NHPT: Newton Hard-Thresholding Pursuit
This Matlab solver was created based on the algorithm proposed by
S. Zhou, N. Xiu and H. Qi, Global and Quadratic Convergence of Newton Hard-Thresholding Pursuit, available at https://www.researchgate.net/publication/330224407 or https://arxiv.org/abs/1901.02763, 2018.
Please give credits to this paper if you use the code for your research.