Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems
Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems
Numerical experiments have indicated that the reweighted $\ell_1$-minimization performs exceptionally well in locating sparse solutions of underdetermined linear systems of equations. We show that reweighted $\ell_1$-methods are intrinsically associated with the minimization of the so-called merit functions for sparsity, which are essentially concave approximations to the cardinality function. Based on …