Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems

DOI10.1007/BF00940715zbMath0796.49029OpenAlexW2075403875MaRDI QIDQ1321337

Yin Zhang

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940715

zbMATH Keywords

quadratic convergenceoverdetermined linear systemsuperlinear convergence rate\(l_ \infty\)-solution\(l_ 1\)-solutionprimal-dual interior point approach

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Linear programming (90C05)

Related Items (11)

Multiple criteria linear regression ⋮ Least absolute deviations estimation for uncertain regression with imprecise observations ⋮ A penalty continuation method for the \(\ell_\infty\) solution of overdetermined linear systems ⋮ An entropy regularization technique for minimizing a sum of Tchebycheff norms ⋮ Efficient implementation and benchmark of interior point methods for the polynomial \(L_{1}\) fitting problem. ⋮ Loss and retention of accuracy in affine scaling methods ⋮ On a class of interval predictor models with universal reliability ⋮ Distributionally robust \(L_1\)-estimation in multiple linear regression ⋮ Approximation in normed linear spaces ⋮ The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors ⋮ An \(L_{1}\) estimation algorithm with degeneracy and linear constraints.

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