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Linear Programming for Regression Analysis by 蕭仲綱 is a document available to read on EtoBox.

What is Linear Programming for Regression Analysis about?

The document discusses formulating linear regression problems as linear programs (LPs) by minimizing absolute deviations or maximum deviations between data points and the regression line. It provides three formulations as LPs: (1) minimizing the sum of absolute deviations, (2) minimizing the maximum absolute deviation, and (3) generalizing to polynomial regression. Sample LP models in AMPL format are given for the first two formulations.

Author

蕭仲綱

Language

EN