Accession Number:

ADA091216

Title:

An Algorithm for a Least Absolute Value Regression Problem with Bounds on the Parameters.

Descriptive Note:

Research rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s):

Report Date:

1980-06-01

Pagination or Media Count:

23.0

Abstract:

This paper presents a special purpose linear programming algorithm to solve a least absolute value regression problem with upper and lower bounds on the parameters. The algorithm exploits the problems special structure by maintaining a compact representation of the basis inverse and by allowing for the capability to combine several simplex iterations into one. Computational results with a computer code implementation of the algorithm is given. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE