### Setup

 1 >> cd /src/interface_matlab

in the MATLAB console. The string

 1
must be replaced with the directory to which POGS was downloaded. To compile wrapper type

 1 >> pogs_setup

Alternatively typing

 1 >> pogs_setup gpu

will compile the GPU version.

### MATLAB-specific usage

The MATLAB interface is a single MEX-function, with signature

 1 [x, y, l, optval] = pogs(A, f, g, params)

Inputs:

•  1 A
is the data matrix of dimension $$m n$$.
•  1 f
and  1 g
are structs with fields  1 h
,  1 a
,  1 b
,  1 c
,  1 d
and  1 e
, each of which must either be a vector of dimension $$m$$ (resp. $$n$$) or a scalar. If a scalar is specified, then it is assumed that the scalar should be repeated $$m$$ (resp. $$n$$) times. Multiple problems can be solved with the same matrix $$A$$, if  1 f
and  1 g
are specified as struct arrays.

Optional Inputs:

•  1 params
is a struct with fields  1 rel_tol
,  1 abs_tol
,  1 rho
,  1 max_iter
,  1 quiet
.

Outputs:

•  1 x
and  1 y
are the solution vectors $$x^\star_\text{pogs}$$ resp. $$y^\star_\text{pogs}$$, and have dimension $$m$$ resp. $$n$$.
•  1 l
is the dual variable $$\lambda^\star_\text{pogs}$$ corresponding to the constraint $$Ax = y$$ and has dimension $$m$$.
•  1 optval
is the value of the objective $$p^\star_\text{pogs}$$ at the solution ($$p^\star_\text{pogs} = f(y^\star_\text{pogs}) + g(x^\star_\text{pogs})$$).

 1 >> help pogs

### $$h$$-Functions

The values

 1 f.h
and
 1 g.h
can be specified using one of 16 functions. These are

 1 2 kAbs, kExp, kHuber, kIdentity, kIndBox01, kIndEq0, kIndGe0, kIndLe0, kLogistic, kMaxNeg0, kMaxPos0, kNegEntr, kNegLog, kRecipr, kSquare, kZero

For example to specify that $$g_j(x_j) = |x_j|$$ for $$j = 1\ldots 4$$ and $$g_5(x_5) = I(x_5 = 0)$$, use the syntax

 1 >> g.h = [kAbs(4); kIndEq0];

See Functions for a more detailed explanation of the functions and their usage.

### Example Usage

See the examples listed on the left-hand side under Examples.