Interface to MATLAB sorted L1 solver

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Description

Uses the R.matlab package to invoke the TFOCS sorted L1 solver. See SLOPE_solver for a description of the sorted L1 optimization problem.

Usage

1
SLOPE_solver_matlab(A, b, lambda, initial = numeric(), matlab = NULL)

Arguments

A

an n-by-p matrix

b

vector of length n

lambda

vector of length p, sorted in decreasing order

initial

initial guess for x

matlab

MATLAB client object (instance of class Matlab). If supplied, the client object should be connected to a running MATLAB server. If not supplied, a MATLAB server will be started (requires 'matlab' to be on the PATH).

Value

The solution vector x.

See Also

SLOPE_solver