alisaab / l0bnb

Solves the best subset selection problem
MIT License
39 stars 19 forks source link

WIP: initial version of proximal atoms in both lagrange and bound form #2

Open jonathan-taylor opened 2 years ago

jonathan-taylor commented 2 years ago

Solvers for the perspective problem in both bound and Lagrange form.

Prox may take some debugging.