l1_ls: A Matlab solver for l1-regularized least squares problems.
BETA version, May 10 2008
COPYRIGHT (c) 2007 Kwangmoo Koh, Seung-Jean Kim and Stephen Boyd.
Permission to use, copy, modify, and distribute this software for
any purpose without fee is hereby granted, provided that this entire
notice is included in all copies of any software which is or includes
a copy or modification of this software and in all copies of the
supporting documentation for such software.
This software is being provided "as is", without any express or
implied warranty. In particular, the authors do not make any
representation or warranty of any kind concerning the merchantability
of this software or its fitness for any particular purpose.
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Please see the comments in the source code, for more information.
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Files of interest:
SOLVERS
l1_ls.m : main solver
l1_ls_nonneg.m : main solver (with non-negativity constraints)
EXAMPLES
simple_example.m : example for the basic usage
operator_example.m : example that illustrates the object
programming feature of Matlab
UTILITY
find_lambdamax_l1_ls : utility file for finding maximum value of lambda
find_lambdamax_l1_ls_nonneg : finding maximum value of lambda of
l1-regularized LSP with nonnegativity constraints
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