QUASILINEARIZATION, BOUNDARY-VALUE PROBLEMS AND LINEAR PROGRAMMING
Abstract
In this note is is shown that the problem of minimizing the maximum deviation can be solved using the quasilinearization format and employing linear programming at each stage of the calculation. In the case where the observational errors are all of approximately the same magnitude, or are all of the same relative magnitudes, this procedure seems to have substantial advantages over the method of least squares.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1964
- Accession Number
- AD0605553
Entities
People
- Harriet H. Kagiwada
- Richard E. Bellman
- Robert E. Kalaba
Organizations
- RAND Corporation