sPl1Pl21

代码说明：

  论文 Least Squares Loss for Multi-class (task) Learning via the sparse group Lasso penalty 的算法源代码，是sparse+l1+lq,1的稀疏属性选择算法。( Least Squares Loss for Multi-class (task) Learning via the sparse group Lasso penalty Problem min 1/2 || A x- y||^2+ lambda_1* |x|_1+ lambda_2*|x|_{q,1} q=2, infty)