Métodos de Pontos Interiores Aplicados ao Problema de Regressão pela Norma Lp
DOI:
https://doi.org/10.5540/tema.2004.05.02.0269Abstract
Os métodos de pontos interiores barreira logarítmica são desenvolvidos para o problema de regressão pela norma Lp e a estrutura matricial resultante é explorada objetivando uma implementação eficiente. Alguns conceitos dos métodos de pontos interiores são apresentados e um método de convergência quadrática existente é descrito. As implementações dos métodos de pontos interiores desenvolvidos são comparadas com o método já existente obtendo melhor desempenho computacional para problemas de grande porte.References
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