Least Squares Fit of Definite Quadratic Forms by Convex Programming

This paper considers the problem of fitting a quadratic regression law subject to the condition that the fitted surface be convex (concave). A computational algorithm is described for determining the constrained regression coefficients using an existing non-linear programming algorithm. Some of the properties of the estimators are described.

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Year of publication:	1967
Authors:	Hartley, H. O. ; Hocking, R. R. ; Cooke, W. P.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 13.1967, 11, p. 913-925
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.13.11.913 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009196699