L1Packv2: A Mathematica package for minimizing an 1-penalized functional
Abstract
L1Packv2 is a Mathematica package that contains a number of algorithms that can be used for the minimization of an 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.
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