TY - JOUR T1 - Huber's M-Estimator on Underdetermined Problems AU - Wang , Jiao-Song AU - Tang , Sheng-Rong JO - Journal of Computational Mathematics VL - 2 SP - 130 EP - 143 PY - 1995 DA - 1995/04 SN - 13 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9256.html KW - AB -

After surveying the theoretical aspects of Huber's $M$-estimator on underdetermined problems, two finite algorithms are presented. Both proceed in a constructive manner by moving from one partition to an adjacent one. One of the algorithm, which uses the tuning constant as a continuation parameter, also has the facility to simultaneously estimate the tuning constant and scaling factor. Stable and efficient implementation of the algorithms is presented together with numerical results. The $L_1$-norm problem is mentioned as a special case.