%?l1eq_pd.m
%
%?Solve
%?min_x?||x||_1??s.t.??Ax?=?b
%
%?Recast?as?linear?program
%?min_{xu}?sum（u）??s.t.??-u?<=?x?<=?u??Ax=b
%?and?use?primal-dual?interior?point?method
%
%?Usage:?xp?=?l1eq_pd（x0?A?At?b?pdtol?pdmaxiter?cgtol?cgmaxiter）
%
%?x0?-?Nx1?vector?initial?point.
%
%?A?-?Either?a?handle?to?a?function?that?takes?a?N?vector?and?returns?a?K
%?????vector??or?a?KxN?matrix.??If?A?is?a?function?handle?the?algorithm
%?????operates?in?“l(fā)argescale“?mode?solving?the?Newton?systems?via?the
%?????Conjugate?Gradients?algorithm.
%
%?At?-?Handle?to?a?function?that?takes?a?K?vector?and?returns?an?N?vector.
%??????If?A?is?a?KxN?matrix?At?is?ignored.
%
%?b?-?Kx1?vector?of?observations.
%
%?pdtol?-?Tolerance?for?primal-dual?algorithm?（algorithm?terminates?if
%?????the?duality?gap?is?less?

?屬性????????????大小?????日期????時間???名稱
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?????文件???????4783??2013-06-02?17:22??l1BP.m

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?????????????????4783????????????????????1