Finding the principal points of a random variable

Carrizosa, Emilio, Conde, E., Castano, A. and Romero-Morales, Dolores (2001) Finding the principal points of a random variable. RAIRO - Operations Research, 35 (3).

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The p-principal points of a random variable X with finite second moment are those p points in minimizing the expected squared distance from X to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.

Item Type: Article
Keywords: Principal points, d.c. functions, branch and bound, management science
Subject(s): Management science
Date Deposited: 09 Sep 2010 14:26
Last Modified: 09 Mar 2017 16:22
Funders: N/A

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