Izvestiya of Saratov University.
ISSN 1816-9791 (Print)
ISSN 2541-9005 (Online)

monotone regression

Dual active-set algorithm for optimal 3-monotone regression

The paper considers a shape-constrained optimization problem of constructing monotone regression which has gained much attention over the recent years. This paper presents the results of constructing the nonlinear regression with $3$-monotone constraints. Monotone regression of high orders can be applied in many fields, including non-parametric mathematical statistics and empirical data smoothing. In this paper, an iterative algorithm is proposed for constructing a sparse $3$-monotone regression, i.e.

On the Convergence of a Greedy Algorithm for the Solution of the Problem for the Construction of Monotone Regression

The paper presents greedy algorithms that use the Frank-Woolf-type approach for finding a sparse monotonic regression. The problem of finding monotonic regression arises in smoothing an empirical data, in problems of dynamic programming, mathematical statistics and in many other applied problems. The problem is to find a non-decreasing sequence of points with the lowest error of approximation to the given set of points on the plane.