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如同计算线性模型参数的l∞中心估计量一样,可以通过求解一组具有相同可行域的线性规划问题确定这些参数的l1中心估计量。据此设计了适用于这两种估计量的整体单纯形算法,可以避免在求解上述一组线性规划问题时重复搜索其可行域的任一顶点,达到节省计算量的目的。
As with calculating the l∞-center estimator of linear model parameters, the l1-center estimator of these parameters can be determined by solving a set of linear programming problems with the same feasible domain. According to this, a global simplex algorithm is designed which can be applied to these two kinds of estimators so as to avoid searching repeatedly for any vertex of its feasible region when solving the above linear programming problem, so as to save computation.