Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization

DOI10.1137/110840364zbMath1268.49038OpenAlexW2031906930MaRDI QIDQ2840384

Wotao Yin, Ming-Jun Lai, Yang-yang Xu

Publication date: 18 July 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110840364

zbMATH Keywords

iteratively reweighted least squares recovery of low-rank matrices recovery of sparse vectors unconstrained $\ell_q$ minimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Acceleration of convergence in numerical analysis (65B99)

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