June 16 This subdirectory contains the following Matlab source codes: runcode_DIRL_bian.m Runcode. Can be run directly. One needs to install SPGL1 for the runcode to work. ADMM_CS_LY_S.m Implementation of ADMM for the subproblem with weighted l1 objective and weighted least squares constraint SCP_log_LL2.m Implementation of SCP_ls for minimizing log penalty subject to Lorentzian norm constraint logpen.m Lorentzian.m Subroutines for runcode CaseSg.m SubP_alpha.m Subroutine for SCP_log_LL2 Implementation and numerical experience with the above codes are described in the paper: Shuqin Sun and Ting Kei Pong "Doubly iteratively reweighted algorithm for constrained compressed sensing models", Submitted. This code was last updated on June 16, 2022. Questions/comments/suggestions about the codes are welcome. Ting Kei Pong tk.pong@polyu.edu.hk