LBFGSB (L-BFGS-B) mex wrapper by Stephen Becker

Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. (optimization, constrained optimizat..., quasinewton)

Non-negative least-squares (NNLS) using L-BFBS-B

compile_mex

lbfgsb

CoSaMP and OMP for sparse recovery by Stephen Becker

Orthogonal Matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP). (compressed sensing, omp, sparse)

CoSaMP( A, b, k, errFcn, opts )

OMP( A, b, k, errFcn, opts )

test_OMP_and_CoSaMP.m

mex interface for bound constrained optimization via ASA by Stephen Becker

ASA solves bound constrained problems; the user provides routines to calculate the function and grad (bound constrained, optimization, constrained optimizat...)

asa_fcn(x,varargin)

asa_fcnGrad(x,varargin)

asa_grad(x,varargin)