Given A = {a_1,…,a_n}, the response y, and a set of edges E, this function aims to solves
min 1/2Axy^2 + λ_1 ∑\limits_i(J_τ(x_i)) + λ_2 ∑_{(i,j)\in E}w_(i,j) J_τ(x_ix_j)
where J_τ(x)=min(x/τ,1) is a surrogate of the L0 norm.
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A 

y 

tp 

s1 

s2 

RmaxIter 

RaMaxIter 

Rrho 

Rtau 

Rwt 

Rtol 

RaTol 

x0 

Returned value x0 is the solution to the optimizaiton problem.
Yiwen Sun
S.Yang, L.Yuan, Y.Lai, X.Shen, P.Wonka, and J.Ye. Feature grouping and selection over an undirected graph. KDD, 2012.
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