Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming (Q463732)

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Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming
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    Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming (English)
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    17 October 2014
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    The author presents new iterative reweighted approaches to the solution of general \(l_p\) regularized unconstrained minimization problems. A unified convergence analysis is discussed and numerical results illustrate that these new approaches outperform existing methods.
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    \(l_p\) minimization
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    iterative reweighted \(l_1\) minimization
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    iterative reweighted \(l_2\) minimization
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