Jun 2017

This subdirectory contains the following Matlab source codes:

NPG_ls_l1_l2.m           Solving l1l2 regularized least squares problem using GIST.

pro_gra_extra_l1l2.m     Solving l1l2 regularized least squares problem using pDCAe, with restart scheme as in FISTA with both fixed and adaptive restart.

pro_gra_l1l2.m           Solving l1l2 regularized least squares problem using pDCA.

random_dc_l1l2_1e3.m 
random_dc_l1l2_5e4.m     run codes.

soft_thresh.m            Subroutine for l1 prox
l1_l2_sub.m              Subroutine for NPG_ls_l1_l2

Implementation and numerical experience with the above codes are described in the paper: 
    Bo Wen, Xiaojun Chen and Ting Kei Pong
    "A proximal difference-of-convex algorithm with extrapolation",
    Submitted.
This code was last updated on Jun 17, 2017.

Questions/comments/suggestions about the codes are welcome.  

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