l1 solution of linear inequalities

The numerical solution of a possible inconsistent system oflinear inequalities in the l₁ sense is considered. The non-differentiablel₁ norm minimization problem is approximated by a piecewisequadratic Huber smooth function. A continuation algorithm isdesigned to find an l₁ solution of the inequality system. Inthe case where the linear inequality system is consistent, asolution is obtained by solving any smoothed problem. Otherwise,the algorithm is shown to terminate in a finite number of iterations.We also consider an alternative smoothing scheme which sharessimilar properties with the first one, but results in an improvedcomputational performance of the continuation algorithm on inconsistentsystems. Numerical experiments are conducted to test the efficiencyof the algorithm.