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Polyhedral function constrained optimization problems

Osborne, Michael

Description

Recently polyhedral functions have proved distinctly useful in expressing selection criteria in various model building techniques. Here they play the role of a constraint on a estimation problem. Whereas they can always be replaced by an appropriate family of linear constraints, the resulting set can be a very large. Compact representations are available and their use is illustrated by developing both active set and homotopy algorithms for the general polyhedral constrained problem. These are...[Show more]

CollectionsANU Research Publications
Date published: 2005
Type: Journal article
URI: http://hdl.handle.net/1885/85322
Source: ANZIAM Journal

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