Summary
In this paper duality theory is used to derive an algorithm for the solution of the discrete linearL p approximation problem (for 1<p<2). This algorithm turns out to be similar to existing iteratively reweighted least squares algorithms, but can be shown to be globally andQ-superlinearly convergent.
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Fischer, J. An algorithm for discrete linearL p approximation. Numer. Math. 38, 129–139 (1982). https://doi.org/10.1007/BF01395812
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DOI: https://doi.org/10.1007/BF01395812