from Part III - Formulation and Solution of Linear Programming (LP) Problems
Published online by Cambridge University Press: 17 December 2020
This chapter introduces concepts of norm-1 and infinity norm fitting, both in terms of their own merit as useful fitting techniques, apart from least squares, but also importantly to teach how optimization problems that seem hard to solve (such as by being non-differentiable) can be reformulated effectively into easier ones that can be handled by standard solution methods – in this case by LP solvers.
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