### Abstract

Language | English |
---|---|

Journal | R A I R O - Operations Research |

Volume | 35 |

Issue number | 3 |

Pages | 315-328 |

ISSN | 0399-0559 |

DOIs | |

State | Published - 2001 |

Externally published | Yes |

### Keywords

### Cite this

*R A I R O - Operations Research*,

*35*(3), 315-328. DOI: 10.1051/ro:2001117

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*R A I R O - Operations Research*, vol. 35, no. 3, pp. 315-328. DOI: 10.1051/ro:2001117

**Finding the Principal Points of a Random Variable.** / Carrizosa, Emilio; Conde, E; Castaño, A; Morales, Dolores Romero.

Research output: Contribution to journal › Journal article › Research › peer-review

TY - JOUR

T1 - Finding the Principal Points of a Random Variable

AU - Carrizosa,Emilio

AU - Conde,E

AU - Castaño,A

AU - Morales,Dolores Romero

PY - 2001

Y1 - 2001

N2 - The p-principal points of a random variable X with finite second moment are those p points in ${\mathbb R}$ 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.

AB - The p-principal points of a random variable X with finite second moment are those p points in ${\mathbb R}$ 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.

KW - Principal points

KW - D.C. functions

KW - Branch and bound

U2 - 10.1051/ro:2001117

DO - 10.1051/ro:2001117

M3 - Journal article

VL - 35

SP - 315

EP - 328

JO - R A I R O - Operations Research

T2 - R A I R O - Operations Research

JF - R A I R O - Operations Research

SN - 0399-0559

IS - 3

ER -