Generate code for lasso problem
Generate code for lasso problem QPgen Home Examples Installation Documentation Licence Authors Citing Generate code for lasso problem % set problem dimensions q = 2000; n = 10000; % generate sparse data matrix F = sprandn(q,n,10/n); % regenerate until all columns are non zero while not(isempty(find(sum(F,2) == 0))) F = sprandn(q,n,10/n); end % store data in QP struct QP.H = F'*F; QP.G = F'; QP.C =
https://www.control.lth.se/fileadmin/control/Research/Tools/qpgen/gen_lasso.html - 2026-04-24
