Abstract
This paper presents a special purpose dual linear programming algorithm to solve a linear least absolute value multiple linear regression problem. Various computer implementations of the fundamental algorithm are discussed and compared with existing special-purpose procedures to solve the least absolute value problem. Computational results with four implementations of the algorithm are given.
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Armstrong, R., Kung, M. A Dual Algorithm to Solve Linear Least Absolute Value Problems. J Oper Res Soc 33, 931–936 (1982). https://doi.org/10.1057/jors.1982.197
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DOI: https://doi.org/10.1057/jors.1982.197