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glmgen / trendfilter

Univariate trend filtering
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ADMM void function #7

Open dajmcdon opened 6 months ago

dajmcdon commented 6 months ago

The admm_single_lambda() function would be better as void. That way it can update theta, alpha, u as well as return an objective value and count iterations. This would save some other computations as well, since you can init everything with the previous solution in the path.

dajmcdon commented 5 months ago

I think this is now fixed in #6 , but it would be good to go through and make sure there aren't unnecessary copies and type conversions.