/NL0R

This Matlab package solves the L_0-regularized sparse optimization problems including compressive sensing, logistic regression, linear complementarity problems and so on.

Primary LanguageMATLABGNU General Public License v3.0GPL-3.0

NL0R

This Matlab package solves the L_0-regularized sparse optimization.

It was created based on the algorithm proposed by

Zhou S, Pan L. and Xiu N, Newton Method for L0-Regularized Optimization, Numerical Algorithm, 2021

Please give credits to this paper if you use the code for your research.