Duality in robust linear regression usin
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M.ร. Pinar
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Article
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1997
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Elsevier Science
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English
โ 353 KB
The robust linear regression problem using Huber's piecewise-quadratic M-estimator function is considered. Without exception, computational algorithms for this problem have been primal in nature. In this note, a dual formulation of this problem is derived using Lagrangean duality. It is shown that t