Kimon Fountoulakis

Ph.D student in School of Mathematics at University of Edinburgh

MFIPMCS 1.0:

Matrix-free Interior Point Method for Compressed Sensing

An interior point method implemented in MATLAB for the solution of real valued compressed sensing problems. The "matrix-free" implies that only matrix-vector products operations are allowed and the process is memoryless. The solver implements efficient preconditioning techniques for the fast solution of linear systems at every iteration.

Download MFIPMCS 1.0
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Edinburgh research group in Optimizastion

The University of Edinburgh, School of Mathematics, James Clerk Maxwell Building King's Buildings, EH9 3JZ Edinburgh, UK.

Phone: +44 131 650 5083, E-mail