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I am also having a similar issue as given in #90, but on a general SDP problem. Here is the current one (I'm trying to get a slightly better MWE, but it's a weird one. Setting n=10 in this example suc…
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arXiv论文跟踪
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## algos
* Maj Min algorithm for non-reg case (http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.206.1351&rep=rep1&type=pdf, also https://arxiv.org/pdf/1709.04126.pdf)
* ADMM for gen reg ca…
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Each run of the quadratic trend filter produces a set of lambda values. Currently, I'm using one randomly selected lambda value for each of the 14 seasons, based on the fitted trend filter.
However…
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Implement L1 penalty on \mu derivative (fused lasso), and perhaps keep some L2 to induce strong convexity. the idea is to infer piecewise constant histories, allowing for discontinuous jumps. This pen…
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to add ADMM algorithm with inner CGLS solver
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In the demo examples of the Lasso there is the ordinary soft thresholding operator defined as S = sign max{0,|x|-alpha}, which in the ADMM version translates to ```prox!(z, g, x + u, gam)```. In eq. (…
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After a bit of profiling, this is what I found out for Dask-GLM with Dask array:
```
14339 0.139 0.000 0.814 0.000 /home/pentschev/.local/lib/python3.5/site-packages/dask/local.py:…
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When running `python setup.py install` for installing pyomo (on a windows machine) received the following error
```
(base) C:\Users\susarlan\src\pyomo-master>python setup.py install
Compiling pyomo…