Completely changed update scheme for lagrange multipliers to Augmented Lagrange method in Bertsekas book and in Nocedal & Wright 2006 book. I get better convergence on test cases and it eliminates noise on high-dimensional images.
Completely changed update scheme for lagrange multipliers to Augmented Lagrange method in Bertsekas book and in Nocedal & Wright 2006 book. I get better convergence on test cases and it eliminates noise on high-dimensional images.

gregversteeg/LinearCorex