There's a polish made specifically for headlamp lenses available in auto parts store. Can't recall the name, but it's common.
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Steve has the correct answer; polish it -- You can get a kit that has all the bits to perform the task:Wet sand with finer and finer grit sandpaper (starting in the high hundreds-grit and ending in the thousands), gently, and always in the same direction as you work on different portions of the lens.Thoroughly dryPolish with buffing compound, metal polish, etc. It helps to use a power tool with a purpose built 'sponge' buffing head to speed things up or you'll be there a LONG time.
+1 on the buffing disc !
Polish with a metal polish.