Codes for Lasso (least absolute shrinkage and selection operator) using different algorithms including directly applying cvx (http://cvxr.com/), proximal gradient algorithm (pga), accelarated proximal gradient algorithm (apga), subgradient method, etc.

A synthetic data is provided in the main function. There is also a straightforward cvx implementation of lasso in the main function.

Other algorithms are implemented in separate files.