Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [linear-programming]

37 questions
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Formulating quantile regression as Linear Programming problem?

How do I formulate quantile regression as a Linear Programming problem? When looking at the median quantile problem I know it is \begin{align} \text{minimize } & \sum_{i=1}^n |\beta_0 + X_i \beta_1-Y_i|\\ \text{transforms into } & \\ \text{minimize…
machazthegamer
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How to solve least absolute deviation by simplex method?

Here is the least absolute deviation problem under concerned: $ \underset{\textbf{w}}{\arg\min} L(w)=\sum_{i=1}^{n}|y_{i}-\textbf{w}^T\textbf{x}|$. I know it can be rearranged as LP problem in following way: $\min \sum_{i=1}^{n}u_{i}$ $u_i \geq…
southdoor
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Is there a measure to describe the degree of linear separability?

I know that given two sets of points, one can use linear programming to see if there is a solution/hyperplane that linearly separates the two data sets. But this holds for completely linearly separability. I wonder in case that the two sets can only…
Nicholas
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Does every gutter point in SVM have positive multiplier?

I understand that SVM is about solving the constrained optimization such that $$\min_{\mathbf{w}} \dfrac{1}{2} \mathbf{w}^T\mathbf{w}$$ subject to $$y_i(\mathbf{w}^T\mathbf{x_i}+b)\geq{1}, i=1, 2, ...,n$$ And this is handled using nonlinear…
Nicholas
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How can we allocate when we have 150 open slots every day (5 days a week) for those 200 arrivals every day

My question is to solve a very basic problem related to the allocation of slots. Say there are 20 teams with 10 persons in each team. I have 150 open slots every day (5 days a week) for those 20 teams but I cannot accommodate 200 arrivals every…
StatsUser
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AIC/BIC for quantile regression

I am working on Quantile Regression (QR) and want to assess models using goodness of fit (GOF) measures. I have come across the post here, here that says, AIC/BIC can be calculated for QR model besides R squared as GOF. My questions are; Does…
Enigma
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is it possible to estimate least squares model coefficients by linear programming?

I'm not a linear programming expert, I was just wondering; Can I get the same coefficients that I get in the least squares method with a linear programming model whose objective function is minimizing $$\sum_{i = 1 }^{n}(\hat{y}_{i} - y_{i})^2$$ if…
Samet Sökel
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An artist published M albums. How to make a selection from the album so that all my N favorite songs are covered, while minimizing my cost?

This is a real life question.. I have a list of N favorite songs from an artist. Out of all M albums from the artist ever published,I want to buy a few albums to cover all of my N favorite songs, but I also want to minimize my spending. How to set…
Wudanao
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Linear Programming problem for finding supplier

I have a linear programming problem in front of me that I am searching to solve in R (any package), seems like an unbalanced assignment problem to me with relaxed constraints on columns (repeated assignment is possible): I got 188 Materials that I…
Patrik
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Is it possible to optimize correlation coefficient under linear constraint?

I am new to optimization and recently bump into a problem where I have to optimize the correlation coefficient of a series of values with the absolute value of another vector under the linear constraint, but I am not sure if optimization correlation…
flashing sweep
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Resulting shapes when partitioning the constraint matrix $\boldsymbol{A}$ in linear programming

\begin{equation} \boldsymbol{A} = \begin{bmatrix} {1}_n^\top \otimes \mathbb{I}_m \\ \mathbb{I}_n \otimes {1}_m^\top \end{bmatrix} \in \mathbb{R}^{(m+n)\times mn} \end{equation} If the above matrix is partitioned as follows, are the dimensions…
develarist
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Can we use linear regression to define the objective function in linear programming?

This is a general question about how linear programming is used in the analytics community. Is it common, or feasible to use linear regression (or perhaps even more complex models like regression trees) to act as the objective function in a linear…
saeranv
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how to set up an optimization problem to split a group of people into two groups, with several constraints

I am a bit stuck with this problem; I found a temporary (an perhaps suboptimal) solution using Excel, but I'd like to hear your opinion /advice, please. 9 people want to form a group and go on on a trip together. They have 5 possible destinations…
user6376297
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Linear programming optimization

I have found through my reading that applying linear programming optimization techniques are substantially more expensive compared to mean squared error-based methods. Could someone please help in explaining the computational cost of Linear…
jeza
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Defining LP investment model in Lindo/Solver

Models provided below. My questions are: 1. (G+I+M) after each constraint in the screenshot of the mathematical model below represents Growth, Income and Money Market Funds, but does that mean for example, G >= 0.20 multiplied by (G+I+M)? 2. Much…
Edison
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