A steepest ascent method for the Chebyshev problem

Meicler, Marcel

doi:10.1090/S0025-5718-1969-0258251-6

A steepest ascent method for the Chebyshev problem
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Math. Comp. 23 (1969), 813-817 Request permission

Abstract:

In this paper we present an efficient ascent method for calculating the minimax solution of an overdetermined system of linear equations $Ax = b$. The algorithm makes best use of all the information available at each cycle in order to force a very steep path to the solution.

References

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