Active-set procedures for Basis Pursuit and related problems.
- Michael Friedlander mpf@math.ucdavis.edu
- Michael Saunders saunders@stanford.edu
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
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.