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An efficient method for the discrete linear ₁ approximation problem
An improved dual simplex algorithm for the solution of the discrete linear L 1 {L_1} approximation problem is described. In this algorithm certain intermediate iterations are skipped. This method is comparable with an improved simplex method due to Barrodale and Roberts, in both speed and number of...
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Published in: | Mathematics of computation 1975-01, Vol.29 (131), p.844-850 |
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Main Author: | |
Format: | Article |
Language: | English |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | An improved dual simplex algorithm for the solution of the discrete linear
L
1
{L_1}
approximation problem is described. In this algorithm certain intermediate iterations are skipped. This method is comparable with an improved simplex method due to Barrodale and Roberts, in both speed and number of iterations. It also has the advantage that in case of ill-conditioned problems, the basis matrix can lend itself to triangular factorization and can thus ensure a stable solution. Numerical results are given. |
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ISSN: | 0025-5718 1088-6842 |
DOI: | 10.1090/S0025-5718-1975-0378354-8 |