Structured sparsity-inducing ℓ_1, ∞-norm, as a generalization of the classical ℓ_1-norm, plays an important role in jointly sparse models which select or remove simultaneously all the variables forming a group. However, its resulting problem is more difficult to solve than the conventional ℓ_1-norm constrained problem. In this paper, we propose an efficient algorithm for Euclidean projection onto ℓ_1, ∞-norm ball. We tackle the projection problem via semismooth Newton algorithm to solve the syst…