L1General是一个求解各种L1-正则化问题的Matalb程序。详细说明可参考：http://www.di.ens.fr/~mschmidt/Software/L1General.html -L1General is a set of Matlab routines implementing several of the available strategies for solving L1-regularization problems.

用BFGS 拟牛顿法 最速下降法 牛顿法 共轭梯度法 解决线性优化问题(Solving linear optimization problems with conjugate gradient method and Steepest descent method.)