On monotone and primal-dual active set schemes for $$\ell ^p$$ ℓ p -type problems, $$p \in (0,1]$$ p ∈ ( 0 , 1 ]
On monotone and primal-dual active set schemes for $$\ell ^p$$ ℓ p -type problems, $$p \in (0,1]$$ p ∈ ( 0 , 1 ]
Nonsmooth nonconvex optimization problems involving the $$\ell ^p$$ quasi-norm, $$p \in (0, 1]$$ , of a linear map are considered. A monotonically convergent scheme for a regularized version of the original problem is developed and necessary optimality conditions for the original problem in the form of a complementary system amenable …