Abstract
In this paper, we discuss a splitting method for group Lasso. By assuming that the sequence of the step lengths has positive lower bound and positive upper bound (unrelated to the given problem data), we prove its Q-linear rate of convergence of the distance sequence of the iterates to the solution set. Moreover, we make comparisons with convergence of the proximal gradient method analyzed very recently.
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This research was supported by the National Natural Science Foundation of China (No. 61179033), and Collaborative Innovation Center on Beijing Society-Building and Social Governance.
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Dong, YD., Zhang, HB. & Gao, H. On Globally Q-Linear Convergence of a Splitting Method for Group Lasso. J. Oper. Res. Soc. China 6, 445–454 (2018). https://doi.org/10.1007/s40305-017-0176-0
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DOI: https://doi.org/10.1007/s40305-017-0176-0