Oct 2017

This subdirectory contains the following Matlab source codes:

SDCAM.m                  Solving nonconvex fused regularized problems via SDCAM

NPG_sm.m                 Solving nonconvex fused regularized problems via NPG with smoothing

Run_test.m               run codes.

lp_prox_mapping.m        Subroutine for l1 and lp prox

Implementation and numerical experience with the above codes are described in the paper: 
    Tianxiang Liu, Ting Kei Pong and Akiko Takeda
    "A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems",
    Submitted.
This code was last updated on May 16, 2018: A bug in the BB stepsize in NPG_sm is fixed (April 22, 2018);
                                            Further optimized on May 16, 2018

Questions/comments/suggestions about the codes are welcome.  

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