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A Globally Convergent Method for $l_p $ Problems

A Globally Convergent Method for $l_p $ Problems

The $l_p $-norm discrete estimation problem $\min_{x \in \Re^n } ||b - A^T x||_p^p $ is troublesome when p is close to unity because the objective function approaches a nonsmooth form as p converges to one. This paper presents an efficient algorithm for solving $l_p $-norm problems for all $1 …