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- Title
Interior point methods meet simplex in L<sub> ∞</sub>, fitting problems.
- Authors
Oliveira, A. R. L.; Lyra, C.
- Abstract
Interior point methods specialized to the L∞ fitting problem are surveyed, improved, and compared with the traditional simplex approach. A primal affine-scaling interior point method is presented, completing the affine-scaling interior point family approach to the L∞ fitting problem. Computational complexity and data storage are reduced for interior point approaches when dealing with polynomial fitting problems. Numerical experiments indicate that interior point approaches rarely perform better than the simplex method for the tested problems. The primal affine-scaling method presented in this paper achieved the best results among the interior point family.
- Subjects
CURVE fitting; STATISTICS; QUANTITATIVE research; LINEAR programming; AFFINE algebraic groups; COMPUTATIONAL complexity; OPERATIONS research
- Publication
International Transactions in Operational Research, 2004, Vol 11, Issue 3, p309
- ISSN
0969-6016
- Publication type
Article
- DOI
10.1111/j.1475-3995.2004.00460.x