Xue Yi, Yang Zhonghua. An Algorithm for Overdetermined Linear System L1 Approximation with Linear Constraints[J]. Journal of Beijing University of Technology, 1993, 19(1): 14-20.
Citation:
Xue Yi, Yang Zhonghua. An Algorithm for Overdetermined Linear System L1 Approximation with Linear Constraints[J]. Journal of Beijing University of Technology, 1993, 19(1): 14-20.
Xue Yi, Yang Zhonghua. An Algorithm for Overdetermined Linear System L1 Approximation with Linear Constraints[J]. Journal of Beijing University of Technology, 1993, 19(1): 14-20.
Citation:
Xue Yi, Yang Zhonghua. An Algorithm for Overdetermined Linear System L1 Approximation with Linear Constraints[J]. Journal of Beijing University of Technology, 1993, 19(1): 14-20.
An Algorithm for Overdetermined Linear System L1 Approximation with Linear Constraints
We propose an algorithm, with based on active set method of linear programming, for solving discrete L1 approximation problem with any type of linear constraints. The dimension of varibles in the problem is no longer extend when the problem is solved by the algorithm which is propose in this paper. The numerical result reported here indicate that the algorithm is very efficient.
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