function?[z?history]?=?group_lasso（A?b?lambda?p?rho?alpha）
%?group_lasso??Solve?group?lasso?problem?via?ADMM
%
%?[x?history]?=?group_lasso（A?b?p?lambda?rho?alpha）;
%?
%?solves?the?following?problem?via?ADMM:
%
%???minimize?1/2*||?Ax?-?b?||_2^2?+?\lambda?sum（norm（x_i））
%
%?The?input?p?is?a?K-element?vector?giving?the?block?sizes?n_i?so?that?x_i
%?is?in?R^{n_i}.
%?
%?The?solution?is?returned?in?the?vector?x.
%
%?history?is?a?structure?that?contains?the?objective?value?the?primal?and?
%?dual?residual?norms?and?the?tolerances?for?the?primal?and?dual?residual?
%?norms?at?each?iteration.
%?
%?rho?is?the?augmented?Lagrangian?parameter.?
%
%?alpha?is?the?over-relaxation?parameter?（typical?values?for?alpha?are?
%?between?1.0?and?1.8）.
%
%
%?More?information?ca

?屬性????????????大小?????日期????時間???名稱
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?????文件???????1912??2014-04-22?09:09??lizi.m

?????文件???????3588??2014-04-21?20:18??group_lasso.m

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