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SGLP/README.md

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# Sparse Group Lasso Projection (SGLP) problem
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sglp.c
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sglp_admm.m
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sglp_dykstra.m
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glLeast.c
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# Constrained Sparse Group Lasso Problem (CSGLP)
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sglLeastC.m
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sglLeastC_admm.m
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# DC programming for truncated norm
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trunc_sglp.c
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trunc_sglLeastC.m
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trunc_DC_sglLeastC.m
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# Usage
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The SLEP package is required. You may download the latest version at http://www.public.asu.edu/~jye02/Software/SLEP/.
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Compile the c files using ordinary mex tool:
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The SLEP package is required. You may download the latest version <a href="http://www.public.asu.edu/~jye02/Software/SLEP/">here</a>.
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Use mex to compile the c files:
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mex sglp.c/glLeast.c/trunc_sglp.c
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