ASP

Active-set procedures for Basis Pursuit and related problems.

Authors

• Michael Friedlander michael.friedlander@ubc.ca
• Michael Saunders saunders@stanford.edu

Install and test BPdual

cd <asp directory>   % change to the asp directory
addpath(pwd)         % add it to the path
as_setup             % compile mex interfaces
cd tests
demo_bpdn            % run a demo

Reference

Michael Friedlander and Michael Saunders. A dual active-set quadratic programming method for finding sparse least-squares solutions, DRAFT Technical Report, Dept of Computer Science, University of British Columbia, July 30, 2012; updated April 13, 2019.