Introduction - If you have any usage issues, please Google them yourself
SPGL1 is a Matlab solver
for large-scale one-norm regularized least squares. It is designed to
solve any of the following three problems:
1. Basis pursuit denoise (BPDN):
minimize ||x||_1 subject to ||Ax- b||_2 <= sigma,
2. Basis pursuit (BP):
minimize ||x||_1 subject to Ax = b
3. Lasso:
minimize ||Ax- b||_2 subject to ||x||_1 <= tau,