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13 - Regression Revisited: Using LP to Fit Linear Models

from Part III - Formulation and Solution of Linear Programming (LP) Problems

Published online by Cambridge University Press:  17 December 2020

Vassilios S. Vassiliadis
Affiliation:
University of Cambridge
Ehecatl Antonio del Rio Chanona
Affiliation:
Imperial College London
Ye Yuan
Affiliation:
Huazhong University of Science and Technology
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Summary

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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Chapter
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Optimization for Chemical and Biochemical Engineering
Theory, Algorithms, Modeling and Applications
, pp. 146 - 150
Publisher: Cambridge University Press
Print publication year: 2021

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