A Proximal Point Algorithm for Log-Determinant Optimization with Group Lasso Regularization.

Junfeng Yang Defeng Sun Kim-Chuan Toh

Published in: SIAM J. Optim. (2013)

Keyphrases

multi task learning
group lasso
multi task
mixed norm
learning tasks
proximal point algorithm
optimization problems
optimization method
basis pursuit
cost function
image restoration
loss function
regression model
regularization term
compressed sensing