cr.sparse.cvx.l1ls.solve_jit

cr.sparse.cvx.l1ls.solve_jit(A, y, lambda_, x0=None, u0=None, tol=0.001, xi=0.001, t0=None, max_iters=400, pcg_max_iters=5000)

Solves \(\min \| A x - b \|_2^2 + \\lambda \| x \|_1\) using the Truncated Newton Interior Point Method