An Inexact Penalty Decomposition Method for Sparse Optimization

Algorithm 1

: The PD method [22].

Input:, , ;
Output:;
(1)	initialization , ;
(2)	repeat
(3)	;
(4)	repeat
(5)	;
(6)	;
(7)	;
(8)	until
(9)	;
(10)	;
(11)	;
(12)	;
(13)	until some termination conditions reach
(14)	;