DataSlingers / ExclusiveLasso

Generalized Linear Models with the Exclusive Lasso Penalty
https://DataSlingers.github.io/ExclusiveLasso/
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Add support for box constraints #9

Closed michaelweylandt closed 5 years ago

michaelweylandt commented 5 years ago

Add box constraints (upper and lower bounds). We do not enforce an all zero solution at any point so we don't require lower bounds to be negative or upper bounds to be positive (unlike glmnet).