This project, based on MATLAB, is an implementation of barrier method to solve LASSO problem. The barrier method is designed with centering step based on newton method. Please not that this is the homework of ELEC 5470 Convex Optmization and moreover, a paper, An Interior-Point Method for Large-Scale l1-Regularized Least Squares, is refered to derive the duality gap.
More details can be found in the report and source code. The source code is inserted with detailed comments and clean for easily understanding. It can be regarded as a simple tutorial of barrier method and newton method (especially for LASSO).
