Change log

v2.0 release, 18 Dec 2019
  • Implements quasi-Newton subspace search and dual root-finding mode for improved accuracy.
v1.9 release, 29 Apr 2015
  • Recompute function information at new x when tau decreases.
  • Fixed bug in subspace minimization. Thanks to Yang Lei for reporting this bug.
v1.8 release, 25 May 2013
  • Fixed linesearch bug.
v1.7 release, 20 May 2009
  • Fixed bug in MMV interface with implicit matrices. Thanks to Muhammad Usman for reporting this bug.
v1.6 release, 20 August 2008
  • Added new fields to the options structure to specify functions for the evaluation of the primal and dual norm, and for Euclidean projection onto the associated primal norm ball.
  • Added simplified interface +spg_mmv.m+ for the multiple measurement vector (MMV) version of BPDN, and +spg_group.m+ for group-sparse BPDN.
v1.5 release, 17 June 2008
  • Added simplified interfaces for basis pursuit, basis pursuit denoise, and LASSO problems.
  • Added html documentation.
v1.4 release, 19 March 2008
  • Fixed bug in orthogonal projection onto the weighted one-norm ball. Thanks to Xiangrui Meng for reporting this bug.
  • Added demo for basis pursuit with weighted one-norm to +spgdemo.m+ Added check to +spgl1.m+ to ensure \tau is not updated in two consecutive iterations. Thanks to Gilles Hennenfent for reporting this bug.
  • Added complexity check to projection code to ensure proper projection.
v1.3 release, 29 January 2008
  • Changed stopping criterion for Lasso mode.
  • Added code that allows restriction of the maximum number of matrix-vector operators (see +.maxMatvec+ option).
  • Added safeguard +max(0,...)+ to ensure positivity when updating \tau. This is needed when \sigma and the initial \tau are both large.