I need help to solve this equation
$$\min_{W} ||XW-X||_F^2+p_1||W||_1+p_2R(W), W>=0$$
X size dxn (d = number of feature & n = number of data)
Example input:
X is random matrix 3x5
$$R(W)=Tr(W^TX^TLXW)$$
L = laplacian matrix
Close solution W
$$W=(X^TX+pI)^-1+X^TX$$
Result:
W* (W* is matrix nxn/5x5)
For complete journal : http://www.massey.ac.nz/~rwang/publications/17-TNNLS-Zhang.pdf