Title
Iterative reweighted methods for \(\ell _1-\ell _p\) minimization.
Abstract
In this paper, we focus on the (ell _1-ell _p) minimization problem with (0u003cpu003c1), which is challenging due to the (ell _p) norm being non-Lipschizian. In theory, we derive computable lower bounds for nonzero entries of the generalized first-order stationary points of (ell _1-ell _p) minimization, and hence of its local minimizers. In algorithms, based on three locally Lipschitz continuous (epsilon )-approximation to (ell _p) norm, we design several iterative reweighted (ell _1) and (ell _2) methods to solve those approximation problems. Furthermore, we show that any accumulation point of the sequence generated by these methods is a generalized first-order stationary point of (ell _1-ell _p) minimization. This result, in particular, applies to the iterative reweighted (ell _1) methods based on the new Lipschitz continuous (epsilon )-approximation introduced by Lu (Math Program 147(1–2):277–307, 2014), provided that the approximation parameter (epsilon ) is below a threshold value. Numerical results are also reported to demonstrate the efficiency of the proposed methods.
Year
Venue
Field
2018
Comp. Opt. and Appl.
Minimization problem,Discrete mathematics,Upper and lower bounds,Mathematical analysis,Stationary point,Minification,Lipschitz continuity,Limit point,Mathematics
DocType
Volume
Issue
Journal
70
1
Citations 
PageRank 
References 
1
0.36
5
Authors
4
Name
Order
Citations
PageRank
Xianchao Xiu122.74
Lingchen Kong28713.42
Yan Li339995.68
Houduo Qi443732.91