R(W)=\lambda \sum_g^G \sqrt{\sum_j^ |w_g^j|^2}=\lambda \sum_g^G \|w_g\|_g .
Algorithms for solving these group sparsity problems extend the more well-known Lasso and group Lasso methods by allowing overlapping groups, for example, and have been implemented via matching pursuit:[REF] and proximal gradient methods [REF].