Properties and iterative methods for the elastic net with ℓp-norm errors
Properties and iterative methods for the elastic net with ℓp-norm errors
The p-elastic net (p-EN) with 1 < p < ∞ is introduced to recover a sparse signal x ∈ R n from m (< n) linear measurements with noise.The p-EN, which extends the elastic net of Zou and Hastie [23] and was implicitly suggested by Tropp [16], amounts to minimizing …