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Application of a Class of Preconditioners to Large Scale Linear Programming Problems
In most interior point methods for linear programming, a sequence of weighted linear least squares problems are solved, where the only changes from one iteration to the next are the weights and the right hand side. The ...
Properties of Preconditioners for Robust Linear Regression
(Fountain Publishers, 2000)
In this paper, we consider solving the robust linear regression problem y = Ax + ∈ by an inexact Newton method and an iteratively reweighted least squares method. We show that each of these methods can be combined with ...