regression analysis |
作者 | |
出版日期 | 1990 |
来源专著 | Lecture Notes in Contemporary Mathematics |
ISBN | 7030021622 |
出版地 | Beijing, China |
出版者 | Science Press |
页码 | 17-28 |
摘要 | In this paper, we suggest a sequential algorithm for finding the maximum/minimum of a continuous function in a multi-dimensional rectangle by number-theoretic method. The program of this method is simple, and the precision is higher than the method without using a sequential search. We can also generalize algorithm for finding the maximum of a function in some other regions such as ball, sphere and simplex. As an application, we use the algorithm to estimate the regression coefficients in some non-linear models as well as in the linear regression model with linear and nonnegative constraints. |
语种 | 英语English |
关键词 | Number-theoretic method non-linear regression analysis optimization regression with constraints uniform distribution |
引用统计 | |
文献类型 | 著作章节 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/5339 |
专题 | 个人在本单位外知识产出 |
作者单位 | 1.Institute of Applied Mathematics, Academia Sinica 2.Institute of Mathematics, Academia Sinica |
推荐引用方式 GB/T 7714 | Fang, Kaitai,Wang, Yuan. A sequential algorithm for optimization and its applications to regression analysis. Beijing, China: Science Press, 1990: 17-28. |
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