Huber approximation for the non-linear ℓ1 problem
Author
Pınar, Mustafa Ç.
Hartmann, W. M.
Date
2006Source Title
European Journal of Operational Research
Print ISSN
0377-2217
Publisher
Elsevier
Volume
169
Issue
3
Pages
1096 - 1107
Language
English
Type
Conference PaperItem Usage Stats
130
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110
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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.
Keywords
Nonlinear programmingNon-differentiable optimization
Smoothing algorithms
Huber M-estimator