A variance algorithm for constrained minimization with linear constraints
โ Scribed by R Chattopadhyay
- Publisher
- Elsevier Science
- Year
- 1973
- Tongue
- English
- Weight
- 394 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A stationary estimator is presented that provides estimates for both the outputs and the inputs of linear timeinvariant systems. The estimates satisfy the input-output equations and are optimal in a weighted minimum variance sense. It is shown that the true optimum problem is too complicated to allo
## Abstract A cutting plane method for solving concave minimization problems with linear constraints has been advanced by Tui. The principle behind this cutting plane has been applied to integer programming by Balas, Young, Glover, and others under the name of convexity cuts. This paper relates th