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- research-articleJanuary 2013
Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization
SIAM Journal on Numerical Analysis (SINUM), Volume 51, Issue 2Pages 927–957https://doi.org/10.1137/110840364In this paper, we first study $\ell_q$ minimization and its associated iterative reweighted algorithm for recovering sparse vectors. Unlike most existing work, we focus on unconstrained $\ell_q$ minimization, for which we show a few advantages on noisy ...