randn（‘seed‘?0）;
rand（‘seed‘0）;

m?=?1500;???????%?amount?of?data
K?=?200;????????%?number?of?blocks
partition?=?randi（50?[K?1]）;

n?=?sum（partition）;?%?number?of?features
p?=?100/n;??????????%?sparsity?density??

%?generate?block?sparse?solution?vector
x?=?zeros（n1）;
start_ind?=?1;
cum_part?=?cumsum（partition）;
for?i?=?1:K
????x（start_ind:cum_part（i））?=?0;
????if（?rand（）?????????%?fill?nonzeros
????????x（start_ind:cum_part（i））?=?randn（partition（i）1）;
????end
????start_ind?=?cum_part（i）+1;
end

%?generate?random?data?matrix
A?=?randn（mn）;

%?normalize?columns?of?A
A?=?normc（A）;

%?generate?measurement?b?with?noise
b?=?A*x?+?sqrt（0.001）*randn（m1）;

%?lambda?max
start_ind?=?1;
for?i?=?1:K
????sel?=?start_ind:cum_part（i）;
????lambdas（i）?=?norm（A（:sel）‘*b）;
????start_ind?=?cum_part（i）?+?1;
end
lambda_max?=?max（lambdas）;

%?regularization?parameter
lambda?=?0.1*lambda_max;?

xtrue?=?x;???%?save?solution

%%?Solve?problem

[x?history]?=?group_lasso（A?b?lambda?partition?1.0?1.0）;

%%?Reporting
K?=?length（history.objval）;????????????????????????????????????????????????????????????????????????????????????????????????????????

h?=?figure;
plot（1:K?history.objval?‘k‘?‘MarkerSize‘?10?‘LineWidth‘?2）;?
ylabel（‘f（x^k）?+?g（z^k）‘）;?xlabel（‘iter?（k）‘）;

g?=?figure;
subplot（211）;????????????????????????????????????????????????????????????????????????????????????????????????????????????????????
semilogy（1:K?max（1e-8?history.r_norm）?‘k‘?...
????1:K?history.eps_pri?‘k--‘??‘LineWidth‘?2）;?
ylabel（‘||r||_2‘）;?

subplot（212）;????????????????????????????????????????????????????????????????????????????????????????????????????????????????????
semilogy（1:K?max（1e-8?history.s_norm）?‘k‘?...
????1:K?history.eps_dual?‘k--‘?‘LineWidth‘?2）;???
ylabel（‘||s||_2‘）;?xlabel（‘iter?（k）‘）;?

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????1893??2018-12-11?10:27??example.m

?????文件???????3606??2018-12-11?10:34??group_lasso.m

-----------?---------??----------?-----??----

?????????????????5499????????????????????2