Least Absolute Deviations Curve-Fitting

Abstract

A method is proposed for least absolute deviations curve fitting. It may be used to obtain least absolute deviations fits of general linear regressions. As a special case it includes a minor variant of a method for fitting straight lines by least absolute deviations that was previously thought to possess no generalization. The method has been tested on a computer and was found on a range of problems to execute in as little as ${1 /3 }$ the CPU time required by a published algorithm based on linear programming. More important, this advantage appears to increase indefinitely with the number of data points