Sparse Optimization Solvers


NHTP solves the sparsity constrained optimization including CS, LR, LCP and etc.
Global and quadratic convergence of Newton hard-thresholding pursuit.

IIHT solves the sparsity constrained optimization including CS, LR, LCP and etc.
A Convergent iterative hard thresholding for sparsity and nonnegativity constrained optimization.

MIRL1 solves the reweighted L1 minimization.
A Null-space-based weighted L1 minimisation qpproach to compressed sensing.

EDM Optimization Solvers


SQREDM solves applications from multidimensional scaling, e.g., sensor network localization and molecular conformation.
A fast matrix majorization-projection method for penalized stress minimization with box constraints.

PREEEDM solves applications from multidimensional scaling, e.g., sensor network localization and molecular conformation.
Robust Euclidean embedding via EDM optimization.