Iterative refinement for lp-norm regression
SODA '19: Symposium on Discrete Algorithms San Diego California January, 2019, pp. 1405-1424, 2019.
We give improved algorithms for the lp-regression problem, minx ||x||p such that Ax = b, for all p ∈ (1,2) ∪ (2, ∞). Our algorithms obtain a high accuracy solution in [EQUATION] iterations, where each iteration requires solving an m × m linear system, with m being the dimension of the ambient space. Incorporating a procedure for maintain...More
Full Text (Upload PDF)
PPT (Upload PPT)