The logaritmie barrier and predictor-corretor interior point methods are applied to the Lp norm fitting problem exploiting the matrix structure in order to obtain an efficient implementation.. The fitting problem has numerous applications in various areas. The 2-norin is very popular, among other reasons, for allowing a direct solution. The 1-norin allows the reduction of the effect of outliers while the ∞-norin provides protection against the worst case. The pnorm allows to think these characteristics in different ways adapting the method to the problem to be solved. The interior point method implementation to be developed is compared with existing methods.
Interior point methods; fitting problems
