Algorithm 2 carp: Algorithmic Regularization for the Convex Clustering Problem (1)
Initialize k = 0, γ(k) = ϵ, V(0) = Z(0) = DX
Repeat until ∥V(k)∥=0 :
(i) U(k+1) = L−T L−1 (X + DT (V(k) − Z(k)))
(ii) V(k+1) = proxγ(k)p(·;w,q) (DU(k+1) + Z(k))
(iii) Z(k+1) = Z(k) + DU(k+1) − V(k+1)
(iv) k := k + 1, γ(k) = γ(k−1) * t
Return {U(k)} as the carp path.