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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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+
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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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+ mex sglp.c/glLeast.c/trunc_sglp.c
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