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numericalalgorithmsgroup / dfols

Python-based Derivative-Free Optimizer for Least-Squares
https://numericalalgorithmsgroup.github.io/dfols/
GNU General Public License v3.0
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Nonsmooth regularizers #22

Closed lindonroberts closed 2 months ago

lindonroberts commented 2 months ago

Added optional nonsmooth regularizer to the objective function. Based on the method described in this paper.

Development work largely by Yanjun Liu (Princeton University) with support from Kevin Lam (Australian National University).