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VU_CPSC546_MATLAB ================= MATLAB code implementing VU algorithm for convex quadratic function restricted to the non-negative orthant. The included files are described below: Problem.m -- class, creates Problem structure bounded.m -- subclass, defines specific methods for subclass of bounded convex quadratic problems. vu.m -- Implementation of the VU method. as_setparms.m -- File containing parameter values used. proximalGradient.m -- Implementation of the projected gradient method. lineSearch.m -- Implementation of a projected linesearch. ZHZop.m, Zop.m -- Used in the construction of the reduced subproblem in the U-space. gUV.m -- Forms the gradient in the U-space or the V-space, i.e., sets the dimensions not in the U-space or not in the V-space to 0. pcgflag.m -- Used to indicate stopping reason of pcg.m (MATLAB function). pprint.m -- Used with verbose = 1 input to print out detailed log. table.m -- Used to print out results table. lp_pilot87.m -- Real-world data set for future work. If the user uncomments 'Test 3-1',@()testProblems(1,3) in tests.m, this problem will run, but vu.m does not currentl converge. TO RUN TEST PROBLEMS: testProblems.m -- List of test problems and how to form Problem and bounded objects, then run vu.m. tests.m -- RUN THIS to generate paper results.
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