Constrained l1 estimation via geometric programming

The l 1 and constrained l 1 estimation problems are viewed in the light of extended geometric programming. As a result of this point of view we are able to establish an equivalence between geometric and linear programming duality results for these classes of problems. In addition, the duality result...

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Bibliographic Details
Published in:European journal of operational research 1981-01, Vol.7 (3), p.299-305
Main Authors: Dinkel, John J., Pfaffenberger, Roger C.
Format: Article
Language:English
Subjects:
Estimating techniques
Linear programming
Operations research
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Summary:The l 1 and constrained l 1 estimation problems are viewed in the light of extended geometric programming. As a result of this point of view we are able to establish an equivalence between geometric and linear programming duality results for these classes of problems. In addition, the duality results provide some useful insights into the properties of the l 1 estimation problems. Finally we establish an equivalence between the l ∞ norm problem and a class of constrained l 1 estimation problems.
ISSN:0377-2217
1872-6860
DOI:10.1016/0377-2217(81)90352-0