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R7172/codes/helpers/sparse_reg/sparse_reg_cvx.m
ef71d2ca22e6master

sparse_reg_cvx.m
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			cvx_begin
			variable x_cvx(d)
			minimize 1/2sum_square(Ax_cvx - b)
			subject to
			norm(x_cvx,1) < tau
			cvx_end

			opt_val = cvx_optval;

			tm1 = zeros(size(x_cvx));
			tm1(x_cvx < -1e-10) = x_cvx(x_cvx < -1e-10);
			tm2 = zeros(size(x_cvx));
			tm2(x_cvx > 1e-10) = x_cvx(x_cvx > 1e-10);
			qq = [tm2; abs(tm1)];
			params.x_cvx = [qq; sqrt(qq)];