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《Surveying and Mapping of Geology and Mineral Resources》 2003-02
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A Study on Variance of L-1 Norm Solution by Using Monte Carlo Approach

WNAG Chaohui (Centre of Modern Education Technique, Central South University, Changsha, Hunan 430074, China)  
L-1 norm solution has good robustness. Its disadvantages are that its solution is not unique and it is difficult to understand its statistic properties. This paper shows un-unique solution problem of L-1 norm by using a very simple example at first, and then studies the statistic properties of solutions. Results show that the variances of different L-1 norm solutions are different. The variance of solution from linear programming method is largest. The variance of solution from weighted iteration method is smallest. Therefore, it is suggested that weighted iteration method should be used to find L-1 norm solution.
【CateGory Index】: P207
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