Pınar, Mustafa Ç.Hartmann, W. M.2016-02-082016-02-0820060377-2217http://hdl.handle.net/11693/27253The 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.EnglishNonlinear programmingNon-differentiable optimizationSmoothing algorithmsHuber M-estimatorConference Paper10.1016/j.ejor.2004.10.029