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The codes, trained models, and results are available on https//github.com/saeed-anwar/R2Net.Rectified linear unit (ReLU) deep neural network (DNN) is a classical model in deep learning and has achieved great success in many applications. However, this model is characterized by too many parameters, which not only requires huge memory but also imposes unbearable computation burden. The l2,0 regularization has become a useful technique to cope with this trouble. In this article, we design a recursion Newton-like algorithm (RNLA) to simulta