A Restricted Discrete Approximation Problem in the (L sub 1) Norm.
Abstract
Discrete approximation problems in the (L sub 1) norm arise in fitting by polynomials, linear regression, and goal programming. This paper presents an algorithm to solve discrete approximations in the (L sub 1) norm when the parameters are restricted by linear constraints. The algorithm is a special purpose primal linear programming method that uses certain properties of the problem to substantially reduce storage requirements and solution times. Computational experience with a computer code version of the algorithm will be presented.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1975
- Accession Number
- ADA015608
Entities
People
- John W. Hultz
- Ronald D. Armstrong
Organizations
- University of Texas at Austin