Determination of permanent optimal data points and an efficient algorithm for LAD problem. (English) Zbl 0926.65057
Summary: This paper gives a definition of the permanent optimal data point of the least absolute deviation (LAD) problem. Some theoretical results on the nondegenerate LAD problem are obtained. For computing the LAD problem, an efficient algorithm is given according to the idea of the permanent optimal data point. Numerical experience shows that our algorithm is better than many of others, including the famous B-R algorithm.
MSC:
65K05 | Numerical mathematical programming methods |
90C05 | Linear programming |
65D10 | Numerical smoothing, curve fitting |