Semismooth Newton Algorithm for Efficient Projections onto ℓ1, ∞-norm Ball

Dejun Chu, Changshui Zhang, Shiliang Sun, Qing Tao

Abstract: The structured sparsity-inducing $\ell_{1, \infty}$-norm, as a generalization of the classical $\ell_1$-norm, plays an important role in jointly sparse models which select or remove simultaneously ...