A Proximal Approach for Sparse Multiclass SVM. Chierchia, G., Pustelnik, N., Pesquet, J. C., & Pesquet-Popescu, B. In revision, February, 2015.
A Proximal Approach for Sparse Multiclass SVM [link]Pdf  bibtex   
@Article{Chierchia2015_sparse_SVM,
  author  = {Chierchia, G. and Pustelnik, N. and Pesquet, J. C. and Pesquet-Popescu, B.},
  title   = {A Proximal Approach for Sparse Multiclass {SVM}},
  journal = {In revision},
  year    = {2015},
  month   = feb,
  url_pdf = {http://arxiv.org/abs/1501.03669},
}

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