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Iterative Reweighted $\ell 1$ and $\ell 2$ Methods for Finding Sparse Solutions

by: D. Wipf, S. Nagarajan
IEEE J. Sel. Top. Signal Process., Vol. 4, No. 2. (April 2010), pp. 317-329, doi:10.1109/jstsp.2010.2042413  Key: citeulike:12118356

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Abstract

A variety of practical methods have recently been introduced for finding maximally sparse representations from overcomplete dictionaries, a central computational task in compressive sensing applications as well as numerous others. Many of the underlying algorithms rely on iterative reweighting schemes that produce more focal estimates as optimization progresses. Two such variants are iterative reweighted l


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