Sudermann-Merx, Nathan; Rebennack, Steffen - In: OR Spectrum 43 (2021) 3, pp. 809-834
trimmed squares (LTS), where the k largest squared deviations are ignored, and least trimmed absolute deviations (LTA) which … ignores the k largest absolute deviations. The numerical complexity of both models is driven by the number of binary variables … and by the value k of ignored deviations. We introduce leveraged least trimmed absolute deviations (LLTA) which exploits …