A projected gradient method for $\alpha {\ell }_1-\beta {\ell }_2$ sparsity regularization

Liang Ding, Weimin Han

The non-convex $\alpha \Vert \cdot {\Vert }_{{\ell }_1}-\beta \Vert \cdot {\Vert }_{{\ell }_2}$ $(\alpha \ge \beta \ge 0)$ regularization has attracted attention in the field of sparse recovery. One way to obtain a minimizer of th…