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math.OC2021
An Extrapolated Iteratively Reweighted l1 Method with Complexity Analysis
Hao Wang, Hao Zeng, Jiashan Wang
The iteratively reweighted l1 algorithm is a widely used method for solving various regularization problems, which generally minimize a differentiable loss function combined with a…
math.OC2020
Convergence Rate Analysis of Proximal Iteratively Reweighted Methods for Regularization Problems
Hao Wang, Hao Zeng, Jiashan Wang
In this paper, we focus on the local convergence rate analysis of the proximal iteratively reweighted algorithms for solving regularization problems, which are wi…
math.OC2019★ 3 cited
Relating lp regularization and reweighted l1 regularization
Hao Wang, Hao Zeng, Jiashan Wang
We propose a general framework of iteratively reweighted l1 methods for solving lp regularization problems. We prove that after some iteration k, the iterates generated by the prop…