An infimal-convolution reduction turns a non-convex two-penalty sparse recovery problem into a single-penalty problem with a cheap proximal step, and both it and the augmented counterpart converge linearly under standard conditions.
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Computational approaches to non-convex, sparsity-inducing multi-penalty regularization
An infimal-convolution reduction turns a non-convex two-penalty sparse recovery problem into a single-penalty problem with a cheap proximal step, and both it and the augmented counterpart converge linearly under standard conditions.