A Projected Lagrangian Algorithm for Nonlinear $l_1 $ Optimization

DOI10.1137/0902018zbMath0468.65036OpenAlexW1991206063MaRDI QIDQ3922094

Michael L. Overton, Walter Murray

Publication date: 1981

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0902018

zbMATH Keywords

data fittingabsolute deviation curve fittingnondifferential optimizationl1-norm minimizationnonlinear l1 optimization problemprojected Lagrangian methods

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Approximation by other special function classes (41A30)

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