This paper concerns the method of selecting the best subset of explanatory variables in a multiple linear regression model. To evaluate a subset regression model, some goodness-of-fit measures, e.g., adjusted R^2, AIC and BIC, are generally employed. Although variable selection is usually handled via a stepwise regression method, the method does not always provide the … Read more
We show that a combination of two simple preprocessing steps would generally improve the conditioning of a homogeneous system of linear inequalities. Our approach is based on a comparison among three different but related notions of conditioning for linear inequalities. Article Download View Some preconditioners for systems of linear inequalities
In this paper we consider polynomial conic optimization problems, where the feasible set is defined by constraints in the form of given polynomial vectors belonging to given nonempty closed convex cones, and we assume that all the feasible solutions are nonnegative. This family of problems captures in particular polynomial optimization problems, polynomial semidefinite polynomial optimization … Read more
We address the conjecture proposed by Gabor Pataki that every facially exposed cone is nice. We show that the conjecture is true in the three-dimensional case, however, there exists a four-dimensional counterexample of a cone that is facially exposed but is not nice. Citation CRN, University of Ballarat Article Download View Facially exposed cones are … Read more
The maximum stable set problem is a well-known NP-hard problem in combinatorial optimization, which can be formulated as the maximization of a quadratic square-free polynomial over the (Boolean) hypercube. We investigate a hierarchy of linear programming relaxations for this problem, based on a result of Handelman showing that a positive polynomial over a polytope can … Read more
Methods for updating the LU factors of simplex basis matrices are reviewed. An alternative derivation of the Fletcher and Matthews method is given. This leads to generalizations of their method which avoids problems with both the Bartels and Golub method and the Fletcher and Matthews method. The improvements are to both numerical stability and data … Read more
This paper presents various worst-case results on the positive semidefinite (psd) rank of a nonnegative matrix, primarily in the context of polytopes. We prove that the psd rank of a generic n-dimensional polytope with v vertices is at least (nv)^(1/4) improving on previous lower bounds. For polygons with v vertices, we show that psd rank … Read more
In this paper we provide a generalization of two well-known positivstellensätze, namely the positivstellensatz from Pólya [Georg Pólya. Über positive darstellung von polynomen vierteljschr. In Naturforsch. Ges. Zürich, 73: 141-145, 1928] and the positivestellensatz from Putinar and Vasilescu [Mihai Putinar and Florian-Horia Vasilescu. Positive polynomials on semialgebraic sets. Comptes Rendus de l’Académie des Sciences – … Read more
In this note, we generalize the affine rank minimization problem and the vector cardinality minimization problem and show that the resulting generalized problem can be solved by solving a sequence of continuous concave minimization problems. In the case of the vector cardinality minimization problem, we show that it can be solved by solving the continuous … Read more
For linear optimization (LO) problems, we consider a curvature integral first introduced by Sonnevend et al. (1991). Our main result states that in order to establish an upper bound for the total Sonnevend curvature of the central path, it is sufficient to consider only the case when n = 2m. This also implies that the … Read more