Complexity of Unconstrained L_2-L_p Minimization

Xiaojun Chen, Dongdong Ge, Zizhuo Wang +1

We consider the unconstrained $L_2$-$L_p$ minimization: find a minimizer of $\Vert Ax-b{\Vert }_2^2+\lambda \Vert x{\Vert }_p^p$ for given $A\in R^{m\times n}$, $b\in R^m$ and parameters $\lambda >0$, $p\in [0,1)$…