AN ALGORITHM FOR A LEAST ABSOLUTE VALUE REGRESSION PROBLEM WITH BOUNDS ON THE PARAMETERS

被引:4
作者
ARMSTRONG, RD [1 ]
KUNG, MT [1 ]
机构
[1] MCMASTER UNIV,FAC BUSINESS,HAMILTON L8S 4M4,ONTARIO,CANADA
关键词
D O I
10.1016/0096-3003(80)90049-1
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:267 / 279
页数:13
相关论文
共 18 条
[1]   REVISED SIMPLEX ALGORITHM FOR THE ABSOLUTE DEVIATION CURVE FITTING PROBLEM [J].
ARMSTRONG, RD ;
FROME, EL ;
KUNG, DS .
COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1979, 8 (02) :175-190
[2]   ALGORITHM FOR A RESTRICTED DISCRETE APPROXIMATION PROBLEM IN L1 NORM [J].
ARMSTRONG, RD ;
HULTZ, JW .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1977, 14 (03) :555-565
[3]   BRANCH-AND-BOUND SOLUTION OF A RESTRICTED LEAST-SQUARES PROBLEM [J].
ARMSTRONG, RD ;
FROME, EL .
TECHNOMETRICS, 1976, 18 (04) :447-450
[4]   SOLUTION OF AN OVERDETERMINED SYSTEM OF EQUATIONS IN L1 NORM [F4] [J].
BARRODALE, I ;
ROBERTS, FDK .
COMMUNICATIONS OF THE ACM, 1974, 17 (06) :319-320
[5]   IMPROVED ALGORITHM FOR DISCRETE L1 LINEAR-APPROXIMATION [J].
BARRODALE, I ;
ROBERTS, FDK .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1973, 10 (05) :839-848
[6]  
BARRODALE I, 1977, EFFICIENT ALGORITHM
[7]   OPTIMALITY AND DEGENERACY IN LINEAR PROGRAMMING [J].
Charnes, A. .
ECONOMETRICA, 1952, 20 (02) :160-170
[8]   OPTIMAL ESTIMATION OF EXECUTIVE COMPENSATION BY LINEAR PROGRAMMING [J].
Charnes, A. ;
Cooper, W. W. ;
Ferguson, R. O. .
MANAGEMENT SCIENCE, 1955, 1 (02) :138-151
[9]   ALGORITHM FOR SOLVING INTERVAL LINEAR-PROGRAMMING PROBLEMS [J].
CHARNES, A ;
GRANOT, F ;
PHILLIPS, F .
OPERATIONS RESEARCH, 1977, 25 (04) :688-695
[10]  
DAVIES M, 1967, J ROY STAT SOC B, V29, P101