L1Packv2: A Mathematica package for minimizing an ℓ 1 -penalized functional
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Abstract
L1Packv2 is a Mathematica package that contains a number of algorithms that can be used for the minimization of an ℓ_1 -penalized least squares functional. The algorithms can handle a mix of penalized and unpenalized variables. Several instructive examples are given. Also, an implementation that yields an exact output whenever exact data are given is provided.
Title of program: L1Packv2.m
Catalogue Id: AEBP_v1_0
Nature of problem
Minimization of L 1 -penalized least squares functionals
Versions of this program held in the CPC repository in Mendeley Data
AEBP_v1_0; L1Packv2.m; 10.1016/j.cpc.2008.07.010
This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)
摘要:L1Packv2是一款Mathematica软件包,其中包含一系列算法,可用于对ℓ_1惩罚的最小二乘泛函进行最小化处理。这些算法能够处理混合惩罚与非惩罚变量。此外,还提供了数个具有启发性的示例。同时,还提供了一种实现,当输入数据精确时,能够输出精确结果。
程序名称:L1Packv2.m
目录编号:AEBP_v1_0
问题性质:L 1 -惩罚的最小二乘泛函的最小化。
Mendeley数据中CPC仓库中存储的此程序的版本:
AEBP_v1_0;L1Packv2.m;10.1016/j.cpc.2008.07.010
本程序已从贝尔法斯特女王大学(1969-2019)持有的CPC程序库导入。
提供机构:
doi.org



