The Ordered Weighted $\ell_1$ Norm: Atomic Formulation, Projections, and Algorithms

  title={The Ordered Weighted \$\ell_1\$ Norm: Atomic Formulation, Projections, and Algorithms},
  author={Xiangrong Zeng and M'ario A. T. Figueiredo},
The ordered weighted `1 norm (OWL) was recently proposed, with two different motivations: because of its good statistical properties as a sparsity promoting regularizer, and as generalization of the so-called octagonal shrinkage and clustering algorithm for regression (OSCAR). The OSCAR is a convex groupsparsity inducing regularizer, which does not require the prior specification of the group structure. Also recently, much interest has been raised by the atomic norm formulation of several… CONTINUE READING
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