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Iterative refinement for lp-norm regression

SODA '19: Symposium on Discrete Algorithms San Diego California January, 2019, pp.1405-1424, (2019)

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Abstract

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

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