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带有线性约束的超定线性方程组的L_1-模逼近算法
引用本文:薛毅,杨中华.带有线性约束的超定线性方程组的L_1-模逼近算法[J].北京工业大学学报,1993,19(1):14-20.
作者姓名:薛毅  杨中华
作者单位:北京工业大学应用数学系 (薛毅),北京工业大学应用数学系(杨中华)
摘    要:提出一个求解线性约束的离散化L_1-模逼近问题的新算法,该算法的理论基础是求解线性规划的有效集法,因此问题的维数不会增大,数值例子表明,该算法是非常有效的。

关 键 词:L_1—模逼近  线性约束  有效集

An Algorithm for Overdetermined Linear System L_1 Approximation with Linear Constraints
Xue Yi Yang Zhonghua.An Algorithm for Overdetermined Linear System L_1 Approximation with Linear Constraints[J].Journal of Beijing Polytechnic University,1993,19(1):14-20.
Authors:Xue Yi Yang Zhonghua
Affiliation:Department of Applied Mathematics
Abstract:We propose an algorithm, with based on active set method of linear programming, for solving discrete L1 approximation problem with any type of linear constraints. The dimension of varibles in the problem is no longer extend when the problem is solved by the algorithm which is propose in this paper. The numerical result reported here indicate that the algorithm is very efficient.
Keywords:L1-approximation  linear constraint  active set
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