robinkk4/asp

Active-Set Pursuit: an active-set solver for basis pursuit and related sparse optimization problems

MATLAB

ASP

Active-set procedures for Basis Pursuit and related problems.

Authors

Michael Friedlander mpf@math.ucdavis.edu
Michael Saunders saunders@stanford.edu

Install and test BPdual

cd <asp directory>   % change to the asp directory
addpath(pwd)         % add it to the path
as_setup             % compile mex interfaces
cd tests
demo_bpdn            % run a demo

Reference

Michael Friedlander and Michael Saunders. A dual active-set quadratic programming method for finding sparse least-squares solutions, DRAFT Technical Report, Dept of Computer Science, University of British Columbia, July 30, 2012.