The determination of the MSE-minimizing value of the w_i is a non-linear optimization problem because A) absolute values are used. B) the w_i are fractional. C) the w_i sum to 1. D) MSE is a non-linear objective function.

Question

Quizplus · Accepted Answer

The non-linear optimization problem arises because the objective function, MSE, is non-linear. The variables being fractional or summing to 1 do not necessarily make the problem non-linear. The use of absolute values is not a factor in this particular problem.

The Determination of the MSE-Minimizing Value of the Wi Is

The Determination of the MSE-Minimizing Value of the W_i Is