科研之友
微信
新浪微博
Facebook
分享链接
摘要
In this paper, we propose an iterative algorithm for solving the generalized elastic net regularization problem with smoothed penalty for recovering sparse vectors. We prove the convergence result of the algorithm based on the algebraic method. Under certain conditions, we show that the iterative solutions converge to a local minimizer of the generalized elastic net regularization problem and we also present an error bound. Theoretical analysis and numerical results show that the proposed algorithm is promising.
