Module bpdn

This module includes the following classes:

Usage examples are available.

A Note on Problem Naming

Unfortunately there is no consistent use of names for problems (1), (2), and (3) in the literature. Problem (1) is referred to here as Basis Pursuit DeNoising (BPDN) since this is the form of the problem to which this name was first applied [11], but one can also find problem (3) referred to as BPDN, and problem (1) referred to as the lasso, which is the name that was originally applied to problem (2) [27].