Algorithms for restricted least absolute value estimation

1 January 1977

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Simulation and Computation

Vol. 6 (4) , 353-363
https://doi.org/10.1080/03610917708812050

Abstract

We present a concise summary of recent progress in developing algorithms for restricted least absolute value (LAV) estimation (i. e. ℓ₁ approximation subject to linear constraints). The emphasis is on our own new algorithm, and we provide some numerical results obtained with it.

Keywords

This publication has 5 references indexed in Scilit:

An Algorithm for a Restricted Discrete Approximation Problem in the $L_1 $ Norm
SIAM Journal on Numerical Analysis, 1977
On least absolute values estimation
Communications in Statistics - Theory and Methods, 1977
Nonuniqueness of least absolute values regression
Communications in Statistics - Theory and Methods, 1977
Using the $L_2 $-Estimator in $L_1 $-Estimation
SIAM Journal on Numerical Analysis, 1976
An Improved Algorithm for Discrete $l_1 $ Linear Approximation
SIAM Journal on Numerical Analysis, 1973