Article

The L1-norm best-fit hyperplane problem

Virginia Commonwealth University, 1015 Floyd Avenue, P.O. Box 843083, Richmond, VA 23284.
Applied Mathematics Letters (Impact Factor: 1.48). 01/2012; 26(1):51-56. DOI: 10.1016/j.aml.2012.03.031
Source: PubMed

ABSTRACT We formalize an algorithm for solving the L(1)-norm best-fit hyperplane problem derived using first principles and geometric insights about L(1) projection and L(1) regression. The procedure follows from a new proof of global optimality and relies on the solution of a small number of linear programs. The procedure is implemented for validation and testing. This analysis of the L(1)-norm best-fit hyperplane problem makes the procedure accessible to applications in areas such as location theory, computer vision, and multivariate statistics.

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