@Override
    public void grad(double[] w, double[] g) {
        double[] y = prob.y;
        int l = prob.l;
        int w_size = get_nr_variable();

        sizeI = 0;
        for (int i = 0; i < l; i++) {
            double d = z[i] - y[i];

            // generate index set I
            if (d < -p) {
                z[sizeI] = C[i] * (d + p);
                I[sizeI] = i;
                sizeI++;
            } else if (d > p) {
                z[sizeI] = C[i] * (d - p);
                I[sizeI] = i;
                sizeI++;
            }

        }
        subXTv(z, g);

        for (int i = 0; i < w_size; i++)
            g[i] = w[i] + 2 * g[i];

    }