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| Algorithm 2 Accelerated proximal gradient algorithm for SLOPE (1.10) | |
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| Require: b0 ε ℝp, and set a0 = b0 and θ0 = 1 | |
| 1: | for k = 0, 1, … do |
| 2: | |
| 3: | |
| 4: | |
| 5: | end for |
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| Algorithm 2 Accelerated proximal gradient algorithm for SLOPE (1.10) | |
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| Require: b0 ε ℝp, and set a0 = b0 and θ0 = 1 | |
| 1: | for k = 0, 1, … do |
| 2: | |
| 3: | |
| 4: | |
| 5: | end for |
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