A fast iterative thresholding and support-and-scale shrinking algorithm (fits3) for non-lipschitz group sparse optimization (i): the case of least-squares fidelity

Yanan Zhao, Qiaoli Dong, Yufei Zhao +1

We consider to design a new efficient and easy-to-implement algorithm to solve a general group sparse optimization model with a class of non-convex non-Lipschitz regularizations, n…