May 1, 2016

This subdirectory contains the following Matlab source codes and folders:

<<Please refer to the run codes in the outer folder for parameters (the setup of opts)>>

FB_env_ls_l1_l2_lbfgs.m   - main code for the algorithm FBS_{L-BFGS} (a bug fixed on May 19, 2016)

fvalue.m
gvalue.m
LBFGS_two_loop.m          - subroutines of FB_env_ls_l1_l2_lbfgs.m; soft_thresh.m is also used in major_ls_l1_l2.m
proj.m
sequence_update.m
soft_thresh.m 

FBS_major_ls_l1_l2.m      - main code for the algorithm NPG

l1_l2_sub.m               - subroutine of FBS_major_ls_l1_l2.m    

major_ls_l1_l2.m          - main code for the algorithm NPG_major     

Implementation and numerical experience with the above codes are described in the paper: 
    Tianxiang Liu and Ting Kei Pong
    "Further properties of the forward-backward envelope with applications to difference-of-convex programming",
    Submitted.
This code was last updated on Oct 10, 2016.

Questions/comments/suggestions about the codes are welcome.  

Tianxiang Liu, tiskyliu@polyu.edu.hk
Ting Kei Pong, tk.pong@polyu.edu.hk