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      Huber approximation for the non-linear ℓ1 problem

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      Author
      Pınar, Mustafa Ç.
      Hartmann, W. M.
      Date
      2006
      Source Title
      European Journal of Operational Research
      Print ISSN
      0377-2217
      Publisher
      Elsevier
      Volume
      169
      Issue
      3
      Pages
      1096 - 1107
      Language
      English
      Type
      Conference Paper
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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 programming
      Non-differentiable optimization
      Smoothing algorithms
      Huber M-estimator
      Permalink
      http://hdl.handle.net/11693/27253
      Published Version (Please cite this version)
      http://dx.doi.org/10.1016/j.ejor.2004.10.029
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      • Department of Industrial Engineering 677
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