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added modes to ASP
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tinatorabi authored Sep 7, 2024
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9 changes: 8 additions & 1 deletion src/solvers.jl
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@doc raw"""
`struct ASP` : Active Set Pursuit solver
solves the optimization problem using either the basic or smart homotopy approach.
```math
\max_{y} \left( b^T y - \frac{1}{2} λ y^T y \right)
```
subject to
```math
\|A^T y\|_{\infty} \leq 1.
```
* Input
* `A` : `m`-by-`n` matrix.
* `b` : `m`-vector.
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