|
| << previous | next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 7 of 10 found articles
| Title: |
Least absolute value regression: a special case of piecewise linear minimization |
| Author: |
Bartels, Richard H. Conn, Andrew R. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 6 (1977) nr. 4 pages 329-339 |
| Year: |
1977 |
| Contents: |
The Barrodale and Roberts algorithm for least absolute value (LAV) regression and the algorithm proposed by Bartels and Conn both have the advantage that they are often able to skip across points at which the conventional simplex-method algorithms for LAV regression would be required to carry out an (expensive) pivot operation. We indicate here that this advantage holds in the Bartels-Conn approach for a wider class of problems: the minimization of piecewise linear functions. We show how LAV regression, restricted LAV regression, general linear programming and least maximum absolute value regression can all be easily expressed as piecewise linear minimization problems. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 7 of 10 found articles
| << previous | next >> |