Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods
In this paper we give a general framework for isotone optimization. First we discuss a generalized version of the pool-adjacent-violators algorithm (PAVA) to minimize a separable convex function with simple chain constraints. Besides of general convex functions we extend existing PAVA implementation...
| Main Authors: | , , |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
American Statistical Association
2009
|
| Subjects: | |
| Online Access: | http://epub.wu.ac.at/3993/1/isotone.pdf |