Consider benchmarking the full SLOPE path

jolars / slopecd

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Consider benchmarking the full SLOPE path #14

Closed jolars closed 2 years ago

jolars commented 2 years ago

We should consider adding benchmarking for the full SLOPE path. We should also use the sequential strong screening rule strategy for SLOPE when doing so.

JonasWallin commented 2 years ago

I don't know if this is worth (in time) doing now. I think we could do a simulation study where we start from a previous starting value and see how it does there. What I mean is that we are comparing solvers, not path issue.