├── LICENSE ├── README.md ├── examples ├── c │ ├── Makefile │ └── lasso.c ├── cpp │ ├── Makefile │ ├── examples.h │ ├── lasso.cpp │ ├── lasso_path.cpp │ ├── logistic.cpp │ ├── lp_eq.cpp │ ├── lp_ineq.cpp │ ├── nonneg_l2.cpp │ ├── quantile_regression.cpp │ ├── run_all.cpp │ ├── svm.cpp │ └── timer.h ├── cpp_sp │ ├── Makefile │ ├── examples.h │ ├── lasso.cpp │ ├── lasso_path.cpp │ ├── mat_gen.h │ ├── run_all.cpp │ └── timer.h └── matlab │ ├── basis_pursuit.m │ ├── entropy.m │ ├── huber_fit.m │ ├── lasso.m │ ├── lasso_path.m │ ├── logistic.m │ ├── lp_cone.m │ ├── nonneg_l2.m │ ├── portfolio.m │ ├── pwl.m │ ├── run_all.m │ └── svm.m ├── img ├── eqs.pdf └── eqs.png ├── matlab ├── README.md ├── crls.m ├── examples │ ├── basis_pursuit.m │ ├── entropy.m │ ├── huber_fit.m │ ├── inf_norm.m │ ├── lasso.m │ ├── lp_eq.m │ ├── lp_ineq.m │ ├── nonneg_l2.m │ ├── portfolio.m │ ├── pwl.m │ └── svm.m └── pogs.m └── src ├── Makefile ├── README.md ├── cpu ├── include │ ├── cgls.h │ ├── equil_helper.h │ ├── gsl │ │ ├── cblas.h │ │ ├── gsl_blas.h │ │ ├── gsl_linalg.h │ │ ├── gsl_matrix.h │ │ ├── gsl_rand.h │ │ ├── gsl_spblas.h │ │ ├── gsl_spmat.h │ │ └── gsl_vector.h │ └── projector_helper.h ├── matrix │ ├── matrix_dense.cpp │ └── matrix_sparse.cpp ├── pogs.cpp └── projector │ ├── projector_cgls.cpp │ └── projector_direct_dense.cpp ├── gpu ├── include │ ├── cgls.cuh │ ├── cml │ │ ├── cblas.h │ │ ├── cml_blas.cuh │ │ ├── cml_defs.cuh │ │ ├── cml_linalg.cuh │ │ ├── cml_matrix.cuh │ │ ├── cml_rand.cuh │ │ ├── cml_spblas.cuh │ │ ├── cml_spmat.cuh │ │ ├── cml_utils.cuh │ │ └── cml_vector.cuh │ ├── equil_helper.cuh │ └── projector_helper.cuh ├── matrix │ ├── matrix_dense.cu │ └── matrix_sparse.cu ├── pogs.cu └── projector │ ├── projector_cgls.cu │ └── projector_direct_dense.cu ├── include ├── interface_defs.h ├── matrix │ ├── matrix.h │ ├── matrix_dense.h │ └── matrix_sparse.h ├── pogs.h ├── projector │ ├── projector.h │ ├── projector_cgls.h │ └── projector_direct.h ├── prox_lib.h ├── timer.h └── util.h ├── interface_c ├── Makefile ├── pogs_c.cpp └── pogs_c.h ├── interface_matlab ├── README.md ├── blas2cblas.cpp ├── kAbs.m ├── kExp.m ├── kHuber.m ├── kIdentity.m ├── kIndBox01.m ├── kIndEq0.m ├── kIndGe0.m ├── kIndLe0.m ├── kLogistic.m ├── kMaxNeg0.m ├── kMaxPos0.m ├── kNegEntr.m ├── kNegLog.m ├── kRecipr.m ├── kSquare.m ├── kZero.m ├── pogs.m ├── pogs_mex.cpp ├── pogs_setup.m ├── svmclassify_p.m └── svmtrain_p.m └── interface_r ├── README.md ├── pogs ├── DESCRIPTION ├── NAMESPACE ├── R │ └── pogs.R ├── cfg ├── man │ ├── coef.pogsnet.Rd │ ├── cv.pogsnet.Rd │ ├── kAbs.Rd │ ├── kExp.Rd │ ├── kHuber.Rd │ ├── kIdentity.Rd │ ├── kIndBox01.Rd │ ├── kIndEq0.Rd │ ├── kIndGe0.Rd │ ├── kIndLe0.Rd │ ├── kLogistic.Rd │ ├── kMaxNeg0.Rd │ ├── kMaxPos0.Rd │ ├── kNegEntr.Rd │ ├── kNegLog.Rd │ ├── kRecipr.Rd │ ├── kSquare.Rd │ ├── kZero.Rd │ ├── plot.cv.pogsnet.Rd │ ├── plot.pogsnet.Rd │ ├── pogs.Rd │ ├── pogsnet.Rd │ ├── predict.pogsnet.Rd │ └── print.pogsnet.Rd ├── pogs.Rproj └── src │ ├── 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