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With `mpi` branch, we cannot run with more than a process. If we run with a process, the dual decomposition does not converge.
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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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It gets too complicated to add the basis_set and the GTH paths in the yml input file. Especially because with hybrids, also the BASIS_ADMM and BASIS_ADMM_MOLOPT are required.
The best way is to add …
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to add ADMM algorithm with inner CGLS solver
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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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https://github.com/vais-ral/CCPi-FrameworkPlugins/blob/5b0077ea9531f5212d82868eeb63a9a574479594/Wrappers/Python/ccpi/plugins/regularisers.py#L66
I have two issues with this line.
1. The prox opera…
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I have a question about the estimated sparse LASSO coefficients. Based on Dr. Boyd MATLAB [code in standford](https://web.stanford.edu/~boyd/papers/admm/lasso/lasso.html) the estimated coefficients ar…
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Would it be possible to release the GIL before calling into `osqp`, with the macro `Py_BEGIN_ALLOW_THREADS`, or are there possible complications?
Similar to how this is done in [scs](https://github…
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I am having trouble running the test in `odl`. I just installed a new conda environment, but still the troubles prevail. When I run `pytest` in the root directory, it starts showing images (examples?)…