A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems

Pinghua Gong, Changshui Zhang, Zhaosong Lu, Jianhua Huang, Jieping Ye

Abstract: Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex count...