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Ecient implementation of interior point methods specialized to the Lp-norm fitting problem

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Author(s):
Eliana Contharteze
Total Authors: 1
Document type: Master's Dissertation
Press: Campinas, SP.
Institution: Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica
Defense date:
Examining board members:
Aurelio Ribeiro Leite de Oliveira; Maria Aparecida Diniz Ehrhardt; Antonio Roberto Balbo
Advisor: Aurelio Ribeiro Leite de Oliveira
Abstract

The specific primal-dual interior point methods for the p-norm fitting problem previously developed will have their resulting matrix structure exploited aiming at an efficient implementation. The fitting problem has numerous applications in various areas. The 2-norm is very popular, among other reasons, for allowing a direct solution. The 1-norm allows the reduction of the effect of outliers while the infinite norm provides protection against the worst case. The p-norm allows to think these characteristics in different ways adapting the method to the problem to be solved. The interior point method implementation to be developed will be compared with an efficient implementation of other existing methods (AU)

FAPESP's process: 09/03220-6 - Efficient Implementation of Interior Point Methods Specialized to the Lp-Norm Fitting Problem
Grantee:Eliana Contharteze Grigoletto
Support Opportunities: Scholarships in Brazil - Master