This file contains the MATLAB implementation of the active-set method proposed in the following article

        𝐡𝐭𝐭𝐩𝐬://𝐚𝐫𝐱𝐢𝐯.𝐨𝐫𝐠/𝐚𝐛𝐬/𝟐𝟐𝟎𝟏.𝟏𝟎𝟐𝟏𝟏

for the solution of convex quadratic programming problems with piecewise-linear terms in the objective.

The repository constists of the following files:

1. An outer proximal method of multipliers (PMM),
2. an inner semismooth Newton method (SSN),
3. two ADMM-based warmstarting procedures,
4. as well as two problem examples: i) from PDE-constrained optimization ii) from linear lasso regression.

Links to the datasets are provided.