Proximal gradient algorithm for group sparse optimization
نویسندگان
چکیده
In this paper, we propose a proximal gradient algorithm for solving a general nonconvex and nonsmooth optimization model of minimizing the summation of a C1,1 function and a grouped separable lsc function. This model includes the group sparse optimization via lp,q regularization as a special case. Our algorithmic scheme presents a unified framework for several well-known iterative thresholding algorithms. We establish some convergence results for the algorithm. We apply the proposed algorithm to the group sparse optimization problem and obtain analytical formulae for some specific lp,q regularizations. Finally, we present some numerical results to demonstrate the performance of the proposed algorithm.
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