Sparse Group Lasso - Githubissues

openopt / copt

A Python library for mathematical optimization

http://openo.pt/copt

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Sparse Group Lasso #19

Open fabianp opened 6 years ago

fabianp commented 6 years ago

There's some nice code at https://github.com/richford/copt/commit/7ff9dbdcbf2af0951484444d47671d6dafcf093a

richford commented 6 years ago

@fabianp, Thanks for developing copt! Please feel free to cannibalize the code you referenced above. Or if you're open to it, I'm also happy to submit a PR with it.