Degeneracy in Special Purpose Primal Algorithms Used in Obtaining Least Absolute Value Estimators.
TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES
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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
- Statistics and Probability