pdNCG (primal-dual Newton Conjugate Gradients) is a MATLAB implementation for the solution of unconstrained l1-regularized problems. For example, Machine Learning problems, such as l1-regularized least-squares and logistic regression, Compressed Sensing problems, such as l1-synthesis, l1-analysis and isotropic total-variation. The solver is memoryless, it requires only matrix-vector product operations, hence it is appropriate for large-scale instances.



pdNCG or primal-dual Newton Conjugate Gradients Copyright (C) 2014, Ioannis Dassios, Kimon Fountoulakis, Robert Mansel Gower 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.