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DC programming algorithm for clusterwise linear \(L_1\) regression. (English) Zbl 1390.90437
Summary: The aim of this paper is to develop an algorithm for solving the clusterwise linear least absolute deviations regression problem. This problem is formulated as a nonsmooth nonconvex optimization problem, and the objective function is represented as a difference of convex functions. Optimality conditions are derived by using this representation. An algorithm is designed based on the difference of convex representation and an incremental approach. The proposed algorithm is tested using small to large artificial and real-world data sets.

90C26 Nonconvex programming, global optimization
90C56 Derivative-free methods and methods using generalized derivatives
Algorithm 39; UCI-ml
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