L1Packv2: A Mathematica package for minimizing an _1-penalized functional

DOI10.1016/J.CPC.2008.07.010MaRDI QIDQ711066zbMATH OpenOpenAlexFDO

Authors Ignace Loris

Publication date 25 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0710.3728

zbMATH Keywords

inverse problemminimizationsparsitycompressed sensing\texttt{Mathematica}1-norm\texttt{L1Packv2}

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Abstract: L1Packv2 is a Mathematica package that contains a number of algorithms that can be used for the minimization of an $el{l}_1$-penalized least squares functional. The algorithms can handle a mix of penalized and unpenalized variables. Several instructive examples are given. Also, an implementation that yields an exact output whenever exact data are given is provided.

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Cites work

• scientific article; zbMATH DE number 4169087 (Why is no real title available?)
• scientific article; zbMATH DE number 1194487 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Sparse and stable Markowitz portfolios
• Stable signal recovery from incomplete and inaccurate measurements

Cited in

(2)

• L1Packv2
• The homotopy method revisited: computing solution paths of \(\ell_1\)-regularized problems

Describes a project that uses

Uses Software

• SparseLab
• PDCO
• Mathematica

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