A Finite Smoothing Algorithm for Linear $l_1 $ Estimation

DOI10.1137/0803010zbMath0781.65115OpenAlexW2048245744MaRDI QIDQ5287100

Kaj Madsen, Hans Bruun Nielsen

Publication date: 11 August 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0803010

zbMATH Keywords

algorithmlinear programmingnumerical testsnumerical stabilityfinite convergenceNewton-type iterationHuber \(M\)-estimatorlinear \(\ell_ 1\) estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99)

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