A Projected Lagrangian Algorithm for Nonlinear l₁ Optimization

DOI10.1137/0902018MaRDI QIDQ3922094zbMATH OpenOpenAlexFDO

Authors Walter Murray, Michael L. Overton

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

Cited in

(13)

• Huber approximation for the non-linear \(l_{1}\) problem
• On the superlinear convergence of a trust region algorithm for nonsmooth optimization
• Local properties of algorithms for minimizing nonsmooth composite functions
• Approximation in normed linear spaces
• Nonoscillatory solution of the steady-state inviscid Burgers' equation by mathematical programming
• Discontinuous piecewise linear optimization
• An algorithm for matching point sets using the \(l_1\) norm
• Local properties of inexact methods for minimizing nonsmooth composite functions
• On solving three classes of nonlinear programming problems via simple differentiable penalty functions
• An interior point algorithm for nonlinear quantile regression
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• On the solution of the errors in variables problem using the \(l_ 1\) norm
• Robustness aspects in parameter estimation, optimal design of experiments and optimal control

This page was built for publication: A Projected Lagrangian Algorithm for Nonlinear $l_1 $ Optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3922094)