Global Linear and Local Superlinear Convergence of IRLS for Non-Smooth Robust Regression

Liangzu Peng, Christian Kümmerle, René Vidal

We advance both the theory and practice of robust ${\ell }_p$-quasinorm regression for $p\in (0,1]$ by using novel variants of iteratively reweighted least-squares (IRLS) to solve th…