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Short Note
Implementation of a nonlinear solver for minimizing the Huber norm
Antoine Guitton
antoine@sep.stanford.edu
Introduction
Definitions and Conditions for optimality
Theorem
Proof
A quasi-Newton method for unconstrained optimization
Lemma
Proof
L-BFGS update
Solving the Huber problem with a quasi-Newton method
conclusion
REFERENCES
About this document ...
Stanford Exploration Project
4/27/2000
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