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On the implementation of a subset selection algorithm for the restricted least squares problem
| Content Provider | Scilit |
|---|---|
| Author | Clark, D. I. Osborne, M. R. |
| Copyright Year | 1980 |
| Description | By noting that it is possible to interchange the roles of the solution vector x and the vector of Lagrange multipliers λ in the restricted least squares problem we are able to give a very efficient implementation of Clark's subset selection algorithm. Numerical results are presented for several selection heuristics. |
| Related Links | https://www.cambridge.org/core/services/aop-cambridge-core/content/view/F7BBC01C6E6017EB1471F4ECED8B33A5/S0334270000002496a.pdf/div-class-title-on-the-implementation-of-a-subset-selection-algorithm-for-the-restricted-least-squares-problem-div.pdf |
| ISSN | 03342700 |
| e-ISSN | 18394078 |
| DOI | 10.1017/s0334270000002496 |
| Journal | The Journal of the Australian Mathematical Society. Series B. Applied Mathematics |
| Issue Number | 1 |
| Volume Number | 22 |
| Language | English |
| Publisher | Cambridge University Press (CUP) |
| Publisher Date | 1980-07-01 |
| Access Restriction | Open |
| Subject Keyword | The Journal of the Australian Mathematical Society. Series B. Applied Mathematics Applied Mathematics Subset Selection Algorithm |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics |
