Huber approximation for the non-linear l1 problem

Huber approximation for the non-linear l1 problem

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Article ID: iaor2007437
Country: Netherlands
Volume: 169
Issue: 3
Start Page Number: 1096
End Page Number: 1107
Publication Date: Mar 2006
Journal: European Journal of Operational Research
Authors: ,
Abstract:

The smooth Huber approximation to the non-linear l1 problem was proposed by Tishler and Zang, and further developed by Yang. In the present paper, we use the ideas of Gould 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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