On computing a best discrete \(L_ 1\) approximation using the method of vanishing Jacobians
type: Item
instance of: scholarly article
title: On computing a best discrete \(L_ 1\) approximation using the method of vanishing Jacobians
zbMATH Open document ID: 0633.90047
DOI: 10.1016/0167-9473(87)90051-X
author: Charles R. McConnell
published in: Computational Statistics and Data Analysis
publication date: 1987-01-01T00:00:00Z
review text: The work of Edgeworth in the 1880's gave the first systematic methods for solving the linear discrete \(L_ 1\) approximation. Wagner in 1959 showed that the linear discrete \(L_ 1\) approximation problem could be formulated as a linear programming problem. Recent improvements in linear programming based methods have been concerned with modifying the simplex method to accelerate the calculation of the optimal solution. This paper shows how the method of vanishing Jacobians which has been used to optimize quadratic programming problems can also be used to solve the special linear programming problem associated with computing the linear discrete \(L_ 1\) approximation.
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 4031394
zbMATH Keywords: least absolute value
zbMATH Keywords: linear discrete \(L_ 1\) approximation
zbMATH Keywords: method of vanishing Jacobians
MaRDI profile type: Publication
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full work available at URL: 0167-9473(87)90051-x
OpenAlex ID: W2011445502
description: scientific article; zbMATH DE number 4031394