This project, based on MATLAB, is an implementation of barrier method to solve LASSO problem. The barrier method is designed with centering step based on newton method.
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Updated
Nov 1, 2018 - MATLAB
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barrier-method
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This repository contains a collection of MATLAB scripts that implement some of the classical optimization methods for constrained optimization models: Penalty and Barrier methods, linear and non-linear Zoutendijk and also the Gradient Projection Method of Rosen (GPMR).
programming optimization matlab constrained-optimization barrier-method gpmr gradient-projection zoutendijk penalty-method gradient-projection-method-of-rosen linear-zoutendijk nonlinear-zoutendijk rosen-gradient-projection-method
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Updated
Aug 1, 2025 - MATLAB
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