Linear Convergence

Linear Convergence of Iteratively Reweighted Least Squares for Nuclear Norm Minimization
Low-rank matrix recovery problems are ubiquitous in many areas of science and engineering. One approach to solve these problems is …
PDF Cite DOI
Iteratively Reweighted Least Squares for Basis Pursuit with Global Linear Convergence Rate
The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be …
PDF Cite Link to Proceedings arXiv OpenReview