Dec 23

This subdirectory contains the following Matlab source codes:

runcode_L1L2_Lor_m4.m
runcode_L1L2_Lor_m6.m    Run_codes. Can be run directly after creating a folder named "Results"

L1L2_Lor_ESQMb.m         Implementation of a basic version of ESQM for compressed sensing with Cauchy noise

L1L2_Lor_ESQMe.m         Implementation of ESQM_e for compressed sensing with Cauchy noise

subprob_ESQM.m
Newton_Monotone.m        Subroutines for ESQM and ESQM_e

SCP_ls_LL2.m
CaseSg.m
SubP_alpha.m             Implementation of SCP_ls and its subroutines

Implementation and numerical experience with the above codes are described in the paper: 
    Yongle Zhang, Ting Kei Pong and Shiqi Xu
    "An extended sequential quadratic method with extrapolation",
    Submitted.
This code was last updated on Dec 25, 2023.

Questions/comments/suggestions about the codes are welcome.  

Ting Kei Pong tk.pong@polyu.edu.hk