An Efficient Adaptive Iteratively Reweighted l1 Algorithm for Elastic lq Regularization

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DOI: 10.4236/apm.2016.67036    1,890 Downloads   2,661 Views  
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ABSTRACT

In this paper, we propose an efficient adaptive iteratively reweighted l1 algorithm (A-IRL1 algorithm) for solving the elastic lq regularization problem. We prove that the sequence generated by the A-IRL1 algorithm is convergent for any rational and the limit is a critical point of the elastic lq regularization problem. Under certain conditions, we present an error bound for the limit point of convergent sequence.

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l1 Algorithm for Elastic lq Regularization">
Zhang, Y. and Ye, W. (2016) An Efficient Adaptive Iteratively Reweighted l1 Algorithm for Elastic lq Regularization. Advances in Pure Mathematics, 6, 498-506. doi: 10.4236/apm.2016.67036.

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