Instance generators for l1-regularized over- and underdetermined least squares. The generators are implemented in MATLAB, they are memoryless and computationally inexpensive. Hence, large-scale instances can be created.
Instance Generator for l1-regularized least squares Copyright (C) 2015 Kimon Fountoulakis and Jacek Gondzio
This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.