Research Article
An Inexact Penalty Decomposition Method for Sparse Optimization
Input:, , ; | Output:; | (1) | initialization , ; | (2) | repeat | (3) | ; | (4) | repeat | (5) | ; | (6) | ; | (7) | ; | (8) | until | (9) | ; | (10) | ; | (11) | ; | (12) | ; | (13) | until some termination conditions reach | (14) | ; |
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