L2 Penalty Algorithm#143
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MaxenceGollier wants to merge 33 commits intoJuliaSmoothOptimizers:masterfrom
Closed
L2 Penalty Algorithm#143MaxenceGollier wants to merge 33 commits intoJuliaSmoothOptimizers:masterfrom
MaxenceGollier wants to merge 33 commits intoJuliaSmoothOptimizers:masterfrom
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Co-authored-by: Dominique <dominique.orban@gmail.com>
Co-authored-by: Dominique <dominique.orban@gmail.com>
Co-authored-by: Dominique <dominique.orban@gmail.com>
Co-authored-by: Dominique <dominique.orban@gmail.com>
Co-authored-by: Dominique <dominique.orban@gmail.com>
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This is my implementation of the$\ell_2$ exact penalty algorithm.
Details are provided in the documentation.
This is a sub-branch of #139, so a lot of commits here don't directly concern the algorithm.