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Continuous Iteratively Reweighted Least Squares Algorithm for Solving Linear Models by Convex Relaxation

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Document pages: 11 pages

Abstract: In this paper, we present continuous iteratively reweightedleast squares algorithm (CIRLS) for solvingthe linear models problem by convex relaxation, and prove the convergence ofthis algorithm. Under some conditions, we give an error bound for thealgorithm. In addition, the numerical result shows the efficiency of thealgorithm.

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