Combined LP and Quasi-Newton Methods for Nonlinear l₁ Optimization

DOI10.1137/0722004MaRDI QIDQ3683440zbMATH OpenOpenAlexFDO

Authors Jørgen Hald, Kaj Madsen

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

convergencenonlinear optimizationnumerical examplesquasi-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)

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Cited in

(10)

• On the solution of the errors in variables problem using the \(l_ 1\) norm
• Nondifferentiable optimization via smooth approximation: General analytical approach
• Approximation in normed linear spaces
• On solving three classes of nonlinear programming problems via simple differentiable penalty functions
• Huber approximation for the non-linear \(l_{1}\) problem
• Error backpropagation using least absolute criterion
• Robustness aspects in parameter estimation, optimal design of experiments and optimal control
• An algorithm for a nonlinear l₁ problem
• A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems
• A note on the regularization of discrete approximation problems

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