Xue Yi, Chen Liping. The Methods for Solving Minimum L1-norm Estimation Through Mathematical Programming[J]. Journal of Beijing University of Technology, 1997, 23(2): 14-22.
Citation:
Xue Yi, Chen Liping. The Methods for Solving Minimum L1-norm Estimation Through Mathematical Programming[J]. Journal of Beijing University of Technology, 1997, 23(2): 14-22.
Xue Yi, Chen Liping. The Methods for Solving Minimum L1-norm Estimation Through Mathematical Programming[J]. Journal of Beijing University of Technology, 1997, 23(2): 14-22.
Citation:
Xue Yi, Chen Liping. The Methods for Solving Minimum L1-norm Estimation Through Mathematical Programming[J]. Journal of Beijing University of Technology, 1997, 23(2): 14-22.
The Methods for Solving Minimum L1-norm Estimation Through Mathematical Programming
Minimum L1-norm Estimation is very important on theory of linear regression analysis. It is quite difficult to solve. This paper surveys some methods for solving minimum L1-norm Estimation through mathematical programming, which include (1)simplex method, (2) dual linear programming, (3) gradient projection method and (4) active set method.
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