### Setup

 1 > setwd("/interface_r/") 

in the R console. The string

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

 1 > install.packages("pogs_1.0.tar.gz", repos = NULL, type="source") 

Make sure to replace

 1 1.0 
  by the latest version number.

To load the POGS library type

 1 > library(pogs) 

### R-specific usage

The R interface is a single R function, with signature

 1 solution = pogs(A, f, g, params) 

Inputs:

• 1A  is the data matrix of dimension $$m n$$.
• 1f  and 1g  are lists with fields 1h , 1a , 1b , 1c , 1d  and 1e , 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 1f  and 1g  are specified as nested lists.

Optional Inputs:

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

Outputs:

• 1solution$x  and 1solution$y  are the solution vectors $$x^\star_\text{pogs}$$ resp. $$y^\star_\text{pogs}$$, and have dimension $$m$$ resp. $$n$$. If multiple objectives were specified, then 1solution$x  and 1solution$y  will be matrices of the appropriate dimension.
• 1solution$l  is the dual variable $$\lambda^\star_\text{pogs}$$ corresponding to the constraint $$Ax = y$$ and has dimension $$m$$. • 1solution$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 > ?pogs 

### $$h$$-Functions

The values

 1 f$h    and 1g$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 = c(kAbs(4), kIndEq0()) 

### Example Usage

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