ASP – A Matlab solver for sparse optimization

ASP is a set of Matlab routines for solving several variations of the sparse optimization problem

It implements algorithm for the following:

• basis pursuit denoising (including )

• orthogonal matching pursuit

• homotopy version of basis pursuit denoising

• reweighted basis pursuit for approximating 0-norm solutions

• sequential compressed sensing (adding rows to and )

• nonnegative least-squares

• sparse-residual and sparse-solution regression

• generalized Lasso for sparsity in

Download

Version 1.0, December 17, 2012: asp-v1.0.zip