An Inexact Penalty Decomposition Method for Sparse Optimization

Algorithm 2

: The inexact PD method.

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