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A Finite Smoothing Algorithm for Linear $l_1 $ Estimation - MaRDI portal

A Finite Smoothing Algorithm for Linear $l_1 $ Estimation (Q5287100)

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scientific article; zbMATH DE number 232275
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A Finite Smoothing Algorithm for Linear $l_1 $ Estimation
scientific article; zbMATH DE number 232275

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    A Finite Smoothing Algorithm for Linear $l_1 $ Estimation (English)
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    11 August 1993
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    finite convergence
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    linear \(\ell_ 1\) estimation
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    Huber \(M\)-estimator
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    numerical stability
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    algorithm
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    Newton-type iteration
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    linear programming
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    numerical tests
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