We review some typical algorithms,Iteratively Reweighted ℓ1 minimization(IRL1),Iteratively Reweighted Least Squares(IRLS) (and its general form General Iteratively Reweighted Least Squares(GIRLS)), and Iteratively Thresholding Method(ITM), forℓp minimization and do comprehensive comparison among them, in which IRLS is identified as having the bestperformance and being the fastest as well.