Artículos de revistas
Efficient implementation and benchmark of interior point methods for the polynomial L-1 fitting problem
Registro en:
Computational Statistics & Data Analysis. Elsevier Science Bv, v. 35, n. 2, n. 119, n. 135, 2000.
0167-9473
WOS:000166220500001
10.1016/S0167-9473(00)00006-2
Autor
Oliveira, ARL
Nascimento, MA
Lyra, C
Institución
Resumen
Interior point methods specialized to the L-1 fitting problem are surveyed and the affine-scaling primal method is presented. Their main features are highlighted and improvements are proposed for polynomial fitting problems. For such problems, a careful handling of data avoids storing of matrices for the interior point approaches. Moreover, the computational complexity of iterations is reduced. An inexpensive way to compute a basic solution, using interpolation, is also provided. Extensive numerical experiments are carried out, including comparisons with a specialized simplex method. In general, the interior point methods performed better than the simplex approach. Among the interior point methods investigated, the dual affine scaling version was the most efficient. (C) 2000 Elsevier Science B.V. All rights reserved. 35 2 119 135