Least Squares Fit of Definite Quadratic Forms by Convex Programming

H. O. Hartley, R. R. Hocking and W. P. Cooke
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H. O. Hartley: Texas A & M University
R. R. Hocking: Texas A & M University
W. P. Cooke: Texas A & M University

Management Science, 1967, vol. 13, issue 11, 913-925

Abstract: This paper considers the problem of fitting a quadratic regression law subject to the condition that the fitted surface be convex (concave). A computational algorithm is described for determining the constrained regression coefficients using an existing non-linear programming algorithm. Some of the properties of the estimators are described.

Date: 1967
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:13:y:1967:i:11:p:913-925

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