Linearly Constrained Discrete I 1 Problems
From MaRDI portal
Publication:3894544
Cited in
(17)- Coefficients of determination for least absolute deviation analysis
- A penalty linear programming method using reduced-gradient basis-exchange techniques
- Solving linear programming problems via linear minimax problems
- A property of projection residuals with applications to concave regression
- The relationship between theorems of the alternative, least norm problems, steepest descent directions, and degeneracy: A review
- An algorithm for quantile smoothing splines
- Theorems of the alternative and duality
- Discontinuous piecewise linear optimization
- 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.
- An interior point algorithm for nonlinear quantile regression
- COBS: qualitatively constrained smoothing via linear programming
- A note on recent proposals for computing \(l_ 1\) estimates
- First- and second-order optimality conditions for piecewise smooth objective functions
- Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines
- Searching for a best least absolute deviations solution of an overdetermined system of linear equations motivated by searching for a best least absolute deviations hyperplane on the basis of given data
This page was built for publication: Linearly Constrained Discrete I 1 Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3894544)
