We propose a Generating Search Set method for solving the oblique l_1 Procrustes problem. Implementative details, algorithmic choices and theoretical properties of the method are discussed. The results of some numerical experiments are reported.
Citation
in Applied and Industrial Mathematics in Italy III – Proceedings of the 9th Conference SIMAI, De Bernardis et. Al. (eds), Series on Advances in Mathematics for Applied Sciences, 82(2009), 87-98.