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zeroSR1

version 1.0.0.0 (211 KB) by Stephen Becker
Very fast code for solving lasso and non-negative least-squares problems

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Updated 18 Apr 2018

GitHub view license on GitHub

Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm. Uses special tricks to allow the use of a quasi-Newton methods.

Cite As

Stephen Becker (2020). zeroSR1 (https://github.com/stephenbeckr/zeroSR1), GitHub. Retrieved .

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MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux