A Remark on Bartels and Conn's Linearly Constrained, Discrete l1 Problems

Roger W. Koenker, Pin Ng

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Two modifications of Bartels and Conn's algorithm for solving linearly constrained discrete l1 problems are described. The modifications are designed to improve performance of the algorithm under conditions of degeneracy.

Original languageEnglish (US)
Pages (from-to)493-495
Number of pages3
JournalACM Transactions on Mathematical Software
Volume22
Issue number4
DOIs
StatePublished - Dec 1996

Keywords

  • Algorithms
  • Degeneracy
  • G.1.6 [Numerical Analysis]: Optimization - constrained optimization; gradient methods; linear programming
  • G.3 [Mathematics of Computing]: Probability and Statistics - statistical computing
  • Performance
  • Reliability
  • Theory

ASJC Scopus subject areas

  • Software
  • Applied Mathematics

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