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

Pinghua Gong, Changshui Zhang, Zhaosong Lu, Jianhua Huang, Jieping Ye. A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems. In Proceedings of the 30th International Conference on Machine Learning, ICML 2013, Atlanta, GA, USA, 16-21 June 2013. Volume 28 of JMLR Proceedings, pages 37-45, JMLR.org, 2013. [doi]

Abstract

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