PARETO-OPTIMALITY IN LINEAR-REGRESSION

Authors
CARRIZOSA E CONDE E FERNANDEZ FR MUNOZ M PUERTO J
Citation
E. Carrizosa et al., PARETO-OPTIMALITY IN LINEAR-REGRESSION, Journal of mathematical analysis and applications, 190(1), 1995, pp. 129-141
Citations number
18
Categorie Soggetti
Mathematics, Pure",Mathematics,Mathematics,Mathematics
Journal title
Journal of mathematical analysis and applications → ACNP
ISSN journal
0022247X
Volume
190
Issue
1
Year of publication
1995
Pages
129 - 141
Database
ISI
SICI code
0022-247X(1995)190:1<129:PIL>2.0.ZU;2-S
Abstract
In this paper the linear regression problem is studied in the context of vector optimization theory. The set of Pareto-optimal solutions is represented as the set of optimal solutions to certain optimization pr oblems, and is geometrically characterized as a finite union of bounde d polyhedra. (C) 1995 Academic Press, Inc.