objFunction             Auxiliary function defining the LASSO objective
                        function.
objFunctionGradient     Auxiliary function which computes the
                        (non-smooth) gradient of the LASSO objective
                        function with respect to beta.
objFunctionSmooth       Auxiliary function defining the smoothed LASSO
                        objective function.
objFunctionSmoothGradient
                        Auxiliary function which computes the gradient
                        of the smoothed LASSO objective function with
                        respect to beta.
solveSmoothedLASSO      Minimize the smoothed LASSO objective function
                        with respect to beta using BFGS.
solveSmoothedLASSOSequence
                        Minimize the smoothed LASSO objective function
                        with respect to beta using the progressive
                        smoothing algorithm.
solveUnsmoothedLASSO    Minimize the unsmoothed LASSO objective
                        function with respect to beta. Three options
                        are available: BFGS with analytical gradient
                        (method=0), BFGS with numerical gradient
                        (method=1), and simulated annealing which is
                        gradient free (method=2). The default is
                        method=0.
