[Feature] support Newton Hard-Thresholding Pursuit (NHTP) Algorithm

abess-team / skscope

skscope: Sparse-Constrained OPtimization via itErative-solvers

https://skscope.readthedocs.io

MIT License

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Open Mamba413 opened 8 months ago

Mamba413 commented 8 months ago

Support a new algorithm "Newton Hard-Thresholding Pursuit". See literature: https://spiral.imperial.ac.uk/bitstream/10044/1/89243/4/19-026.pdf