线性模型参数l∞和l1中心估计量的统一求法
Computing l1 and l∞ Central Estimators of Linear Models' Parameters with A General Method
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摘要: 如同计算线性模型参数的l∞中心估计量一样,可以通过求解一组具有相同可行域的线性 规划问题确定这些参数的l1中心估计量.据此设计了适用于这两种估计量的整体单纯形算 法,可以避免在求解上述一组线性规划问题时重复搜索其可行域的任一顶点,达到节省计算量 的目的.Abstract: In this paper it has been shown that an l1 central estimator of linear models' parameters can also be computed by solving a group of linear programming problems with the same feasible region similar to those for computing an l∞central estimator. Because of this fact, an unified simplex algorithm suitable for the computation of these two estimators is proposed. With this algorithm the repeated search of every vertex of this region can be avoided so that much computation can be saved.
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