Thursday, November 18, 2010

CS: TFOCS (Templates for First-Order Conic Solvers) is out!, Itokawa's dust

This is nothing short of amazing, Hayabusa, the robotic equivalent to Apollo 13, a mission with a series of mishap has returned actual dust from an asteroid. Woohoo! Congratulations to the JAXA folks who made this happen. In a different direction, but equally exciting for us. Stephen Becker just sent me this:
Hi Igor,

We [ Michael Grant, Emmanuel Candes and Stephen Becker ] have a new first-order solver package for MATLAB, called TFOCS (Templates for First-Order Conic Solvers), that solves all the usual convex compressed-sensing problems, as well as matrix completion problems and variants. The package is designed to be modular, so that users can solve their own customized problems. For example, it is very easy to take the pre-built basis-pursuit solver that we provide, and modify it to add a constraint like x >= 0. The software can also handle complex numbers.

The code (free for all academics), paper and user guide are available at:

Because of the modular nature of the software, it is easy to change the first-order solver. We have included proximal gradient-descent, as well as 5 Nesterov-accelerated variants. Most importantly, we have put a lot of work into an efficient line search, so that supplying the Lipschitz bound if no longer necessary.

We're bringing this to your attention because we think readers of your blog will find it useful.


Thanks Stephen.

The paper that introduced TFOCS is Templates for convex cone problems with applications to sparse signal recovery by S. Becker, E. J. Candès and M. Grant, Stanford University Technical Report, September 2010. The user guide is here.

Credit: JAXA, via
The Planetary Society Blog by Emily Lakdawalla

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