Convergence of Reweighted ` 1 Minimization Algorithms and Unique Solution of Truncated ` p Minimization

@inproceedings{Chen2010ConvergenceOR,
  title={Convergence of Reweighted ` 1 Minimization Algorithms and Unique Solution of Truncated ` p Minimization},
  author={Xiaojun Chen and Weijun Zhou},
  year={2010}
}
Extensive numerical experiments have shown that the iteratively reweighted `1 minimization algorithm (IRL1) is a very efficient method for variable selection, signal reconstruction and image processing. However no convergence results have been given for the IRL1. In this paper, we first give a global convergence theorem of the IRL1 for the `2-`p (0 < p < 1) minimization problem. We prove that any sequence generated by the IRL1 converges to a stationary point of the `2-`p minimization problem… CONTINUE READING
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