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An Efficient and Globally Convergent Algorithm for $\ell_{p,q}$-$\ell_{r}$ Model in Group Sparse Optimization (1904.01887v1)
Published 3 Apr 2019 in math.NA and math.OC
Abstract: Group sparsity combines the underlying sparsity and group structure of the data in problems. We develop a proximally linearized algorithm InISSAPL for the non-Lipschitz group sparse $\ell_{p,q}$-$\ell_r$ optimization problem.
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