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An unconstrained \(\ell_q\) minimization with \(0<q\leq 1\) for sparse solution of underdetermined linear systems. (English) Zbl 1220.65051

The authors consider a regularized version of the unconstrained \(\ell_q\) minimization problem, of the form \(\min_{x \in {\mathcal R}^N} \| x \|_{q, \epsilon} + \frac{1}{2 \lambda} \| Ax-b \|^2_2\), where \(0 < q \leq 1\), \(\epsilon > 0\), \(\lambda > 0\). They derive an iterative algorithm to compute a critical point \(x^{\epsilon, q}\) and prove its convergence for any starting point.

MSC:

65F22 Ill-posedness and regularization problems in numerical linear algebra
65F50 Computational methods for sparse matrices
65F10 Iterative numerical methods for linear systems
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