Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory, 2021, Volume 200, Pages 115–125
DOI: https://doi.org/10.36535/0233-6723-2021-200-115-125
(Mi into907)
 

Analysis of the convergence of the algorithm for constructing a convex regression dependence

A. A. Gudkov, S. P. Sidorov, K. A. Spiridonov

Saratov State University
References:
Abstract: In this paper, to solve the problem of constructing a convex approximation to noisy data, we propose an algorithm for constructing convex regression using the active set approach. It is shown that the algorithm converges to the optimal solution and it is found the estimate of its complexity.
Keywords: nonlinear optimization, monotonic regression, convex regression, active set, segment regression.
Document Type: Article
UDC: 519.853, 519.65
MSC: 65K05, 65D10, 65D07
Language: Russian
Citation: A. A. Gudkov, S. P. Sidorov, K. A. Spiridonov, “Analysis of the convergence of the algorithm for constructing a convex regression dependence”, Proceedings of the 20 International Saratov Winter School "Contemporary Problems of Function Theory and Their Applications", Saratov, January 28 — February 1, 2020. Part 2, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 200, VINITI, Moscow, 2021, 115–125
Citation in format AMSBIB
\Bibitem{GudSidSpi21}
\by A.~A.~Gudkov, S.~P.~Sidorov, K.~A.~Spiridonov
\paper Analysis of the convergence of the algorithm for constructing a convex regression dependence
\inbook Proceedings of the 20 International Saratov Winter School "Contemporary Problems of Function Theory and Their Applications", Saratov, January 28 — February 1, 2020. Part 2
\serial Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz.
\yr 2021
\vol 200
\pages 115--125
\publ VINITI
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/into907}
\crossref{https://doi.org/10.36535/0233-6723-2021-200-115-125}
Linking options:
  • https://www.mathnet.ru/eng/into907
  • https://www.mathnet.ru/eng/into/v200/p115
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory
    Statistics & downloads:
    Abstract page:117
    Full-text PDF :67
    References:18
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024