✦ LIBER ✦

Fast and robust algorithm to compute exact polytope parameter bounds

✍ Scribed by S.H. Mo; J.P. Norton

Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 862 KB
Volume: 32
Category: Article
ISSN: 0378-4754
DOI: 10.1016/0378-4754(90)90004-3

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✦ Synopsis

When bounds on the parameters of a linear-in-the-parameters model are computed, the exact feasible parameter set defined by the bounds (a polytope) is usually approximated by a simpler shape such as an ellipsoid. However, such simpler bounds may be much looser than the exact bounds. A new algorithm for updating the exact bounds is presented and compared with other recently published methods. Computational results illustrate exact polytope-bound updating by this algorithm from records of realistic length.