Efficient method for finding globally optimal solution of problem with weighted L p norm and L 2 norm objective function

This study proposes an iterative method to approximate an N-dimensional optimisation problem with a weighted L p and L 2 norm objective function by a sequence of N independent one-dimensional optimisation problems. Inspired by the existing weighted L 1 and L 2 norm separable surrogate functional (SSF) iterative shrinkage algorithm, there are N independent one-dimensional optimisation problems with weighted L p and L 2 norm objective functions....