Sep 22

This subdirectory contains the following Matlab source codes:

runcode_GL_spgl1.m       Run_code. Can be run directly after creating a folder named "Results" and downloading SPGL1

GL_SQP_retract.m         Implementation of SQP_retract (FPA) for group LASSO type problems

GL_ESQM_ls.m             Implementation of ESQM_ls for group LASSO type problems

subprob_GL_SQP.m         Subroutine for SQP_retract

subprob_GL_ESQM.m        Subroutine for ESQM_ls

Newton_Monotone_GL.m     Subroutine for the above two subproblem codes

Implementation and numerical experience with the above codes are described in the paper: 
    Yongle Zhang, Guoyin Li, Ting Kei Pong and Siqi Xu
    "Retraction-based first-order feasible sequential quadratic programming methods for difference-of-convex programs with smooth inequality and simple geometric constraints",
    Submitted.
This code was last updated on Sep 2, 2022.

Questions/comments/suggestions about the codes are welcome.  

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