摘要:The interaction between linear, quadratic programming and regression analysis
are explored by both statistical and operations research methods. Estimation and
optimization problems are formulated in two different ways: on one hand linear and
quadratic programming problems are formulated and solved by statistical methods, and
on the other hand the solution of the linear regression model with constraints makes
use of the simplex methods of linear or quadratic programming. Examples are given to
illustrate the ideas.