Non Convex Algorithms for Group Sparse Optimization: demo.m - File Exchange

Code covered by the BSD License

Highlights from
Non Convex Algorithms for Group Sparse Optimization

GenGroupSparseProblem(m, n, n... Initialize random number generator
GenerateProblem(channel_lengt...
l2p_re(A,y,p,group) Solution to the non-convex optimization problem min||x||_2,p subject to
lmp_re_ls(A,y,group,m,p) Solution to the non-convex group sparse optimization problem min||x||_m,p
rwlsmpq(A,y,group,m,p,q) Solution to the non-convex optimization problem min||x||_m,p subject to
s=SL20(A, x, group, sigma_min... Solution to the optimization problem min||s||_2,0 subject to x = As
demo.m
mpqdemo.m
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from Non Convex Algorithms for Group Sparse Optimization by Angshul Majumdar
Reweighted Lm,p algorithm Smoothed L2,0 algorithm

demo.m

% Dummy Script for OFDM Channel Estimation
[y, A, x0, group, err] = GenerateProblem(64, 32, 8, 5, 0, 0);
x = lmp_re_ls(A,y,group,2,0.4);
stem(x0), hold on, stem(x,'r+')
s=SL20(A, y, group, 0.00001);
stem(x0), hold on, stem(s,'r+')

Highlights from Non Convex Algorithms for Group Sparse Optimization

Highlights from
Non Convex Algorithms for Group Sparse Optimization