Variables

Table 11.3 shows the variables that are used in this example.

Table 11.3: Variables

Variable Name

Interpretation

Beta[k]

Regression coefficient of order $k$

Estimate[i]

Predicted value of $y$ for data point $i$

Surplus[i]

$\max \{ \Variable{Estimate[i]} - \Argument{y[i]}, 0\} $

Slack[i]

$\max \{ \Argument{y[i]} - \Variable{Estimate[i]}, 0\} $

MinMax

$\max _{i \in \text {POINTS}} \left| \Variable{Estimate[i]} - \Argument{y[i]} \right|$