Open d-r-o-w-e opened 1 month ago
Introduces an l1 solver which reduces a problem with an l1 + quadratic term + linear objective and linear / fixed constraints to a conic problem, and then solves with SCS (under MIT license) or MOSEK (if it is fully installed and licensed).
Thank you very much for your PR, Dylan! We'll have a look at it and get back to you.
Once #145 is merged, we can re-run the tests here and review this PR.
Introduces an l1 solver which reduces a problem with an l1 + quadratic term + linear objective and linear / fixed constraints to a conic problem, and then solves with SCS (under MIT license) or MOSEK (if it is fully installed and licensed).