Output list
Conference presentation
Spline smoothing using robust generalized cross-validation
Published 2010
ASC 2010 Australian Statistical Conference Statistics in the West: Understanding our World., 06/12/2010–10/12/2010, Fremantle, Western Australia
Conference presentation
L1 optimization for robust signal processing
Published 2005
18th National Conference of the Australian Society for Operations Research (ASOR) & 11th Australian Optimisation Day, 26/09/2005–28/09/2005, Perth, Western Australia
In this paper we develop special methods using the active set frameworkof the reduced gradient algorithm (RGA) to solve discrete L1 optimization problemswith a single linear equality constraint sT x = g, or a sequence of such problems withdifferent s = si and g = gi. These problems arise in certain large robust signal process-ing problems. The sequence of problems is solved recursively using ideas of sensitivityanalysis, by regarding the next problem as a perturbation of the previous problem. Thenumerical experiments illustrate that the proposed methods work very efficiently.