Accession Number:

ADA055042

Title:

Degeneracy in Special Purpose Primal Algorithms Used in Obtaining Least Absolute Value Estimators.

Descriptive Note:

Research rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Report Date:

1977-11-01

Pagination or Media Count:

26.0

Abstract:

Efficient algorithms have been developed recently which utilize the specialized structure of the linear programming formulation for the problem of least absolute value estimation. These algorithms generally proceed in the direction of steepest descent along an edge of a convex polyhedral surface. However, we will show that the extreme point path of steepest descent may not be taken when degeneracy occurs. We will also present a criterion that determines the basic edge for steepest descent. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE