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ℓ1 solution of linear inequalities
(Oxford University Press, 1999)
The numerical solution of a possibly inconsistent system of linear inequalities in the ℓ1 sense is considered. The non-differentiable ℓ1 norm minimization problem is approximated by a piecewise quadratic Huber smooth ...
On Newton's method for Huber's robust M-estimation problems in linear regression
(Springer Netherlands, 1998)
The Newton method of Madsen and Nielsen (1990) for computing Huber's robust M-estimate in linear regression is considered. The original method was proved to converge finitely for full rank problems under some additional ...
Continuation method for nonlinear complementarity problems via normal maps
(Elsevier, 1999)
In a recent paper by Chen and Mangasarian (C. Chen, O.L. Mangasarian, A class of smoothing functions for
nonlinear and mixed complementarity problems, Computational Optimization and Applications 2 (1996), 97±138) a
class ...