Huber Fitting using ADMM

Huber Fitting in general is the approach of using the Huber function to fit the data models, the advantage of this approach is due to the clever formulation of the Huber function which brilliantly combines the best features of both preceding optimization solution approaches of LAD and LS. To benefit from its theoretical strength, it must therefore be solved in order to acquire a form that can be used in practice. It is advisable to have a solid understanding of ADMM for a better understanding.

T...