NHTP
This Matlab package solves the sparsity-constrained optimization problems including compressive sensing, logistic regression, linear complementarity problems and so on.
Install / Use
/learn @ShenglongZhou/NHTPREADME
NHTP: Newton Hard-Thresholding Pursuit
This Matlab solver was created based on the algorithm proposed by
S. Zhou, N. Xiu and H. Qi, Global and Quadratic Convergence of Newton Hard-Thresholding Pursuit, Journal of Machine Learning Research, 22(12):1−45, 2021
Please credit this paper if you use the code for your research.
