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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…
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Could be done locally ||residual_i|| < epsilon_i, and the result aggregated,
or the residual aggregated and compared to a global epsilon.
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```
35.249 profile_admm.py:3
└─ 35.225 admm_profile_workload profile_admm.py:59
├─ 29.160 admm tike/tike.py:88
x │ ├─ 15.025 forward tike/tomo.py:256
│ ├─ 12.937 reconstruct tike/…
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Hi,
If Q matrix is set to 0, will ADMM algorithm automatically fallback to LP algorithms like Simplex.
Reason i'm asking this is to avoid using another library like Coin OR clp if osqp already i…
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Hi all,
I am a second year PhD student in mechanical engineering at UC Davis studying numeric methods for optimal control. I just learned about dask and I'm excited about using it for the types of …
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Thank you very much for the package, it is great work
I am trying to use the `robust_pca` function on a large dataset and the computation is very slow. This issue seems to be referenced in #18, #36…