An Efficient and Globally Convergent Algorithm for $\ell_{p,q}$-$\ell_{r}$ Model in Group Sparse Optimization

Group sparsity combines the underlying sparsity and group structure of the data in problems. We develop a proximally linearized algorithm InISSAPL for the non-Lipschitz group sparse $\ell_{p,q}$-$\ell_r$ optimization problem.