L1Packv2: A Mathematica package for minimizing an ${\ell }_1$-penalized functional

Abstract

L1Packv2 is a Mathematica package that contains a number of algorithms that can be used for the minimization of an ${\ell }_1$-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.

17 pages, 3 figures; v3: Major re-arragangement/reworking of content. Replaced some examples. v4: minor typos and additions

References in corpus (2)

• Tomographic inversion using ${\ell }_1$-norm regularization of wavelet coefficients
• On the performance of algorithms for the minimization of ${\ell }_1$-penalized functionals

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