Now showing items 1-6 of 6
Duality in robust linear regression using Huber's M-estimator
The robust linear regression problem using Huber's piecewise-quadratic M-estimator function is considered. Without exception, computational algorithms for this problem have been primal in nature. In this note, a dual ...
Bivariate distribution and the hazard functions when a component is randomly truncated
In random truncation models one observes the i.i.d. pairs (Ti≤Yi), i=1, ..., n. If Y is the variable of interest, then T is another independent variable which prevents the complete observation of Y and random left truncation ...
On testing independence with right truncated data
Inference with bivariate data gained considerable interest recently, See eg.,,. All of these studies howrver consider estimation of the bivariate distribution function under various bivariate censoring models. ...
Integrated lot sizing and tool management in automated manufacturing systems
We propose a new algorithm to solve lot sizing, tool allocation and machining conditions optimization problems simultaneously to minimize total production cost in a CNC environment. Most of the existing lot sizing and tool ...
New insights on the single machine total tardiness problem
(Palgrave Macmillan, 1997)
Virtually all algorithmic studies on the single machine total tardiness problem use Emmons' theorems that establish precedence relations between job pairs. In this paper, we investigate these theorems with a geometric ...
Piecewise-linear pathways to the optimal solution set in linear programming
(Kluwer Academic Publishers - Plenum Publishers, 1997)
This paper takes a fresh look at the application of quadratic penalty functions to linear programming. Recently, Madsen et al. (Ref. 1) described a continuation algorithm for linear programming based on smoothing a dual ...