Need help for writing Group LASSO ADMM implementation

raleng / nmf

Non-negative matrix factorization using MUR, ANLS, ADMM or AO-ADMM.

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Closed dguhanus closed 1 year ago

dguhanus commented 1 year ago

Dear Ralf Engbers, I want to implement Group LASSO in ADMM in Python. The MATLAB code is given here from Stephen Boyd. https://web.stanford.edu/~boyd/papers/admm/ and https://web.stanford.edu/~boyd/papers/admm/group_lasso/group_lasso_feat_split.html It will be a great help if you already have it with you. Else, I will write it on my own.

raleng commented 1 year ago

Sorry, I never implemented or used LASSO myself, so I won't be able to help you with this one.