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Huber approximation for the non-linear l1 problem
DOI:10.1016/j.ejor.2004.10.029.png)
Abstract
En 中文
The smooth Huber approximation to the non-linear l(1) problem was proposed by Tishler and Zang (1982), and further developed in Yang (1995). In the present paper, we use the ideas of Gould (19,89) to give a new algorithm with rate of convergence results for the smooth Huber approximation. Results of computational tests are reported. (c) 2005 Elsevier B.V. All rights reserved.
Keywords:
nonlinear programming
non-differentiable optimization
smoothing algorithms
Huber M-estimator
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6
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2.2W
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6.4W
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