Proximal Operator of group-Lasso penalty with L infinity norm

[MarioOcampo]

The Proximal operator of the infinity norm is:
prox_InfinityNorm(x) = x − Proj{NormL1 ≤ 1}(x)

I think the implementation is not complete.
@matteofrigo, can we check it??

[daducci]

I believe the implementation is not correct, we need to project on the L1-norm ball which requires solving a (smaller) problem. This, to be fast, need to be properly implemented in C. Meanwhile, as this norm is not used very often, I'd suggest to remove from the code the possibility to use it. @MarioOcampo , is that ok with you?

[MarioOcampo]

@daducci, It is ok for me. We can change the function, maybe show a warning message, meanwhile we implement the projection.

[daducci]

The PR #55 is supposed to achieve that by throwing an exception. Can you confirm?

[MarioOcampo]

Yes, the execution stops, and show the message
ValueError: Wrong norm in the structured sparsity term. Choose between [2].