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Allow group lasso with non-contiguous groups #20

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fabianp opened this issue Oct 4, 2018 · 2 comments
Open

Allow group lasso with non-contiguous groups #20

fabianp opened this issue Oct 4, 2018 · 2 comments
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@fabianp
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fabianp commented Oct 4, 2018

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@fabianp fabianp self-assigned this Oct 4, 2018
@matteofrigo
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Hi,
I'm a heavy user of the group L1 penalty and I'd be happy to help with implementing it in copt. I've already done a similar contribution for another package (epfl-lts2/pyunlocbox#26).

Is there still interest in having a non-contiguous GroupL1 penalty in copt? I can prepare a PR.

@fabianp
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fabianp commented Mar 19, 2021

that would be great @matteofrigo !

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