Novel Global Harmony Search Algorithm for Least Absolute Deviation | Zendy

Longquan Yong | Zendy

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Novel Global Harmony Search Algorithm for Least Absolute Deviation

Author(s) -

Longquan Yong

Publication year - 2014

Publication title -

journal of applied mathematics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.307

H-Index - 43

eISSN - 1687-0042

pISSN - 1110-757X

DOI - 10.1155/2014/632975

Subject(s) - least absolute deviations , harmony search , outlier , robustness (evolution) , absolute deviation , robust regression , mathematics , mathematical optimization , metaheuristic , convergence (economics) , algorithm , regression , computer science , statistics , economics , economic growth , biochemistry , chemistry , gene

The method of least absolute deviation (LAD) finds applications in many areas, due to its robustness compared to the least squares regression (LSR) method. LAD is robust in that it is resistant to outliers in the data. This may be helpful in studies where outliers may be ignored. Since LAD is nonsmooth optimization problem, this paper proposed a metaheuristics algorithm named novel global harmony search (NGHS) for solving. Numerical results show that the NGHS method has good convergence property and effective in solving LAD

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