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 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 safeguard +max(0,...)+ to ensure positivity when updating $\tau$. This is needed when $\sigma$ and the initial $\tau$ are both large.