An Algorithm for a Least Absolute Value Regression Problem with Bounds on the Parameters.

Abstract

This paper presents a special purpose linear programming algorithm to solve a least absolute value regression problem with upper and lower bounds on the parameters. The algorithm exploits the problem's special structure by maintaining a compact representation of the basis inverse and by allowing for the capability to combine several simplex iterations into one. Computational results with a computer code implementation of the algorithm is given. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1980
Accession Number
ADA091216

Entities

People

  • Mabel Kung
  • Ronald Armstrong

Organizations

  • University of Texas at Austin

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Classification
  • Computations
  • Computer Programming
  • Computers
  • Estimators
  • Heuristic Methods
  • Indicators
  • Iterations
  • Linear Programming
  • Mathematical Analysis
  • Military Research
  • Random Number Generators
  • Simplex Method
  • United States Government

Fields of Study

  • Computer science
  • Mathematics

Readers

  • Approximation Theory.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)