Description of graphsp_IP_w.m

Matlab syntax
>> out = graphsp_IP_w(Lp,E,Q,R,gamma,W,x0,xp0,xm0,opts);

Matlab function graphsp_IP_w.m takes the problem data { L_p, E, Q, R, gamma , W, x_0, x_{p0}, x_{m0} } and the input opts and returns the solution to the sparsity-promoting optimal control problem (P).

In contrast to graphsp_IP.m, graphsp_IP_w.m uses weighted ell_1 norm as a proxy for inducing sparsity and it allows users to specify initial conditions for primal variables. At this point, we use Cholesky factorization to compute search directions.

Description of run_graphsp_IP_w.m

Matlab syntax
>> run_graphsp_IP_w;

Matlab code run_graphsp_IP_w.m allows users to: