Oct 9, 2016

This subdirectory contains the following Matlab source codes and folders:

PR_ls         - implementation of our new PR splitting method for least squares with cardinality constraint.

DR_ls         - implementation of the DR splitting method for least squares with cardinality constraint.

Run_easy
Run_real_data - runcode.

Implementation and numerical experience with the above codes are described in the paper: 
    Guoyin Li, Tianxiang Liu and Ting Kei Pong
    "Peaceman-Rachford splitting for a class of nonconvex optimization problems",
    Submitted.
This code was last updated on Oct 9, 2016.

Questions/comments/suggestions about the codes are welcome.  

Guoyin Li, g.li@unsw.edu.au
Tianxiang Liu, tiskyliu@polyu.edu.hk
Ting Kei Pong, tk.pong@polyu.edu.hk