cussion] routine for linear least norms problems with
specifiable accuracy
>
On Mon, 2012-07-16 at 20:35 +0300, Dmitrey wrote:
> I have wrote a routine to solve dense / sparse problems
> min {alpha1*||A1 x - b1||_1 + alpha2*||A2 x - b2||^2 + beta1 * ||x||_1
> + beta2 * ||x||^2}
>
On Mon, 2012-07-16 at 20:35 +0300, Dmitrey wrote:
> I have wrote a routine to solve dense / sparse problems
> min {alpha1*||A1 x - b1||_1 + alpha2*||A2 x - b2||^2 + beta1 * ||x||_1
> + beta2 * ||x||^2}
> with specifiable accuracy fTol > 0: abs(f-f*) <= fTol (this parameter
> is handled by solvers
hi all,
I have wrote a routine to solve dense / sparse problems
min {alpha1*||A1 x - b1||_1 + alpha2*||A2 x - b2||^2 + beta1 * ||x||_1 +
beta2 * ||x||^2}
with specifiable accuracy fTol > 0: abs(f-f*) <= fTol (this parameter is
handled by solvers gsubg and maybe amsg2p, latter requires known g
