Combined LP and Quasi-Newton Methods for Nonlinear $l_1 $ Optimization

DOI10.1137/0722004zbMath0567.65037OpenAlexW2000863540MaRDI QIDQ3683440

Kaj Madsen, Jørgen Hald

Publication date: 1985

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0722004

zbMATH Keywords

convergencenumerical examplesnonlinear optimizationquasi-Newton methodrestricted step methodssum of absolute values

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (8)

A note on the regularization of discrete approximation problems ⋮ On the solution of the errors in variables problem using the \(l_ 1\) norm ⋮ Error backpropagation using least absolute criterion ⋮ Nondifferentiable optimization via smooth approximation: General analytical approach ⋮ Robustness Aspects in Parameter Estimation, Optimal Design of Experiments and Optimal Control ⋮ On solving three classes of nonlinear programming problems via simple differentiable penalty functions ⋮ Approximation in normed linear spaces ⋮ Huber approximation for the non-linear \(l_{1}\) problem

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