Piecewise Linearity of Min-Norm Solution Map of a Nonconvexly Regularized Convex Sparse Model

Yi Zhang, Isao Yamada

It is well known that the minimum ${\ell }_2$-norm solution of the convex LASSO model, say ${\mathbf{x}}_{\star }$, is a continuous piecewise linear function of the regularization parame…