Huber approximation for the non-linear ℓ1 problem
Date
2006
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Abstract
The smooth Huber approximation to the non-linear ℓ1 problem was proposed by Tishler and Zang (1982), and further developed in Yang (1995). In the present paper, we use the ideas of Gould (1989) to give a new algorithm with rate of convergence results for the smooth Huber approximation. Results of computational tests are reported.
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European Journal of Operational Research
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Elsevier
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English