List of files:

1. exmaple.m: an example of using the solver.
2. solve_trace_reg.m: implementation of the boosting algorithm with local search. See the header for its usage.
3. init_opts.m: sets the last input argument of solve_trace_reg (ie, opts).
4. an L-BFGS-B solver in the folder lbfgsb (solve_trace_reg calls lbfgsb).  It contains compiled mex for windows. On Linux, you may need to run make.  See ReadMe and parameters.txt.

You also need to download the PROPACK package from
http://soi.stanford.edu/~rmunk/PROPACK.
The scode uses lansvd of the package.
PROPACK package is also included in our distribution.

Please let me know if there is any problem.
xinhua.zhang.cs@gmail.com
