Degeneracy in Special Purpose Primal Algorithms Used in Obtaining Least Absolute Value Estimators.

Abstract

Efficient algorithms have been developed recently which utilize the specialized structure of the linear programming formulation for the problem of least absolute value estimation. These algorithms generally proceed in the direction of steepest descent along an edge of a convex polyhedral surface. However, we will show that the extreme point path of steepest descent may not be taken when degeneracy occurs. We will also present a criterion that determines the basic edge for steepest descent. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1977
Accession Number
ADA055042

Entities

People

  • Abraham Charnes
  • J. P. Godfrey
  • R. D. Armstrong

Organizations

  • University of Texas at Austin

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